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Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that ea...

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Detalhes bibliográficos
Publicado no:PLoS One
Main Authors: Chiba, Tomoaki, Hino, Hideitsu, Akaho, Shotaro, Murata, Noboru
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5226793/
https://ncbi.nlm.nih.gov/pubmed/28076383
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0169981
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