Quantile hidden semi-Markov models for multivariate time series (Q2172108)
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scientific article; zbMATH DE number 7585212
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| default for all languages | No label defined |
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| English | Quantile hidden semi-Markov models for multivariate time series |
scientific article; zbMATH DE number 7585212 |
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Quantile hidden semi-Markov models for multivariate time series (English)
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15 September 2022
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EM algorithm
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latent process
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maximum likelihood
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multivariate asymmetric Laplace distribution
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quantile regression
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sojourn distribution
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0.8543878793716431
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0.7428101897239685
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0.7381895184516907
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0.7344843149185181
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0.7293171286582947
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