Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas

N.J.-B. Brunel, J. Lapuyade-Lahorgue, W. Pieczynski
2010 IEEE Transactions on Automatic Control  
J. Lapuyade-Lahorgue was with the Telecom SudParis, Evry, France. He is now with the Datalogisk Institute,
doi:10.1109/tac.2009.2034929 fatcat:itcic5hfbjdudiflqs4obffene