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