Jan Bulla

Available identifiers

Publication	Date of Publication	Type
Modelling clusters of corporate defaults: regime-switching models significantly reduce the contagion source	2024-11-27	Paper
Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach	2024-10-29	Paper
Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation	2024-09-19	Paper
Computational issues in parameter estimation for hidden Markov models with template model builder	2024-01-23	Paper
A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder	2023-12-15	Paper
Assessing the influence of marketing activities on customer behaviors: a dynamic clustering approach	2019-09-10	Paper
Dynamic mixtures of factor analyzers to characterize multivariate air pollutant exposures	2017-12-08	Paper
A bivariate first-order signed integer-valued autoregressive process	2017-08-23	Paper
On the Bivariate Skellam Distribution	2016-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q5262184	2015-07-13	Paper
A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series	2015-01-07	Paper
Estimation of the stationary distribution of a semi-Markov chain	2012-09-30	Paper
hsmm -- an R package for analyzing hidden semi-Markov models	2010-04-06	Paper
Stylized facts of financial time series and hidden semi-Markov models	2009-04-06	Paper

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