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math.ST2011
An alternative to the Baum-Welch recursions for hidden Markov models
Francesco Bartolucci
We develop a recursion for hidden Markov model of any order h, which allows us to obtain the posterior distribution of the latent state at every occasion, given the previous h stat…
math.ST2011★ 2 cited
Mixture latent autoregressive models for longitudinal data
Francesco Bartolucci, Silvia Bacci, Fulvia Pennoni
Many relevant statistical and econometric models for the analysis of longitudinal data include a latent process to account for the unobserved heterogeneity between subjects in a dy…