Estimation and inference in multivariate Markov chains
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DOI: 10.1007/s00362-014-0630-6
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References listed on IDEAS
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Cited by:
- Damásio, Bruno & Nicolau, João, 2024. "Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
- Bruno Damásio & João Nicolau, 2020. "Time Inhomogeneous Multivariate Markov Chains: Detecting and Testing Multiple Structural Breaks Occurring at Unknown," Working Papers REM 2020/0136, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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More about this item
Keywords
Multivariate Markov chains; Nonlinear least squares; Predictability of investment recommendations; Statistical inference; 62M02; 62M05; 62M10;All these keywords.
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