Mostrar el registro sencillo del ítem

dc.rights.licensehttps://creativecommons.org/licenses/by-sa/2.5/ar/es_AR
dc.contributor.authorSola, Martines_AR
dc.contributor.authorPouzo, Demianes_AR
dc.contributor.authorPsaradakis, Zachariases_AR
dc.date.accessioned2024-07-02T16:18:39Z
dc.date.available2024-07-02T16:18:39Z
dc.date.issued2024-06
dc.identifier.urihttps://repositorio.utdt.edu/handle/20.500.13098/12845
dc.description.abstractWe consider general hidden Markov models that may include exogenous co- variates and whose discrete-state-space regime sequence has transition prob- abilities that are functions of observable variables. We show that the param- eters of the observation conditional distribution are consistently estimated by quasi-maximum-likelihood even if the Markov dependence of the hidden regime sequence is not taken into account. Some related numerical results are also discussed.es_AR
dc.format.extent17 p.es_AR
dc.format.mediumapplication/pdfes_AR
dc.languagespaes_AR
dc.publisherUniversidad Torcuato Di Tellaes_AR
dc.rightsinfo:eu-repo/semantics/openAccesses_AR
dc.subjectModelo Probabilísticoes_AR
dc.subjectStatistical modeles_AR
dc.subjectEstadísticaes_AR
dc.titleOn the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilitieses_AR
dc.typeinfo:eu-repo/semantics/workingPaperes_AR
dc.subject.keywordHidden Markov modeles_AR
dc.subject.keywordQuasi-maximum-likelihoodes_AR
dc.subject.keywordMisspecified modeles_AR
dc.subject.keywordModelo oculto de Márkoves_AR
dc.type.versioninfo:eu-repo/semantics/acceptedVersiones_AR


Ficheros en el ítem

Thumbnail

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem