Mover-stayer model with covariate effects on stayer's probability and mover's transitions

DOI10.1002/ASMB.2458MaRDI QIDQ6574623zbMATH OpenFDO

Authors Halina Frydman, Anna Matuszyk, C. Li, W. Zhu

Publication date 18 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

EM algorithmcovariate effectscredit riskdiscrete-time mover-stayer model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• A dynamic Mover-Stayer model for recurrent event processes subject to resolution
• A generalized mover-stayer model for panel data
• Applied logistic regression
• Estimation in the Mixture of Markov Chains Moving With Different Speeds
• Maximum Likelihood Estimation in the Mover-Stayer Model

Cited in

(1)

• Estimation in a general mixture of Markov jump processes

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