52 citations · 66 across the 6 of their papers we have counts for
3 papers · 1 filter
Dealing with separation problem in hidden Markov models with covariates based on a penalized maximum likelihood approach
Luca Brusa, Fulvia Pennoni, Francesco Bartolucci +1
A penalized maximum likelihood estimation approach is proposed for discrete-time hidden Markov models where covariates affect the observed responses and serial dependence is consid…
Maximum likelihood estimation of hidden Markov models for continuous longitudinal data with missing responses and dropout
Silvia Pandolfi, Francesco Bartolucci, Fulvia Pennoni
We propose an inferential approach for maximum likelihood estimation of the hidden Markov models for continuous responses. We extend to the case of longitudinal observations the fi…
A comparison of some criteria for states selection in the latent Markov model for longitudinal data
Silvia Bacci, Silvia Pandolfi, Fulvia Pennoni
We compare different selection criteria to choose the number of latent states of a multivariate latent Markov model for longitudinal data. This model is based on an underlying Mark…