Computation of various Markovian models for categorical data including the independence model, homogeneous Markov chains of any order, the Mixture Transition Distribution (MTD) model for the approximation of high-order homogeneous Markov chains, Hidden Markov Models (HMMs) and Double Chain Markov Models (DCMMs).
Berchtold A, Raftery AE (2002) The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time-Series. Statistical Science 17(3), 328-356.
Berchtold A (2002) High-order extensions of the Double Chain Markov Model. Stochastic Models 18, 193-227.