An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations (Q6661266)

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scientific article; zbMATH DE number 7965544
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An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations
scientific article; zbMATH DE number 7965544

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    An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations (English)
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    13 January 2025
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    hidden Markov models
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    expectation maximization algorithm
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    forward-backward programming algorithm
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    multiparameter t'distribution
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    Wishart distribution
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    Riesz distribution
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