Publicação
A new model for multivariate Markov chains
| dc.contributor.author | Nicolau, João | |
| dc.date.accessioned | 2023-03-30T15:27:22Z | |
| dc.date.available | 2023-03-30T15:27:22Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | We propose a new model for multivariate Markov chains of order one or higher on the basis of the mixture transition distribution (MTD) model. We call it the MTD-Probit. The proposed model presents two attractive features: it is completely free of constraints, thereby facilitating the estimation procedure, and it is more precise at estimating the transition probabilities of a multivariate or higher-order Markov chain than the standard MTD model. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Nicolau, João .(2014). “A new model for multivariate Markov chains”. Scandinavian Journal of Statistics, Vol. 41: pp. 1124 –1135. (Search PDF in 2023). | pt_PT |
| dc.identifier.doi | 10.1111/sjos.12087 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/27557 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | John Wiley & Sons Ltd. | pt_PT |
| dc.subject | High-order Markov Chains | pt_PT |
| dc.subject | Maximum Likelihood Method | pt_PT |
| dc.subject | Mixture Transition Distribution | pt_PT |
| dc.subject | Multivariate Markov Chains | pt_PT |
| dc.title | A new model for multivariate Markov chains | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |