Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187)

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Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data
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    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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