scientific article; zbMATH DE number 846906
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Publication:4864761
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(only showing first 100 items - show all)- Stylized facts of financial time series and hidden semi-Markov models
- Pairwise likelihood inference for ordinal categorical time series
- Reversible jump and the label switching problem in hidden Markov models
- The likelihood ratio test for hidden Markov models in two-sample problems
- Regression models for binary time series with gaps
- Subspace estimation and prediction methods for hidden Markov models
- Pitfalls in market timing test
- A new model for multivariate Markov chains
- Optimal Bayesian estimators for latent variable cluster models
- A discrete autoregressive process as a model for short-range correlations in DNA sequences
- Parameter tracking for an inventory model.
- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations.
- Detecting periods in which a time series model fails to predict the observed volatility
- Penalized estimation of flexible hidden Markov models for time series of counts
- Dynamic graphical models and nonhomogeneous hidden Markov models.
- Graphical dynamic linear models: Specification, use and graphical transformations
- Useful models for time series of counts or simply wrong ones?
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- Hidden semi-Markov models for predictive maintenance
- Alternative approaches for econometric modeling of panel data using mixture distributions
- Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
- Markov chains with memory, tensor formulation, and the dynamics of power iteration
- Regression theory for categorical time series
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
- Simulated method for reliability evaluation of multi-state coherent system
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- Convergence of a stochastic approximation version of the EM algorithm
- Nearest neighbor classification with dependent training sequences.
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
- Nonlinear Poisson autoregression
- The ARMA alphabet soup: a tour of ARMA model variants
- Penalized estimate of the number of states in Gaussian linear AR with Markov regime
- Thinning operations for modeling time series of counts -- a survey
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
- A closed-form filter for binary time series
- Statistical analysis of multivariate discrete-valued time series
- Order selection for regression-based hidden Markov model
- Data-driven dynamic treatment planning for chronic diseases
- Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one
- Quantile hidden semi-Markov models for multivariate time series
- Reliability and survival analysis for drifting Markov models: modeling and estimation
- Continuous time hidden Markov model for longitudinal data
- Link prediction in dynamic networks using random dot product graphs
- Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
- Variational approximations for categorical causal modeling with latent variables
- Latent Markov model for longitudinal binary data: an application to the performance evaluation of nursing homes
- On categorical time series models with covariates
- A hidden Markov model approach to characterizing the photo-switching behavior of fluorophores
- An efficient algorithm for modelling duration in hidden Markov models, with a dramatic application
- Birkhoff-von Neumann theorem and decomposition for doubly stochastic tensors
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Online estimation of individual-level effects using streaming shrinkage factors
- Determining model accuracy of network traces
- First-order random coefficient integer-valued autoregressive processes
- A higher-order hidden Markov chain-modulated model for asset allocation
- Testing for two components in a switching regression model
- Convergence in Markovian models with implications for efficiency of inference
- Estimation in hidden Markov models via efficient importance sampling
- Higher-order multivariate Markov chains and their applications
- Distributions associated with general runs and patterns in hidden Markov models
- First-order observation-driven integer-valued autoregressive processes
- Extremes of integer-valued moving average models with exponential type tails
- Extended constructions of stationary autoregressive processes
- A hidden Markov model segmentation procedure for hydrological and environmental time series
- Statistical issues in studies of the long-term effects of air pollution: the Southern California Children's Health Study (with comments and rejoinder)
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Linear optimal prediction and innovations representations of hidden Markov models.
- Modelling time series of counts with overdispersion
- Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models
- Statistical inference for first-order random coefficient integer-valued autoregressive processes
- A comparison of several time-series models for assessing the value at risk of shares
- Future profiling of time series behavior
- Handbook of discrete-valued time series
- Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
- Variational Bayesian analysis for hidden Markov models
- Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models
- On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
- Mixed hidden Markov models for longitudinal data: an overview
- A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
- Semi-Markov Models with Phase-Type Sojourn Distributions
- A note on the mixture transition distribution and hidden Markov models
- Some Models for Discretized Series of Events
- High-order extensions of the Double Chain Markov Model
- Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
- Higher-order Markov chain models for categorical data sequences
- Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
- Classification error in multiclass discrimination from Markov data
- Sensitivity of hidden Markov models
- A Modified Random Survival Forests Algorithm for High Dimensional Predictors and Self-Reported Outcomes
- Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
- A simulation-based method for model evaluation
- A Bayesian Approach to DNA Sequence Segmentation
- Random-coefficients hidden-Markov Poisson regression models for inferring a competitor's promotion strategy
- Integer-Valued GARCH Process
- A parametric model for discrete-valued time series
- State Estimation Schemes for Independent Component Coupled Hidden Markov Models
- Robust estimation for order of hidden Markov models based on density power divergences
- Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions
- Pairwise Likelihood Inference for General State Space Models
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