Author:
Gioia Vincenzo,Di Credico Gioia,Pauli Francesco
Publisher
Springer Nature Switzerland
Reference10 articles.
1. Adam, T., Mayr, A., Kneib, T.: Gradient boosting in Markov-switching generalized additive models for location, scale, and shape. Econom. Stat. 22, 3–16 (2022). https://doi.org/10.1016/j.ecosta.2021.04.002
2. Feldmann, C.C., Mews, S., Langrock, R.: Modelling time-of-day variation in hidden Markov models using cyclyc P-splines. In Bergherr, E., Groll, A., and Mayr, A. (eds.): Proceedings of the 37th International Workshop of Statistical Modelling, pp. 131–134. TU Dortmund University, Dortmund, Germany (2023). https://iwsm2023.statistik.tu-dortmund.de/storages/iwsm2023-statistik/r/dokumente/IWSM_2023_Conference_Proceedings.pdf
3. Hamilton, J.D.: Regime switching models. In: Durlauf, S.N., and Blume, L.E. (eds.) Macroeconometrics and Time Series Analysis. The New Palgrave Economics Collection, pp. 202–209. Palgrave Macmillan, London, UK (2010). https://doi.org/10.1057/9780230280830_23
4. Langrock, R., Kneib, T., Glennie, R., Michelot, T.: Markov-switching generalized additive models. Stat. Comput. 27(1), 259–270 (2017). https://doi.org/10.1007/s11222-015-9620-3
5. Laurini, F., Pauli, F.: Smoothing sample extremes: the mixed model approach. Comput. Stat. Data Anal. 53(11), 3842–3854 (2009). https://doi.org/10.1016/j.csda.2009.04.005