Hierarchical Hidden Markov Model
each state is considered to be a self-contained probabilistic model. More precisely, each state of the HHMM is itself an HHMM.
Hierarchical hidden Markov model
The hierarchical hidden Markov model (HHMM) is a statistical model derived from the hidden Markov model (HMM). In an HHMM, each state is considered to be a self-contained probabilistic model. More precisely, each state of the HHMM is itself an HHMM.
https://en.wikipedia.org/wiki/Hierarchical_hidden_Markov_model#cite_note-Fine-1

Seonglae Cho