Nagaraj K. Neerchal

Copula-based Correlation Structure for Multivariate Emission Distributions in Hidden Markov Models

2020 · Maryland Shared Open Access Repository (USMAI Consortium)

Hidden Markov models (HMM) for multi-site daily precipitation usually assume that precipitation at each location is independently distributed conditional on the daily state; correlation in precipitation at different locations is induced by the state process. …