Rimstad, Kjartan; Omre, Henning - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 187-200
A convolutional two-level hidden Markov model is defined and evaluated. The bottom level contains an unobserved categorical Markov chain, and given the variables in this level the middle level contains unobserved conditionally independent Gaussian variables. The top level contains observable...