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D. E. Turatti

1 paper hereh-index 324 citations10 works total

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most citedMitigating the choice of the duration in DDMS models through a parametric link

1 citations · 1 across the 1 of their papers we have counts for

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stat.AP2023★ 1 cited

Mitigating the choice of the duration in DDMS models through a parametric link

Fernando Henrique de Paula e Silva Mendes, Douglas Eduardo Turatti, Guilherme Pumi

One of the most important hyper-parameters in duration-dependent Markov-switching (DDMS) models is the duration of the hidden states. Because there is currently no procedure for es…

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