Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
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Publication:2065291
DOI10.1007/s00362-019-01146-3zbMath1477.62224OpenAlexW2983446413WikidataQ126785897 ScholiaQ126785897MaRDI QIDQ2065291
Antonello Maruotti, Salvatore Ingrassia, Antonio Punzo
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-019-01146-3
Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)
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