Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data (Q5218862)

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scientific article; zbMATH DE number 7177659
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Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data
scientific article; zbMATH DE number 7177659

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    Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data (English)
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    6 March 2020
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    bivariate circular data
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    EM algorithm
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    hidden Markov model
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    importance sampling
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    missing values
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    mixtures
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    sine model
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    bivariate von Mises
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