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State Space and Hidden Markov Models

  • Fahrmeir L
  • Tutz G
DOI: 10.1007/978-1-4757-3454-6_8
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Abstract

This chapter surveys state space and hidden Markov modelling approaches for analyzing time series or longitudinal data, spatial data, and spatiotemporal data. Responses are generally non-Gaussian, in particular, categorical, counted or nonnegative. State space and...

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Fahrmeir, L., & Tutz, G. (2001). State Space and Hidden Markov Models (pp. 331–383). https://doi.org/10.1007/978-1-4757-3454-6_8

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