Mixed Hidden Markov Models: An Extension of the Hidden Markov Model to the Longitudinal Data Setting. Altman, R. M. Journal of the American Statistical Association, 102:201-210, 2007.
doi  bibtex   
@ARTICLE{Altman2007,
  author = {Rachel Mackay Altman},
  title = {Mixed Hidden Markov Models: An Extension of the Hidden Markov Model
	to the Longitudinal Data Setting},
  journal = {Journal of the American Statistical Association},
  year = {2007},
  volume = {102},
  pages = {201-210},
  doi = {10.1198/016214506000001086},
  file = {:Mixed Hidden Markov Models JASA2007.pdf:PDF},
  owner = {tiago},
  timestamp = {2012.09.21}
}

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