Hidden Markov and other models for discrete-valued time series

Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are specifically designed for the analysis of discrete-valued time series. Hidden Markov and Other Models for Discrete-Valued Time Series introduc...

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Bibliographic Details

Main Author:	MacDonald, Iain L.
Other Authors:	Zucchini, W.
Format:	Book
Language:	English
Published:	London New York Chapman & Hall c1997
Series:	Monographs on statistics and applied probability (Series) 70
Subjects:	Markov processes Time-series analysis Discrete-time systems
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