The Predictive Power of Transition Matrices

When working with Markov chains, especially if they are of order greater than one, it is often necessary to evaluate the respective contribution of each lag of the variable under study on the present. This is particularly true when using the Mixture Transition Distribution model to approximate the t...

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Auteur principal: André Berchtold
Format: article
Langue:EN
Publié: MDPI AG 2021
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Accès en ligne:https://doaj.org/article/61a092af93754d3fa9c45828bf8f5a71
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