Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 1 (2000), pp. 57-75 (19 pages) Hidden Markov models form an extension of mixture models which provides a ...

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation ...

C. Bracken, B. Rajagopalan, & E. Zagona (2014). “A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into ...