General framework and model building in the class of hidden mixture transition distribution models

DOI10.1016/j.csda.2014.09.011zbMath1468.62029OpenAlexW2033265410MaRDI QIDQ1660196

Danilo Bolano, André Berchtold

Publication date: 15 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2014.09.011

zbMATH Keywords

model selectionhidden Markov modelpanel datamixture modelBICmixture transition distribution model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25)

Related Items (2)

Editorial: The third special issue on advances in mixture models ⋮ On Construction and Estimation of Stationary Mixture Transition Distribution Models

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