Bulla, Jan; Bulla, Ingo; Nenadic, Oleg - In: Computational Statistics & Data Analysis 54 (2010) 3, pp. 611-619
Hidden semi-Markov models are a generalization of the well-known hidden Markov model. They allow for a greater flexibility of sojourn time distributions, which implicitly follow a geometric distribution in the case of a hidden Markov chain. The aim of this paper is to describe hsmm, a new...