Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data
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Publication:2331187
Bayesian methodsMarkov chain Monte Carlo algorithmsMarkov switching transitionOrnstein-Uhlenbeckregime switchingstochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hypothesis testing in multivariate analysis (62H15) Markov processes: hypothesis testing (62M02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to psychology (62P15) Monte Carlo methods (65C05)
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Cited in
(4)- Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
- Simultaneous detection of gradual and abrupt structural changes in Bayesian longitudinal modelling using entropy and model fit measures
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