An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (Q3532764)
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scientific article; zbMATH DE number 5358456
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| English | An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models |
scientific article; zbMATH DE number 5358456 |
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An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (English)
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28 October 2008
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conditional heteroscedasticity
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EM algorithm
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HMM
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latent factor models
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model selection
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0.7678143978118896
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0.763585090637207
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0.7603512406349182
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0.7561529278755188
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0.753856897354126
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