A copula formulation for multivariate latent Markov models

DOI10.1007/S11749-024-00919-9MaRDI QIDQ7029214zbMATH OpenFDO

Authors Alfonso Russo, Alessio Farcomeni

Publication date 11 February 2025

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11749-024-00919-9

zbMATH Keywords

Frank copulamixed responsespanel data

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20)

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Cited in

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• Statistical jump model for mixed-type data with missing data imputation

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