Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.02.002 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3011523338 / rank | |||
Normal rank |
Revision as of 14:24, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hierarchical Markov-switching models for multivariate integer-valued time-series |
scientific article |
Statements
Hierarchical Markov-switching models for multivariate integer-valued time-series (English)
0 references
4 February 2021
0 references
Markov-switching model
0 references
hidden Markov model
0 references
mixture model
0 references
hierarchical model
0 references
NSW crime data
0 references