3 papers
stat.ME2026
Non-Homogeneous Markov-Switching Generalized Additive Models for Location, Scale, and Shape
Katharina Ammann, Timo Adam, Jan-Ole Koslik
We propose an extension of Markov-switching generalized additive models for location, scale, and shape (MS-GAMLSS) that allows covariates to influence not only the parameters of th…
stat.ME2025
Tensor-product interactions in Markov-switching models
Jan-Ole Koslik
Markov-switching models are a powerful tool for modelling time series data that are driven by underlying latent states. As such, they are widely used in behavioural ecology, where…
stat.ME2024
Efficient smoothness selection for nonparametric Markov-switching models via quasi restricted maximum likelihood
Jan-Ole Koslik
Markov-switching models are powerful tools that allow capturing complex patterns from time series data driven by latent states. Recent work has highlighted the benefits of estimati…