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Journal of Applied Statistics Volume 38, 2011 - Issue 12
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Original Articles

Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models

Roland Langrock Institute for Statistics and Econometrics, University of Goettingen, Platz der Goettinger Sieben 5, 37073, Goettingen, GermanyCorrespondence[email protected]
Pages 2955-2970 | Received 07 Dec 2010, Accepted 16 Mar 2011, Published online: 03 May 2011

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