Quantile hidden semi-Markov models for multivariate time series
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EM algorithmmaximum likelihoodquantile regressionlatent processsojourn distributionmultivariate asymmetric Laplace distribution
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
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- scientific article; zbMATH DE number 846906 (Why is no real title available?)
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