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 ...

This is a preview. Log in through your library . Abstract Hidden Markov models (HMMs) are flexible time series models in which the distribution of the observations depends on unobserved serially ...