A New Model for Multivariate Markov Chains

No abstract is available for this paper.

• Publication year

  2014

• Venue

  Scandinavian Journal of Statistics

• Publication date

  2014-12-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1111/sjos.12087
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Multivariate Markov Chains

  2013cited by this paper
• A New Estimation Method for Multivariate Markov Chain Model with Application in Demand Predictions

  2010cited by this paper
• A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains

  2009influential reference
• Higher-order multivariate Markov chains and their applications

  2008cited by this paper
• An EM algorithm for estimation in the mixture transition distribution model

  2008cited by this paper
• CHANGE POINT AND CHANGE CURVE MODELING IN STOCHASTIC PROCESSES AND SPATIAL STATISTICS

  2007cited by this paper
• Higher‐order Markov chain models for categorical data sequences *

  2004influential reference
• The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series

  2002cited by this paper
• A multivariate Markov chain model for categorical data sequences and its applications in demand predictions

  2002cited by this paper
• Estimation of the Mixture Transition Distribution Model

  1999cited by this paper
• Methods for Non-Linear Least Squares Problems

  1999cited by this paper
• Hidden Markov and Other Models for Discrete- valued Time Series

  1997cited by this paper
• Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models

  1996cited by this paper
• Modélisation autorégressive des chaînes de Markov : Utilisation d'une matrice différente pour chaque retard

  1996cited by this paper
• Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model

  1994cited by this paper
• Are Stock Returns Predictable? A Test Using Markov Chains

  1991cited by this paper
• Stopping the Gibbs Sampler,the Use of Morphology,and Other Issues in Spatial Statistics (Bayesian image restoration,with two applications in spatial statistics) -- (Discussion)

  1991cited by this paper
• ANALYSIS OF DISCRETE LONGITUDINAL DATA: INFINITE-LAG MARKOV MODELS

  1989cited by this paper
• Longitudinal Analysis of Employment and Unemployment Based on Matched Rotation Samples

  1989cited by this paper
• Limit Distribution of a High Order Markov Chain

  1988cited by this paper
• A model for high-order Markov chains

  1985cited by this paper

• Temporal Categorical Modeling Using Latent Gaussian Processes

  2026cites this paper
• Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates

  2024influential citation
• Prediction-Based Cooperative Cache Discovery in VANETs for Social Networking

  2023cites this paper
• Adaptation of Partial Mutual Information from Mixed Embedding to Discrete-Valued Time Series

  2022cites this paper
• Leader-follower dynamics in real historical time: a Markovian test of non-linear causality between sail and steam (co-)development

  2022cites this paper
• GenMarkov: Modeling Generalized Multivariate Markov Chains in R

  2022influential citation
• Statistical analysis of multivariate discrete-valued time series

  2021cites this paper
• The Convex Mixture Distribution: Granger Causality for Categorical Time Series

  2021cites this paper
• A Gradual Facilitate High-Order Multivariate Markov Chains Model with Application to the Changes of Exchange Rates in Egypt: New Approach

  2021cites this paper
• Granger Causality: A Review and Recent Advances

  2021influential citation
• The price leadership share: a new measure of price discovery in financial markets

  2020cites this paper
• The Profitability in the FTSE 100 Index: A New Markov Chain Approach

  2020cites this paper
• Bernoulli vector autoregressive model

  2020cites this paper
• The Profitability in the FTSE 100 Index: A New Markov Chain Approach

  2019influential citation
• Markov Chain Modelling in Finance: Stock Valuation and Price Discovery

  2019cites this paper
• Modelling insurgent-incumbent dynamics: Vector autoregressions, multivariate Markov chains, and the nature of technological competition

  2018influential citation
• Discovering Interactions in Multivariate Time Series

  2018influential citation
• Granger Causality Networks for Categorical Time Series

  2017influential citation
• A simple nonparametric method to estimate the expected time to cross a threshold

  2017cites this paper
• Multi-Product EOQ Model with Multivariate Markov Demand

  2017cites this paper
• A General Recommendation Model for Heterogeneous Networks

  2016influential citation
• Combining a regression model with a multivariate Markov chain in a forecasting problem

  2014cites this paper