Markov chains provide a fundamental framework for modelling stochastic processes, where the next state depends solely on the current state. Hidden Markov models (HMMs) extend this framework by ...
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov ...
A 30-minute talk about Markov modeling generally, with specific reference to the seminal 1986 contribution of Professor Eaves, which described Markov processes for genetic and environmental variance ...