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]

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