R. Colombi, S. Giordano, Multiple hidden Markov models for categorical time series, Journal of Multivariate Analysis, Volume 140, September 2015, Pages 19-30, ISSN 0047-259X, http://dx.doi.org/10.1016/j.jmva.2015.04.002. Keywords: Conditional independence; Granger noncausality; Graphical models; Marginal models; Markov properties; Multivariate Markov chains
available at http://www.sciencedirect.com/science/article/pii/S0047259X15000901
