Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas

Nicolas Brunel, Jérôme Lapuyade-Lahorgue, Wojciech Pieczynski. Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas. IEEE Trans. Automat. Contr., 55(2):338-349, 2010. [doi]

@article{BrunelLP10,
  title = {Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas},
  author = {Nicolas Brunel and Jérôme Lapuyade-Lahorgue and Wojciech Pieczynski},
  year = {2010},
  doi = {10.1109/TAC.2009.2034929},
  url = {http://dx.doi.org/10.1109/TAC.2009.2034929},
  researchr = {https://researchr.org/publication/BrunelLP10},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {55},
  number = {2},
  pages = {338-349},
}