Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data

Journal of Statistical Computation and Simulation

Volumn 83, Issue 7, 2013, Pages 1223-1237

  Lagona, Francesco ^a   Picone, Marco ^a  

^a ROMA TRE UNIVERSITY   (Italy)

Author keywords

bivariate circular data; bivariate von Mises; EM algorithm; hidden Markov model; importance sampling; missing values; mixtures; sine model; wave; wind

Indexed keywords

EID: 84880285298     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949655.2012.656642     Document Type: Article

References (13)

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