A New Model for Multivariate Markov Chains. (4th April 2014)
- Record Type:
- Journal Article
- Title:
- A New Model for Multivariate Markov Chains. (4th April 2014)
- Main Title:
- A New Model for Multivariate Markov Chains
- Authors:
- Nicolau, João
- Abstract:
- <abstract abstract-type="main" id="sjos12087-abs-0001"> <title>ABSTRACT</title> <p id="sjos12087-para-0001">We propose a new model for multivariate Markov chains of order one or higher on the basis of the mixture transition distribution (MTD) model. We call it the MTD‐Probit. The proposed model presents two attractive features: it is completely free of constraints, thereby facilitating the estimation procedure, and it is more precise at estimating the transition probabilities of a multivariate or higher‐order Markov chain than the standard MTD model.</p> </abstract>
- Is Part Of:
- Scandinavian journal of statistics. Volume 41:Number 4(2014:Dec.)
- Journal:
- Scandinavian journal of statistics
- Issue:
- Volume 41:Number 4(2014:Dec.)
- Issue Display:
- Volume 41, Issue 4 (2014)
- Year:
- 2014
- Volume:
- 41
- Issue:
- 4
- Issue Sort Value:
- 2014-0041-0004-0000
- Page Start:
- 1124
- Page End:
- 1135
- Publication Date:
- 2014-04-04
- Subjects:
- Statistics -- Periodicals
310 - Journal URLs:
- http://www.blackwellpublishers.co.uk/asp/journal.asp?ref=0303-6898 ↗
http://onlinelibrary.wiley.com/ ↗ - DOI:
- 10.1111/sjos.12087 ↗
- Languages:
- English
- ISSNs:
- 0303-6898
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8087.549000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 4167.xml