20 citations · 28 across the 3 of their papers we have counts for
3 papers
stat.CO2007★ 4 cited
The SSM Toolbox for Matlab
Jyh-Ying Peng, John A. D. Aston
State Space Models (SSM) is a MATLAB 7.0 software toolbox for doing time series analysis by state space methods. The software features fully interactive construction and combinatio…
stat.ME2007★ 20 cited
Distributions associated with general runs and patterns in hidden Markov models
John A. D. Aston, Donald E. K. Martin
This paper gives a method for computing distributions associated with patterns in the state sequence of a hidden Markov model, conditional on observing all or part of the observati…
math.ST2007★ 4 cited
Modeling macroeconomic time series via heavy tailed distributions
J. A. D. Aston
It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed distributions for the noise compone…