Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187)
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scientific article; zbMATH DE number 7122075
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| English | Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data |
scientific article; zbMATH DE number 7122075 |
Statements
Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (English)
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25 October 2019
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stochastic differential equations
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Ornstein-Uhlenbeck
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Markov switching transition
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regime switching
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Bayesian methods
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Markov chain Monte Carlo algorithms
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0.8565554
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0.84974587
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0.84253746
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0.8410271
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0.8352777
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0.83362883
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0.83276045
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0.8318571
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