Hidden Markov and Other Models for Discrete-valued Time - download pdf or read online

By Iain L. MacDonald, Walter Zucchini

ISBN-10: 0412558505

ISBN-13: 9780412558504

Discrete-valued time sequence are universal in perform, yet tools for his or her research usually are not recognized. in recent times, tools were built that are in particular designed for the research of discrete-valued time sequence. Hidden Markov and different types for Discrete-Valued Time sequence introduces a brand new, flexible, and computationally tractable type of types, the "hidden Markov" types. It offers an in depth account of those versions, then applies them to info from quite a lot of diversified topic components, together with drugs, climatology, and geophysics. This booklet can be precious to researchers and postgraduate and senior undergraduate scholars in records. Researchers and utilized statisticians who examine time sequence information in drugs, animal habit, hydrology, and sociology also will locate this data priceless.

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Additional resources for Hidden Markov and Other Models for Discrete-valued Time Series (Monographs on Statistics and Applied Probability 70)

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For each response some link function of the conditional mean is taken to be linear in the current covariates, the current values of the other responses, and the past values 8£ all the responses. i of the conditional mean. The approach already described,based on the quasi-likelihood 'estimating equa,tions', rriay be generalized to provide an estimate of the vector of parameters. The distribution of this estimate converges, as before, to multivariate normal with the correct mean. An application to infectious diseases and vitamin A deficiency in Indonesian pre-school children is described in detail by Zeger and Liang.

1994) present a nonlinear extension of the models and methods of Zeger and Qaqish, and apply it in a study of the use of magnetic resonance imaging, repeated at regular intervals, as a measure of disease activity in multiple sclerosis. ijacklngs in the USA in the years 1968-1972 can also be described as a Markov regression model. Conditional on the history, the number of hijacking events in period t is taken to bea Poisson random variable with mean At ,where At is a linear function of the numbers of events in preceding periods, possibly with similar linear SURVEY OF MODELS 42 contributions from the histories of several covariates.

Ent that the roots A of ~ lie inside the unit circle. AI-Osh and Alzaid give a state-space rep;.. uand Li discuss Yule-Walker and conditional least squares estimation for their model,and derive a minimum variance prediction formula that. 3 SURVEY OF iMODELS 32 minus the· Poisson assumption. d. random variables and ~ f3i < 1 for all i. f. f. f. of yt. The ACF has the cut-off property (after lag q) that one would expect. 6 :The bivariate geometric models of Block, Langberg and Stoffer Langbergand Stoffer (1987) and Block, Larigberg and Stoffer (1988) present accounts of the properties of certain bivariate models with geometric marginal distributions.

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Hidden Markov and Other Models for Discrete-valued Time Series (Monographs on Statistics and Applied Probability 70) by Iain L. MacDonald, Walter Zucchini


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