Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions. (English) Zbl 1477.62224 Stat. Pap. 62, No. 3, 1519-1555 (2021). MSC: 62M05 62H30 62J05 62H12 62F35 PDF BibTeX XML Cite \textit{A. Punzo} et al., Stat. Pap. 62, No. 3, 1519--1555 (2021; Zbl 1477.62224) Full Text: DOI OpenURL
Maruotti, Antonello; Petrella, Lea; Sposito, Luca Hidden semi-Markov-switching quantile regression for time series. (English) Zbl 07345465 Comput. Stat. Data Anal. 159, Article ID 107208, 19 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Maruotti} et al., Comput. Stat. Data Anal. 159, Article ID 107208, 19 p. (2021; Zbl 07345465) Full Text: DOI OpenURL
Maruotti, Antonello; Punzo, Antonio Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers. (English) Zbl 1464.62128 Comput. Stat. Data Anal. 113, 475-496 (2017). MSC: 62-08 62H30 62M05 PDF BibTeX XML Cite \textit{A. Maruotti} and \textit{A. Punzo}, Comput. Stat. Data Anal. 113, 475--496 (2017; Zbl 1464.62128) Full Text: DOI Link OpenURL
Maruotti, Antonello Robust fitting of hidden Markov regression models under a longitudinal setting. (English) Zbl 1453.62618 J. Stat. Comput. Simulation 84, No. 8, 1728-1747 (2014). MSC: 62M05 62J05 62F35 62H30 PDF BibTeX XML Cite \textit{A. Maruotti}, J. Stat. Comput. Simulation 84, No. 8, 1728--1747 (2014; Zbl 1453.62618) Full Text: DOI OpenURL