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stat.AP2018
Bivariate modelling of precipitation and temperature using a non-homogeneous hidden Markov model
Augustin Touron, Thi Thu Huong Hoang, Sylvie Parey
Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The n…
stat.AP2018
Consistency of the maximum likelihood estimator in seasonal hidden Markov models
Augustin Touron
In this paper, we introduce a variant of hidden Markov models in which the transition probabilities between the states, as well as the emission distributions, are not constant in t…