Hidden Markov model for discrete circular–linear wind data time series

DOI10.1080/00949655.2016.1142544OpenAlexW2338545017MaRDI QIDQ5222503

Gianfranco Calise, Gianluca Mastrantonio

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05037

zbMATH Keywords

Dirichlet processhurdle modelnon-parametric Bayesiandiscrete circular variableinvariant wrapped Poisson

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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• Inference in hidden Markov models.
• On characteristic functions of the wrapped lognormal and the wrapped Weibull distributions
• Hierarchical Dirichlet Processes
• Inference and missing data
• Invariance properties and statistical inference for circular data

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