Hidden chain reconstruction, missing observation restoration, multistep forecasting by means of Markov switching autoregressive models

Laura Deldossi; Roberta Paroli; Luigi Spezia

Hidden chain reconstruction, missing observation restoration, multistep forecasting by means of Markov switching autoregressive models

Laura Deldossi, Roberta Paroli, Luigi Spezia

Risultato della ricerca: Contributo in rivista › Articolo in rivista

Lingua originale	English
pagine (da-a)	227-246
Numero di pagine	20
Rivista	Statistica Applicata
Volume	2002
Stato di pubblicazione	Pubblicato - 2003

Keywords

EM algorithm
hidden Markov chain
nonlinear time series
sulphur dioxide

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@article{14187314887f493bb28a949f2d9f0769,

title = "Hidden chain reconstruction, missing observation restoration, multistep forecasting by means of Markov switching autoregressive models",

keywords = "EM algorithm, hidden Markov chain, nonlinear time series, sulphur dioxide, EM algorithm, hidden Markov chain, nonlinear time series, sulphur dioxide",

author = "Laura Deldossi and Roberta Paroli and Luigi Spezia",

year = "2003",

language = "English",

volume = "2002",

pages = "227--246",

journal = "Statistica Applicata",

issn = "1125-1964",

publisher = "Rocco Curto, Napoli",

}

TY - JOUR

T1 - Hidden chain reconstruction, missing observation restoration, multistep forecasting by means of Markov switching autoregressive models

AU - Deldossi, Laura

AU - Paroli, Roberta

AU - Spezia, Luigi

PY - 2003

Y1 - 2003

KW - EM algorithm

KW - hidden Markov chain

KW - nonlinear time series

KW - sulphur dioxide

KW - EM algorithm

KW - hidden Markov chain

KW - nonlinear time series

KW - sulphur dioxide

UR - http://hdl.handle.net/10807/17814

M3 - Article

SN - 1125-1964

VL - 2002

SP - 227

EP - 246

JO - Statistica Applicata

JF - Statistica Applicata

ER -