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Details for article 13 of 23 found articles
| Title: |
Nonlinear programming solutions to the nonstationary markov model |
| Author: |
Kelton, Christina M.L. Smith, Marlene A. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 15 (1986) nr. 4 pages 1169-1190 |
| Year: |
1986 |
| Contents: |
A nonstationary Markov process model with embedded explanatory variables offers a means to account for underlying causal factors while retaining unrestrictive assumptions and the predictive ability of a stochastic framework. We find that a direct search algorithm requiring minimal user preparation is a feasible computational procedure for estimating such a model. We compare this method with several others using factorially designed Monte Carlo simulations and find evidence that a small state space and a long time series lead to better algorithmic performance. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 13 of 23 found articles
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