Suggestions

Du même auteur

Hidden-Markov models for time series of continuous proportions with excess zeros

Archive ouverte | Alerini, Julien | CCSD

International audience. Bounded time series and time series of continuous proportions are often encountered in statistical modeling. Usually, they are addressed either by a logistic transformation of the data, or by...

An application of regime-switching models to historical data

Archive ouverte | Alerini, Julien | CCSD

International audience. This paper is devoted to an application of hidden Markov models to historical data. Empirical observations showed that periods of conflict are characterized by an important increase of the no...

MARKOV AND THE DUCHY OF SAVOY: SEGMENTING A CENTURY WITH REGIME-SWITCHING MODELS

Archive ouverte | Alerini, Julien | CCSD

International audience. Studying time is at the core of the historian's research. For the statistician, time is usually a supplementary parameter or a supplementary variable which the models he develops have to take...

Chargement des enrichissements...