Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006): Difference between revisions

@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2020.02.002
+Normal rank
@@ Property / OpenAlex ID @@
+W3011523338
@@ Property / OpenAlex ID: W3011523338 / rank @@
+Normal rank
@@ Property / cites work @@
+An EM algorithm for estimating negative binomial parameters
+Normal rank
@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+Nonparametric identification and maximum likelihood estimation for hidden Markov models
+Normal rank
@@ Property / cites work @@
+Identifiability of parameters in latent structure models with many observed variables
+Normal rank
@@ Property / cites work @@
+Mixed Hidden Markov Models
@@ Property / cites work: Mixed Hidden Markov Models / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
+Normal rank
@@ Property / cites work @@
+A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure
+Normal rank
@@ Property / cites work @@
+Three-step estimation of latent Markov models with covariates
+Normal rank
@@ Property / cites work @@
+A bivariate first-order signed integer-valued autoregressive process
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+The consistency of the BIC Markov order estimator.
+Normal rank
@@ Property / cites work @@
+Predictive Model Assessment for Count Data
@@ Property / cites work: Predictive Model Assessment for Count Data / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate count autoregression
@@ Property / cites work: Multivariate count autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+The Impact of Mass Migration on the Israeli Labor Market
+Normal rank
@@ Property / cites work @@
+Finite mixture and Markov switching models.
@@ Property / cites work: Finite mixture and Markov switching models. / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in finite state space non parametric hidden Markov models and applications
+Normal rank
@@ Property / cites work @@
+Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
+Normal rank
@@ Property / cites work @@
+Is victimization chronic? A Bayesian analysis of multinomial missing data
+Normal rank
@@ Property / cites work @@
+Q3134468
@@ Property / cites work: Q3134468 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study
+Normal rank
@@ Property / cites work @@
+Mixed Hidden Markov Models for Longitudinal Data: An Overview
+Normal rank
@@ Property / cites work @@
+Q4523870
@@ Property / cites work: Q4523870 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of autoregressive regime-switching models
+Normal rank
@@ Property / cites work @@
+A bivariate INAR(1) process with application
@@ Property / cites work: A bivariate INAR(1) process with application / rank @@
+Normal rank
@@ Property / cites work @@
+On composite likelihood estimation of a multivariate INAR(1) model
+Normal rank
@@ Property / cites work @@
+Some properties of multivariate INAR(1) processes
@@ Property / cites work: Some properties of multivariate INAR(1) processes / rank @@
+Normal rank
@@ Property / cites work @@
+Mixture Densities, Maximum Likelihood and the EM Algorithm
+Normal rank
@@ Property / cites work @@
+Q2712145
@@ Property / cites work: Q2712145 / rank @@
+Normal rank
@@ Property / cites work @@
+Thinning-based models in the analysis of integer-valued time series: a review
+Normal rank
@@ Property / cites work @@
+Turning from crime: a dynamic perspective
@@ Property / cites work: Turning from crime: a dynamic perspective / rank @@
+Normal rank