Quantile hidden semi-Markov models for multivariate time series
Luca Merlo, Antonello Maruotti, Lea Petrella, Antonio Punzo
Topics & Concepts
Multivariate statisticsHidden Markov modelSeries (stratigraphy)QuantileTime seriesMarkov chainMathematicsMarkov modelComputer scienceHidden semi-Markov modelEconometricsVariable-order Markov modelStatisticsArtificial intelligenceBiologyPaleontologyBayesian Methods and Mixture ModelsFinancial Risk and Volatility ModelingStatistical Methods and Bayesian Inference