Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas
DOI10.1109/TAC.2009.2034929zbMath1368.62165OpenAlexW2151131127MaRDI QIDQ4978701
Jérôme Lapuyade-Lahorgue, Wojciech Pieczynski, Nicolas J.-B. Brunel
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2009.2034929
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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