Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
DOI10.1007/S11749-018-0580-8zbMATH Open1428.62304OpenAlexW2795045171WikidataQ130047593 ScholiaQ130047593MaRDI QIDQ2273159FDOQ2273159
Publication date: 18 September 2019
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-018-0580-8
multivariate normal distributionimage segmentationCholesky decompositionPeano-Hilbert curveinduced priorsmulti-colour satellite images
Multivariate distribution of statistics (62H10) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics in engineering and industry; control charts (62P30) Image analysis in multivariate analysis (62H35)
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