A copula-based hidden Markov model for toroidal time series

DOI10.1007/978-3-030-21158-5_32zbMath1434.62190OpenAlexW2969879951MaRDI QIDQ2182544

Francesco Lagona

Publication date: 25 May 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-21158-5_32

zbMATH Keywords

copulahidden Markov modelsegmentationtoroidal data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov processes: estimation; hidden Markov models (62M05)

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