Shrinkage Estimation for Multivariate Hidden Markov Models

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Journal of the American Statistical Association 2016 / 04

Shrinkage Estimation for Multivariate Hidden Markov Models

Fiecas, Mark, Franke, Jürgen, von Sachs, Rainer, Tadjuidje Kamgaing, Joseph
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Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2016.1148608
Date:
April, 2016
File:
PDF, 665 KB
english, 2016
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