5 papers · 1 filter
Environmental Risk Assessment via Nonhomogeneous Hidden Semi-Markov Models with Penalized Vector Auto-Regression
Marco Mingione, Pierfrancesco Alaimo Di Loro, Francesco Lagona +1
Motivated by the study of pollution trends in the city of Bergen, we introduce a flexible statistical framework for modeling multivariate air pollution data via a nonhomogeneous Hi…
Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data
Salvatore D. Tomarchio, Antonio Punzo, Antonello Maruotti
Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variat…
A two-part finite mixture quantile regression model for semi-continuous longitudinal data
Antonello Maruotti, Luca Merlo, Lea Petrella
This paper develops a two-part finite mixture quantile regression model for semi-continuous longitudinal data. The proposed methodology allows heterogeneity sources that influence…
An ensemble approach to short-term forecast of COVID-19 intensive care occupancy in Italian Regions
Alessio Farcomeni, Antonello Maruotti, Fabio Divino +2
The availability of intensive care beds during the Covid-19 epidemic is crucial to guarantee the best possible treatment to severely affected patients. In this work we show a simpl…
Modelling corporate defaults: A Markov-switching Poisson log-linear autoregressive model
Geir D. Berentsen, Jan Bulla, Antonello Maruotti +1
This article extends the autoregressive count time series model class by allowing for a model with regimes, that is, some of the parameters in the model depend on the state of an u…