Markov-modulated multivariate linear regression

DOI10.12697/ACUTM.2017.21.03MaRDI QIDQ4978321zbMATH OpenOpenAlexFDO

Authors A. Andronov

Publication date 10 August 2017

Published in Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12697/acutm.2017.21.03

zbMATH Keywords

continuous-time Markov chainmultivariate linear regressionpoint estimation

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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(5)

• Compact Markov-modulated models for multiclass trace fitting
• Estimations of means and variances in a Markov linear model
• Combining a regression model with a multivariate Markov chain in a forecasting problem
• Conditional moving linear regression: Modeling the recruitment process for ALLHAT
• Markov Neighborhood Regression for High-Dimensional Inference

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