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Showing 1 to 2 of 2 for “"Markov regression"”.
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Statistical Modelling of Mosquito Abundance and West Nile Virus Risk with Weather Conditions
… In the final part, finite mixture model and Markov regression models were combined to develop model-based clustering with generalized linear regression to cluster time series. Quasi-likelihood approach was adopted to deal with the Markov chain in the data generating process and …
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Temporal Issues in Market Inefficiency in asset prices with an emphasis on commodities
… prices can be estimated using switching-regression models including hidden Markov state-switching models. Instead of estimating Markov transition matrices directly from the estimation procedure, we estimate the transition matrix separately using unit root tests. By restricting the …