Multivariate Poisson hidden Markov models with a case study of modelling seismicity

DOI10.1111/ANZS.12242MaRDI QIDQ4557848zbMATH OpenOpenAlexWikidataFDO

Authors K. Orfanogiannaki, Dimitris Karlis

Publication date 27 November 2018

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12242

zbMATH Keywords

copulasfinite mixture modelsmultivariate discrete distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to environmental and related topics (62P12)

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• Football tracking data: a copula-based hidden Markov model for classification of tactics in football
• A copula formulation for multivariate latent Markov models

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