{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,3]],"date-time":"2026-10-03T11:36:20Z","timestamp":1791027380315,"version":"4.1.0"},"reference-count":0,"publisher":"Oxford University Press (OUP)","issue":"1","license":[{"start":{"date-parts":[[2000,1,1]],"date-time":"2000-01-01T00:00:00Z","timestamp":946684800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2000,1,1]]},"abstract":"<jats:title>Summary<\/jats:title>\n               <jats:p>Hidden Markov models form an extension of mixture models which provides a flexible class of models exhibiting dependence and a possibly large degree of variability. We show how reversible jump Markov chain Monte Carlo techniques can be used to estimate the parameters as well as the number of components of a hidden Markov model in a Bayesian framework. We employ a mixture of zero-mean normal distributions as our main example and apply this model to three sets of data from finance, meteorology and geomagnetism.<\/jats:p>","DOI":"10.1111\/1467-9868.00219","type":"journal-article","created":{"date-parts":[[2003,3,12]],"date-time":"2003-03-12T19:35:53Z","timestamp":1047497753000},"page":"57-75","source":"Crossref","is-referenced-by-count":151,"title":["Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method"],"prefix":"10.1093","volume":"62","author":[{"given":"Chiristian P.","family":"Robert","sequence":"first","affiliation":[{"name":"Centre de Recherche en Economie et Statistique , Paris , France"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Tobias","family":"Ryd\u00e9n","sequence":"additional","affiliation":[{"name":"Lund University , Sweden"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"D. M.","family":"Titterington","sequence":"additional","affiliation":[{"name":"Lund University , Sweden"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2002,1,6]]},"container-title":["Journal of the Royal Statistical Society Series B: Statistical Methodology"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1111%2F1467-9868.00219","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/academic.oup.com\/jrsssb\/article-pdf\/62\/1\/57\/49589521\/jrsssb_62_1_57.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"syndication"},{"URL":"https:\/\/academic.oup.com\/jrsssb\/article-pdf\/62\/1\/57\/49589521\/jrsssb_62_1_57.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,3,22]],"date-time":"2023-03-22T06:58:22Z","timestamp":1679468302000},"score":1,"resource":{"primary":{"URL":"https:\/\/academic.oup.com\/jrsssb\/article\/62\/1\/57\/7083181"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,1,1]]},"references-count":0,"journal-issue":{"issue":"1","published-online":{"date-parts":[[2002,1,6]]},"published-print":{"date-parts":[[2000,1,1]]}},"URL":"https:\/\/doi.org\/10.1111\/1467-9868.00219","relation":{},"ISSN":["1369-7412","1467-9868"],"issn-type":[{"value":"1369-7412","type":"print"},{"value":"1467-9868","type":"electronic"}],"subject":[],"published-other":{"date-parts":[[2000,1]]},"published":{"date-parts":[[2000,1,1]]}}}