Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models

DOI10.1080/10618600.2021.1979565OpenAlexW3201355016MaRDI QIDQ5083359FDOQ5083359

Authors: Matthew Heiner, Athanasios Kottas 

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10781

zbMATH Keywords

model selectiondimension reductiontensor decompositionshrinkage priorcategorical time series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (2)

• Second order Markov chains with finite vectors known stationary
• Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model

Uses Software

• R
• CODA
• VGAM
• glmnet
• ggplot2
• Julia

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