Hierarchical Markov-switching models for multivariate integer-valued time-series
Leopoldo Catania, Roberto Di Mari
| Year of publication: |
2021
|
|---|---|
| Authors: | Catania, Leopoldo ; Di Mari, Roberto |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 1, p. 118-137
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| Subject: | Hidden Markov model | Hierarchical model | Markov-switching model | Mixture model | NSW crime data | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kriminalität | Crime | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618804