Simulation Experiments on Markov-Modulated Linear Regression Model

Author:

Spiridovska NadezdaORCID,Jackson IlyaORCID

Publisher

Springer International Publishing

Reference13 articles.

1. Ching, W., Huang, X., Ng, M., Siu, T.: Markov chains: models, algorithms and applications. Springer Sci. Bus. Media 189, 93–111 (2013)

2. Andronov, A., Spiridovska, N.: Markov-modulated linear regression. In: International conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation (S2MRSA), Bordeaux, France, pp. 24–28. arXiv:1901.09600v1 (2012)

3. Bladt, M., Nielsen, B.: Markov additive processes. In: Matrix-Exponential Distributions in Applied Probability. Probability Theory and Stochastic Modelling. Springer, Boston, MA (2017)

4. Pacheco, A., Tang, L., Prabhu, N.: Markov-Modulated Processes & Semiregenerative Phenomena. World Scientific, New Jersey, London (2009)

5. GitHub repository “MMLR”. https://github.com/NadezdaSpiridovska/MMLR. Accessed 12 Sept 2020

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