{"id":"https://openalex.org/W3202335309","doi":"https://doi.org/10.1080/10618600.2021.1981342","title":"On Construction and Estimation of Stationary Mixture Transition Distribution Models","display_name":"On Construction and Estimation of Stationary Mixture Transition Distribution Models","publication_year":2021,"publication_date":"2021-09-27","ids":{"openalex":"https://openalex.org/W3202335309","doi":"https://doi.org/10.1080/10618600.2021.1981342","mag":"3202335309"},"language":"en","primary_location":{"id":"doi:10.1080/10618600.2021.1981342","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10618600.2021.1981342","pdf_url":null,"source":{"id":"https://openalex.org/S76159266","display_name":"Journal of Computational and Graphical Statistics","issn_l":"1061-8600","issn":["1061-8600","1537-2715"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Graphical Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080298568","display_name":"Xiaotian Zheng","orcid":"https://orcid.org/0000-0001-9284-5411"},"institutions":[{"id":"https://openalex.org/I185103710","display_name":"University of California, Santa Cruz","ror":"https://ror.org/03s65by71","country_code":"US","type":"education","lineage":["https://openalex.org/I185103710"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Xiaotian Zheng","raw_affiliation_strings":["Department of Statistics, University of California, Santa Cruz, CA"],"raw_orcid":"https://orcid.org/0000-0001-9284-5411","affiliations":[{"raw_affiliation_string":"Department of Statistics, University of California, Santa Cruz, CA","institution_ids":["https://openalex.org/I185103710"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5084972434","display_name":"Athanasios Kottas","orcid":null},"institutions":[{"id":"https://openalex.org/I185103710","display_name":"University of California, Santa Cruz","ror":"https://ror.org/03s65by71","country_code":"US","type":"education","lineage":["https://openalex.org/I185103710"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Athanasios Kottas","raw_affiliation_strings":["Department of Statistics, University of California, Santa Cruz, CA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of California, Santa Cruz, CA","institution_ids":["https://openalex.org/I185103710"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5016308695","display_name":"Bruno Sans\u00f3","orcid":"https://orcid.org/0000-0001-5436-8028"},"institutions":[{"id":"https://openalex.org/I185103710","display_name":"University of California, Santa Cruz","ror":"https://ror.org/03s65by71","country_code":"US","type":"education","lineage":["https://openalex.org/I185103710"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Bruno Sans\u00f3","raw_affiliation_strings":["Department of Statistics, University of California, Santa Cruz, CA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of California, Santa Cruz, CA","institution_ids":["https://openalex.org/I185103710"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5080298568"],"corresponding_institution_ids":["https://openalex.org/I185103710"],"apc_list":null,"apc_paid":null,"fwci":0.28,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.64671911,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"31","issue":"1","first_page":"283","last_page":"293"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9940000176429749,"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":0.9940000176429749,"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/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9674000144004822,"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"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9660999774932861,"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/mixture-model","display_name":"Mixture model","score":0.6059472560882568},{"id":"https://openalex.org/keywords/prior-probability","display_name":"Prior probability","score":0.5890377759933472},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5703586935997009},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5360707640647888},{"id":"https://openalex.org/keywords/conditional-probability-distribution","display_name":"Conditional probability distribution","score":0.5273300409317017},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5165264010429382},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.5116841793060303},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.45465919375419617},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.44177672266960144},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.439902663230896},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.42439335584640503},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.38850271701812744},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3504255414009094},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3368566632270813},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3240388035774231},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.19843432307243347},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1969834864139557}],"concepts":[{"id":"https://openalex.org/C61224824","wikidata":"https://www.wikidata.org/wiki/Q2260434","display_name":"Mixture model","level":2,"score":0.6059472560882568},{"id":"https://openalex.org/C177769412","wikidata":"https://www.wikidata.org/wiki/Q278090","display_name":"Prior probability","level":3,"score":0.5890377759933472},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5703586935997009},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5360707640647888},{"id":"https://openalex.org/C43555835","wikidata":"https://www.wikidata.org/wiki/Q2300258","display_name":"Conditional probability distribution","level":2,"score":0.5273300409317017},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5165264010429382},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.5116841793060303},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.45465919375419617},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.44177672266960144},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.439902663230896},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.42439335584640503},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.38850271701812744},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3504255414009094},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3368566632270813},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3240388035774231},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19843432307243347},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1969834864139557},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"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},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/10618600.2021.1981342","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10618600.2021.1981342","pdf_url":null,"source":{"id":"https://openalex.org/S76159266","display_name":"Journal of Computational and Graphical Statistics","issn_l":"1061-8600","issn":["1061-8600","1537-2715"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Graphical Statistics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4099999964237213,"id":"https://metadata.un.org/sdg/11","display_name":"Sustainable cities and communities"}],"awards":[{"id":"https://openalex.org/G7223218368","display_name":null,"funder_award_id":"1631963","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W201521870","https://openalex.org/W390686421","https://openalex.org/W621293842","https://openalex.org/W654328901","https://openalex.org/W1548529766","https://openalex.org/W1560095272","https://openalex.org/W1575299154","https://openalex.org/W1969897498","https://openalex.org/W1985284584","https://openalex.org/W1987125632","https://openalex.org/W1993848799","https://openalex.org/W1996735943","https://openalex.org/W1998484448","https://openalex.org/W2015736744","https://openalex.org/W2018275040","https://openalex.org/W2027254536","https://openalex.org/W2027976015","https://openalex.org/W2033079010","https://openalex.org/W2033265410","https://openalex.org/W2040258702","https://openalex.org/W2045832042","https://openalex.org/W2050654176","https://openalex.org/W2052061543","https://openalex.org/W2055325763","https://openalex.org/W2062838869","https://openalex.org/W2069429561","https://openalex.org/W2077801602","https://openalex.org/W2089791520","https://openalex.org/W2098413261","https://openalex.org/W2116098548","https://openalex.org/W2141479936","https://openalex.org/W2145768101","https://openalex.org/W2163605559","https://openalex.org/W2167130157","https://openalex.org/W2187469464","https://openalex.org/W2268845771","https://openalex.org/W2477615225","https://openalex.org/W2576608417","https://openalex.org/W2758653249","https://openalex.org/W2912693612","https://openalex.org/W3043109542","https://openalex.org/W3106158933","https://openalex.org/W3106523763","https://openalex.org/W3124855142","https://openalex.org/W3161991525","https://openalex.org/W4253553965","https://openalex.org/W4300279532"],"related_works":["https://openalex.org/W2580650124","https://openalex.org/W4386190339","https://openalex.org/W2968424575","https://openalex.org/W3142333283","https://openalex.org/W3122088529","https://openalex.org/W2085259108","https://openalex.org/W2036683958","https://openalex.org/W2793406240","https://openalex.org/W2164129707","https://openalex.org/W4292122269"],"abstract_inverted_index":{"Mixture":[0],"transition":[1,16,63],"distribution":[2],"(MTD)":[3],"time":[4],"series":[5],"models":[6,35],"build":[7],"high-order":[8],"dependence":[9],"through":[10,109,120],"a":[11,22,29,66],"weighted":[12],"combination":[13],"of":[14,21,25],"first-order":[15,46,62],"densities":[17,64],"for":[18,45,51,60,69,77,98,126],"each":[19],"one":[20],"specified":[23],"number":[24],"lags.":[26],"We":[27,42],"present":[28],"framework":[30,90],"to":[31],"construct":[32],"stationary":[33],"MTD":[34],"that":[36],"extend":[37],"beyond":[38],"linear,":[39],"Gaussian":[40],"dynamics.":[41],"study":[43],"conditions":[44],"strict":[47],"stationarity":[48],"which":[49],"allow":[50],"different":[52],"constructions":[53],"with":[54,74,91],"either":[55],"continuous":[56],"or":[57],"discrete":[58],"families":[59],"the":[61,70,78,88,99],"given":[65],"prespecified":[67],"family":[68],"marginal":[71],"density,":[72],"and":[73,83,108,115],"general":[75],"forms":[76],"resulting":[79],"conditional":[80],"expectations.":[81],"Inference":[82],"prediction":[84],"are":[85,104,118,129],"developed":[86],"under":[87],"Bayesian":[89],"particular":[92],"emphasis":[93],"on":[94],"flexible,":[95],"structured":[96],"priors":[97],"mixture":[100],"weights.":[101],"Model":[102],"properties":[103],"investigated":[105],"both":[106],"analytically":[107],"synthetic":[110],"data":[111,122],"examples.":[112],"Finally,":[113],"Poisson":[114],"Lomax":[116],"examples":[117],"illustrated":[119],"real":[121],"applications.":[123],"Supplementary":[124],"files":[125],"this":[127],"article":[128],"available":[130],"online.":[131]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}