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                                       Details for article 13 of 23 found articles
 
 
  Nonlinear programming solutions to the nonstationary markov model
 
 
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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