Detecting and modeling changes in a time series of proportions

DOI10.1214/21-AOAS1509zbMath1498.62167MaRDI QIDQ2135370

Jing Zhang, Thomas J. Fisher, Stephen P. Colegate, Michael J. Vanni

Publication date: 6 May 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

time series; hidden Markov model; change points; compositional data; Dirichlet regression

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P12: Applications of statistics to environmental and related topics

62F15: Bayesian inference

62M05: Markov processes: estimation; hidden Markov models

Uses Software

• depmixS4
• RStan
• npcp
• rstan
• loo
• ecp