Hidden semi-Markov-switching quantile regression for time series (Q830112)

scientific article

Language	Label	Description	Also known as
English	Hidden semi-Markov-switching quantile regression for time series	scientific article

Statements

instance of

scholarly article

0 references

title

Hidden semi-Markov-switching quantile regression for time series (English)

0 references

0 references

0 references

0 references

Computational Statistics and Data Analysis

0 references

publication date

7 May 2021

0 references

zbMATH Keywords

asymmetric Laplace distribution

0 references

Markov-switching models

0 references

sojourn distribution

0 references

quantile regression

0 references

EM algorithm

0 references

maximum likelihood estimation

0 references

describes a project that uses

0 references

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.csda.2021.107208

0 references

cites work

Finite mixtures of quantile and M-quantile regression models

0 references

A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure

0 references

A note on the mixture transition distribution and hidden Markov models

0 references

Latent Markov Models for Longitudinal Data

0 references

A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

0 references

The mixture transition distribution model for high-order Markov chains and non-Gaussian time series

0 references

Bayesian quantile regression using the skew exponential power distribution

0 references

Skew mixture models for loss distributions: a Bayesian approach

0 references

Stylized facts of financial time series and hidden semi-Markov models

0 references

hsmm -- an R package for analyzing hidden semi-Markov models

0 references

The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model

0 references

Quantile regression for longitudinal data based on latent Markov subject-specific parameters

0 references

Parametric modeling of quantile regression coefficient functions

0 references

Quantile regression for longitudinal data using the asymmetric Laplace distribution

0 references

Linear quantile mixed models

0 references

A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models

0 references

Regression Quantiles

0 references

Hidden Markov models with arbitrary state dwell-time distributions

0 references

Handbook of Spatial Epidemiology

0 references

An Introduction to the Application of the Theory of Probabilistic Functions of a Markov Process to Automatic Speech Recognition

0 references

Markov-switching quantile autoregression: a Gibbs sampling approach

0 references

Numerical Maximisation of Likelihood: A Neglected Alternative to EM?

0 references

Time Series Clustering and Classification

0 references

Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition

0 references

Linear quantile regression models for longitudinal experiments: an overview

0 references

Finite mixture models

0 references

Modeling loss data using mixtures of distributions

0 references

Multivariate Receptor Modeling for Temporally Correlated Data by Using MCMC

0 references

Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress

0 references

Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement

0 references

Compound unimodal distributions for insurance losses

0 references

Generalized Additive Models for Location, Scale and Shape

0 references

EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

0 references

Fitting hidden semi-Markov models to breakpoint rainfall data

0 references

GAMLSS: A distributional regression approach

0 references

Quantile regression: A short story on how and why

0 references

Mixtures of quantile regressions

0 references

Quantile cointegrating regression

0 references

Markov regime-switching quantile regression models and financial contagion detection

0 references

Bayesian quantile regression

0 references

Hidden Markov Models for Time Series

0 references

Identifiers

DOI

10.1016/j.csda.2021.107208

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:830112