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

DOI10.1007/s00180-023-01432-7MaRDI QIDQ6661266

Emna Ghorbel, Mahdi Louati

Publication date: 13 January 2025

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

hidden Markov modelsWishart distributionRiesz distributionexpectation maximization algorithmforward-backward programming algorithmmultiparameter t'distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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