Markov-modulated multivariate linear regression

DOI10.12697/ACUTM.2017.21.03zbMath1368.62189OpenAlexW2732671371MaRDI QIDQ4978321

Alexander M. Andronov

Publication date: 10 August 2017

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12697/acutm.2017.21.03

zbMATH Keywords

point estimationcontinuous-time Markov chainmultivariate linear regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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