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• Published Subscription 4 Jan 2018

  Poisson-hidden Markov Model for Overdispersed Time Series Count Data

  By Joshni George, Seemon Thomas

  Abstract: The fitting of Poisson hidden Markov model for overdispersed time series data is considered. The parameters of the model are estimated using numerical maximization of the likelihood and the sequence of hidden states are obtained based on the best fitted model. Pseudoresiduals obtained by the fitted model are also used along with AIC and BIC values to check the goodness of fit of the model.Keywords: Hidden Markov model, transition probability, …

  Published in Research & Reviews : Journal of Statistics · Vol. 6, Issue 3, 2017 · pp. 56–61 Read article →