Markov-modulated multivariate linear regression

DOI10.12697/ACUTM.2017.21.03zbMATH Open1368.62189OpenAlexW2732671371MaRDI QIDQ4978321FDOQ4978321

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

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zbMATH Keywords

continuous-time Markov chainpoint estimationmultivariate linear regression

Mathematics Subject Classification ID

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

Cited In (4)

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

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