ListarUniversidad Torcuato Di Tella por tema "Hidden Markov model"
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On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
(Universidad Torcuato Di Tella, 2024-06)We consider general hidden Markov models that may include exogenous co- variates and whose discrete-state-space regime sequence has transition prob- abilities that are functions of observable variables. We show that the ...