Matrix-variate time series modelling with hidden Markov models (Q6541824)
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scientific article; zbMATH DE number 7851348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix-variate time series modelling with hidden Markov models |
scientific article; zbMATH DE number 7851348 |
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Matrix-variate time series modelling with hidden Markov models (English)
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21 May 2024
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EM algorithm
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hidden Markov model
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matrix normal distribution
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time series
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