2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2023
Nonparametric estimation of multivariate hidden Markov models using tensor-product B-splines
Rouven Michels, Roland Langrock
For multivariate time series driven by underlying states, hidden Markov models (HMMs) constitute a powerful framework which can be flexibly tailored to the situation at hand. Howev…
stat.ME2014★ 2 cited
Markov-switching generalized additive models
Roland Langrock, Thomas Kneib, Richard Glennie +1
We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regi…