Estimation in the Mixture of Markov Chains Moving With Different Speeds

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Model-based clustering of categorical time series (2010, methodology): “The Bayesian approach offers several advantages in the context of Markov chain clustering compared to EM estimation as in Cadez et al. (2003) or Frydman (2005).”
Credit Rating Dynamics and Markov Mixture Models (2008, methodology): “Thus, the distribution of a state one period later is a convex linear combinaton 3For details, see Frydman (2004). of one period transition probabilities of Markov chains.”