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02/13/2023
Nonparametric estimation of multivariate hidden Markov models using tensor-product B-splines
For multivariate time series driven by underlying states, hidden Markov ...
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02/21/2022
Bettors' reaction to match dynamics – Evidence from in-game betting
It is still largely unclear to what extent bettors update their prior as...
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10/28/2020
Maximum approximate likelihood estimation of general continuous-time state-space models
Continuous-time state-space models (SSMs) are flexible tools for analysi...
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04/30/2020
A primer on coupled state-switching models for multiple interacting time series
State-switching models such as hidden Markov models or Markov-switching ...
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02/24/2020
Uncovering ecological state dynamics with hidden Markov models
Ecological systems can often be characterised by changes among a set of ...
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02/21/2020
Continuous-time multi-state capture-recapture models
Multi-state capture-recapture data comprise individual-specific sighting...
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02/04/2020
A copula-based multivariate hidden Markov model for modelling momentum in football
We investigate the potential occurrence of change points - commonly refe...
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01/10/2019
Penalized estimation of flexible hidden Markov models for time series of counts
Hidden Markov models are versatile tools for modeling sequential observa...
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09/20/2018
Very Highly Skilled Individuals Do Not Choke Under Pressure: Evidence from Professional Darts
Understanding and predicting how individuals perform in high-pressure si...
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03/15/2018