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Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities
(2017)
This paper proposes a model which allows for discrete stochastic breaks in the timevarying
transition probabilities of Markov-switching models with autoregressive dynamics.
An extensive simulation study is undertaken to ...
Investigating symptom duration using current status data: a case study of post-acute COVID-19 syndrome
(Arxiv, 2024-07-05)
For infectious diseases, characterizing symptom duration is of clinical and public health importance. Symptom duration may be assessed by surveying infected individuals and querying symptom status at the time of survey ...
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
(Universidad Torcuato Di Tella, 2024-06)
We 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 ...