Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study

DOI10.1016/j.csda.2015.07.016zbMath1468.62134OpenAlexW1410295105MaRDI QIDQ1660151

Maria Francesca Marino, Marco Alfo'

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2158/1088183

zbMATH Keywords

hidden Markov modelsexponential familyadaptive Gaussian quadraturetime-constant and time-varying random parameters

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

Hierarchical Markov-switching models for multivariate integer-valued time-series ⋮ Assessing the influence of marketing activities on customer behaviors: a dynamic clustering approach ⋮ Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values ⋮ Model-based two-way clustering of second-level units in ordinal multilevel latent Markov models

Uses Software

• Stata
• GLLAMM

Cites Work

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