Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data
DOI10.1080/00949655.2012.656642zbMATH Open1431.62343OpenAlexW2025229611WikidataQ58205251 ScholiaQ58205251MaRDI QIDQ5218862FDOQ5218862
Authors: Francesco Lagona, Marco Picone 
Publication date: 6 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.656642
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Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12)
Cites Work
- Finite mixture models
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- Protein Bioinformatics and Mixtures of Bivariate von Mises Distributions for Angular Data
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- A multivariate von mises distribution with applications to bioinformatics
- Probabilistic model for two dependent circular variables
- Dependent models for observations which include angular ones
- Model-based clustering of multivariate skew data with circular components and missing values
Cited In (10)
- Copula-based segmentation of cylindrical time series
- Recent advances in directional statistics
- Model-based segmentation of spatial cylindrical data
- A circular nonhomogeneous hidden Markov field for the spatial segmentation of wildfire occurrences
- Model-based clustering for noisy longitudinal circular data, with application to animal movement
- Model-based clustering of multivariate skew data with circular components and missing values
- A copula-based hidden Markov model for toroidal time series
- A hidden Markov model for the analysis of cylindrical time series
- How to test the missing data mechanism in a hidden Markov model
- Hidden Markov model for discrete circular-linear wind data time series
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