{"id":"https://openalex.org/W4290738736","doi":"https://doi.org/10.1007/s11222-022-10130-1","title":"Quantile hidden semi-Markov models for multivariate time series","display_name":"Quantile hidden semi-Markov models for multivariate time series","publication_year":2022,"publication_date":"2022-08-01","ids":{"openalex":"https://openalex.org/W4290738736","doi":"https://doi.org/10.1007/s11222-022-10130-1","pmid":"https://pubmed.ncbi.nlm.nih.gov/35968041"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-022-10130-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-022-10130-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-022-10130-1.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s11222-022-10130-1.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5033702084","display_name":"Luca Merlo","orcid":"https://orcid.org/0000-0001-5267-5390"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Luca Merlo","raw_affiliation_strings":["Department of Statistical Sciences, Sapienza University of Rome, Piazzale Aldo Moro, 5, 00185 Rome, Italy","Department of Statistical Sciences, Sapienza University of Rome, Piazzale Aldo Moro, 5, 00185, Rome, Italy"],"raw_orcid":"https://orcid.org/0000-0001-5267-5390","affiliations":[{"raw_affiliation_string":"Department of Statistical Sciences, Sapienza University of Rome, Piazzale Aldo Moro, 5, 00185 Rome, Italy","institution_ids":["https://openalex.org/I861853513"]},{"raw_affiliation_string":"Department of Statistical Sciences, Sapienza University of Rome, Piazzale Aldo Moro, 5, 00185, Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065606735","display_name":"Antonello Maruotti","orcid":"https://orcid.org/0000-0001-8377-9950"},"institutions":[{"id":"https://openalex.org/I128649747","display_name":"Libera Universit\u00e0 Maria SS. Assunta","ror":"https://ror.org/02d8v0v24","country_code":"IT","type":"education","lineage":["https://openalex.org/I128649747"]},{"id":"https://openalex.org/I4432739","display_name":"University of Bergen","ror":"https://ror.org/03zga2b32","country_code":"NO","type":"education","lineage":["https://openalex.org/I4432739"]}],"countries":["IT","NO"],"is_corresponding":false,"raw_author_name":"Antonello Maruotti","raw_affiliation_strings":["Department of Law, Economics, Political Sciences and Modern Languages, LUMSA University, Rome, Italy","Department of Mathematics, University of Bergen, Bergen, Norway"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Law, Economics, Political Sciences and Modern Languages, LUMSA University, Rome, Italy","institution_ids":["https://openalex.org/I128649747"]},{"raw_affiliation_string":"Department of Mathematics, University of Bergen, Bergen, Norway","institution_ids":["https://openalex.org/I4432739"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000455158","display_name":"Lea Petrella","orcid":"https://orcid.org/0000-0002-1653-5443"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Lea Petrella","raw_affiliation_strings":["MEMOTEF Department, Sapienza University of Rome, Rome, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"MEMOTEF Department, Sapienza University of Rome, Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009939605","display_name":"Antonio Punzo","orcid":"https://orcid.org/0000-0001-7742-1821"},"institutions":[{"id":"https://openalex.org/I39063666","display_name":"University of Catania","ror":"https://ror.org/03a64bh57","country_code":"IT","type":"education","lineage":["https://openalex.org/I39063666"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Antonio Punzo","raw_affiliation_strings":["Department of Economics and Business, University of Catania, Catania, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and Business, University of Catania, Catania, Italy","institution_ids":["https://openalex.org/I39063666"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5033702084"],"corresponding_institution_ids":["https://openalex.org/I861853513"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":null,"fwci":1.9422,"has_fulltext":true,"cited_by_count":19,"citation_normalized_percentile":{"value":0.88122331,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"32","issue":"4","first_page":"61","last_page":"61"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.6015999913215637,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.6015999913215637,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0820000022649765,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.07039999961853027,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.7171627879142761},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.6806568503379822},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6602393388748169},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.6197010278701782},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5200374126434326},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5107324123382568},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4602789580821991},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.4572557806968689},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43452244997024536},{"id":"https://openalex.org/keywords/hidden-semi-markov-model","display_name":"Hidden semi-Markov model","score":0.4157983362674713},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3790872097015381},{"id":"https://openalex.org/keywords/variable-order-markov-model","display_name":"Variable-order Markov model","score":0.3591797351837158},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3481549620628357},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3236493468284607}],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.7171627879142761},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.6806568503379822},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6602393388748169},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.6197010278701782},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5200374126434326},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5107324123382568},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4602789580821991},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.4572557806968689},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43452244997024536},{"id":"https://openalex.org/C64939953","wikidata":"https://www.wikidata.org/wiki/Q3859882","display_name":"Hidden semi-Markov model","level":5,"score":0.4157983362674713},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3790872097015381},{"id":"https://openalex.org/C54907487","wikidata":"https://www.wikidata.org/wiki/Q7915688","display_name":"Variable-order Markov model","level":4,"score":0.3591797351837158},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3481549620628357},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3236493468284607},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s11222-022-10130-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-022-10130-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-022-10130-1.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmid:35968041","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/35968041","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and computing","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:9360757","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9360757","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Stat Comput","raw_type":"Text"},{"id":"pmh:oai:iris.uniroma1.it:11573/1682182","is_oa":true,"landing_page_url":"https://hdl.handle.net/11573/1682182","pdf_url":null,"source":{"id":"https://openalex.org/S4377196107","display_name":"IRIS Research product catalog (Sapienza University of Rome)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.1007/s11222-022-10130-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-022-10130-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-022-10130-1.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/11","display_name":"Sustainable cities and communities","score":0.8500000238418579}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4290738736.pdf","grobid_xml":"https://content.openalex.org/works/W4290738736.grobid-xml"},"referenced_works_count":57,"referenced_works":["https://openalex.org/W46678752","https://openalex.org/W1499805410","https://openalex.org/W1755019093","https://openalex.org/W1940767822","https://openalex.org/W1947560069","https://openalex.org/W1972679863","https://openalex.org/W1989844119","https://openalex.org/W1994508778","https://openalex.org/W1996091293","https://openalex.org/W2004412581","https://openalex.org/W2014867526","https://openalex.org/W2018786424","https://openalex.org/W2032731438","https://openalex.org/W2043436310","https://openalex.org/W2049633694","https://openalex.org/W2058815839","https://openalex.org/W2074812030","https://openalex.org/W2081239658","https://openalex.org/W2084871407","https://openalex.org/W2086020235","https://openalex.org/W2087284982","https://openalex.org/W2095340601","https://openalex.org/W2096904991","https://openalex.org/W2109820980","https://openalex.org/W2112322345","https://openalex.org/W2129784757","https://openalex.org/W2133332006","https://openalex.org/W2147684782","https://openalex.org/W2150747312","https://openalex.org/W2168175751","https://openalex.org/W2171850596","https://openalex.org/W2235593455","https://openalex.org/W2337982825","https://openalex.org/W2489445366","https://openalex.org/W2559677367","https://openalex.org/W2622738426","https://openalex.org/W2762445364","https://openalex.org/W2769395791","https://openalex.org/W2799352017","https://openalex.org/W2885647151","https://openalex.org/W2946130033","https://openalex.org/W2962680222","https://openalex.org/W3093093057","https://openalex.org/W3103465772","https://openalex.org/W3104069506","https://openalex.org/W3118442659","https://openalex.org/W3121871150","https://openalex.org/W3122509840","https://openalex.org/W3124427131","https://openalex.org/W3134820497","https://openalex.org/W3167828212","https://openalex.org/W4206984810","https://openalex.org/W4225608756","https://openalex.org/W4235169531","https://openalex.org/W4241653265","https://openalex.org/W4250389103","https://openalex.org/W4256357823"],"related_works":["https://openalex.org/W2382132287","https://openalex.org/W2284415848","https://openalex.org/W1510894296","https://openalex.org/W3113307220","https://openalex.org/W2379938888","https://openalex.org/W4246505579","https://openalex.org/W2118728396","https://openalex.org/W2134386692","https://openalex.org/W2799426416","https://openalex.org/W2194396582"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":1}],"updated_date":"2026-05-27T09:02:27.158192","created_date":"2025-10-10T00:00:00"}