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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Continuous time hidden Markov model for longitudinal data
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 卷号: 179, 页码: 16
Authors:
Zhou, Jie
;
Song, Xinyuan
;
Sun, Liuquan
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Submit date：2020/09/23
Continuous-time HMMs
Longitudinal data
ML estimator
Unknown number of hidden states
SCAD penalty
