Maximum Pseudolikelihood Estimation for Model-Based Clustering of Time Series Data
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Publication:5380690
DOI10.1162/NECO_a_00938zbMath1418.62254arXiv1602.08787WikidataQ31155045 ScholiaQ31155045MaRDI QIDQ5380690
Pierre C. Bellec, Andrew L. Janke, Pierre Orban, Geoffrey J. McLachlan, Hien Duy Nguyen
Publication date: 6 June 2019
Published in: Neural Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.08787
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Biomedical imaging and signal processing (92C55)
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Uses Software
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