{"id":"https://openalex.org/W4400262962","doi":"https://doi.org/10.1186/s13634-024-01166-8","title":"Maximum likelihood inference for a class of discrete-time Markov switching time series models with multiple delays","display_name":"Maximum likelihood inference for a class of discrete-time Markov switching time series models with multiple delays","publication_year":2024,"publication_date":"2024-07-01","ids":{"openalex":"https://openalex.org/W4400262962","doi":"https://doi.org/10.1186/s13634-024-01166-8"},"language":"en","primary_location":{"id":"doi:10.1186/s13634-024-01166-8","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s13634-024-01166-8","pdf_url":null,"source":{"id":"https://openalex.org/S35920007","display_name":"EURASIP Journal on Advances in Signal Processing","issn_l":"1110-8657","issn":["1110-8657","1687-0433","1687-6172","1687-6180"],"is_oa":true,"is_in_doaj":true,"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"EURASIP Journal on Advances in Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.1186/s13634-024-01166-8","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113275650","display_name":"Jos\u00e9. A. Mart\u00ednez-Ordo\u00f1ez","orcid":null},"institutions":[{"id":"https://openalex.org/I50357001","display_name":"Universidad Carlos III de Madrid","ror":"https://ror.org/03ths8210","country_code":"ES","type":"education","lineage":["https://openalex.org/I50357001"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Jos\u00e9. A. Mart\u00ednez-Ordo\u00f1ez","raw_affiliation_strings":["Departament of Signal Theory and Communications, Universidad Carlos III de Madrid, Madrid, Spain"],"raw_orcid":"https://orcid.org/0000-0001-5227-7253","affiliations":[{"raw_affiliation_string":"Departament of Signal Theory and Communications, Universidad Carlos III de Madrid, Madrid, Spain","institution_ids":["https://openalex.org/I50357001"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062796801","display_name":"J. L\u00f3pez\u2010Santiago","orcid":"https://orcid.org/0000-0003-2402-8166"},"institutions":[{"id":"https://openalex.org/I50357001","display_name":"Universidad Carlos III de Madrid","ror":"https://ror.org/03ths8210","country_code":"ES","type":"education","lineage":["https://openalex.org/I50357001"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Javier L\u00f3pez-Santiago","raw_affiliation_strings":["Departament of Signal Theory and Communications, Universidad Carlos III de Madrid, Madrid, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departament of Signal Theory and Communications, Universidad Carlos III de Madrid, Madrid, Spain","institution_ids":["https://openalex.org/I50357001"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049447262","display_name":"Joaqu\u0131\u0301n M\u0131\u0301guez","orcid":"https://orcid.org/0000-0001-5227-7253"},"institutions":[{"id":"https://openalex.org/I50357001","display_name":"Universidad Carlos III de Madrid","ror":"https://ror.org/03ths8210","country_code":"ES","type":"education","lineage":["https://openalex.org/I50357001"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Joaqu\u00edn Miguez","raw_affiliation_strings":["Departament of Signal Theory and Communications, Universidad Carlos III de Madrid, Madrid, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departament of Signal Theory and Communications, Universidad Carlos III de Madrid, Madrid, Spain","institution_ids":["https://openalex.org/I50357001"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I50357001"],"apc_list":{"value":1790,"currency":"USD","value_usd":1790},"apc_paid":{"value":1790,"currency":"USD","value_usd":1790},"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.1143808,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"2024","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9951000213623047,"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"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9951000213623047,"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/T10136","display_name":"Statistical Methods and Inference","score":0.9865999817848206,"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/T10876","display_name":"Fault Detection and Control Systems","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6857624650001526},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6656659245491028},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.6247193217277527},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5914527177810669},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5661010146141052},{"id":"https://openalex.org/keywords/integer","display_name":"Integer (computer science)","score":0.5528476238250732},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5489478707313538},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.4861156940460205},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.47685229778289795},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.4731532037258148},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4464617371559143},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.43399202823638916},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4124518036842346},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.34776920080184937},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.34587645530700684},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.19163507223129272},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1614719033241272},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.08836117386817932},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07150009274482727}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6857624650001526},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6656659245491028},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.6247193217277527},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5914527177810669},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5661010146141052},{"id":"https://openalex.org/C97137487","wikidata":"https://www.wikidata.org/wiki/Q729138","display_name":"Integer (computer science)","level":2,"score":0.5528476238250732},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5489478707313538},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.4861156940460205},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.47685229778289795},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.4731532037258148},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4464617371559143},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.43399202823638916},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4124518036842346},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.34776920080184937},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.34587645530700684},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19163507223129272},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1614719033241272},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.08836117386817932},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07150009274482727},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","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},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1186/s13634-024-01166-8","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s13634-024-01166-8","pdf_url":null,"source":{"id":"https://openalex.org/S35920007","display_name":"EURASIP Journal on Advances in Signal Processing","issn_l":"1110-8657","issn":["1110-8657","1687-0433","1687-6172","1687-6180"],"is_oa":true,"is_in_doaj":true,"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"EURASIP Journal on Advances in Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:baf4ea5af0124b2d977015cb8f5d313d","is_oa":true,"landing_page_url":"https://doaj.org/article/baf4ea5af0124b2d977015cb8f5d313d","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","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":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"EURASIP Journal on Advances in Signal Processing, Vol 2024, Iss 1, Pp 1-29 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1186/s13634-024-01166-8","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s13634-024-01166-8","pdf_url":null,"source":{"id":"https://openalex.org/S35920007","display_name":"EURASIP Journal on Advances in Signal Processing","issn_l":"1110-8657","issn":["1110-8657","1687-0433","1687-6172","1687-6180"],"is_oa":true,"is_in_doaj":true,"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"EURASIP Journal on Advances in Signal Processing","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.4300000071525574}],"awards":[{"id":"https://openalex.org/G2620914175","display_name":null,"funder_award_id":"PID2021-125159NB-I00","funder_id":"https://openalex.org/F4320335598","funder_display_name":"Agencia Estatal de Investigaci\u00f3n"},{"id":"https://openalex.org/G8275470645","display_name":null,"funder_award_id":"N00014-22-1-2647","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320335598","display_name":"Agencia Estatal de Investigaci\u00f3n","ror":null},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W19721922","https://openalex.org/W1528267019","https://openalex.org/W1550341792","https://openalex.org/W1909798275","https://openalex.org/W1972679863","https://openalex.org/W1985934018","https://openalex.org/W1998052766","https://openalex.org/W2000281646","https://openalex.org/W2013656284","https://openalex.org/W2016694818","https://openalex.org/W2019927839","https://openalex.org/W2049633694","https://openalex.org/W2064322188","https://openalex.org/W2068394775","https://openalex.org/W2070712342","https://openalex.org/W2070910467","https://openalex.org/W2087315722","https://openalex.org/W2117853077","https://openalex.org/W2129082990","https://openalex.org/W2130216836","https://openalex.org/W2137399261","https://openalex.org/W2161623414","https://openalex.org/W2169793408","https://openalex.org/W2212202474","https://openalex.org/W2229555156","https://openalex.org/W2262022780","https://openalex.org/W2266655910","https://openalex.org/W2488678869","https://openalex.org/W2766357476","https://openalex.org/W2898033933","https://openalex.org/W2948315246","https://openalex.org/W2980994438","https://openalex.org/W3021425055","https://openalex.org/W3048580977","https://openalex.org/W3123590461","https://openalex.org/W3125541489","https://openalex.org/W3197848495","https://openalex.org/W4225371750","https://openalex.org/W4238235003","https://openalex.org/W4250389103","https://openalex.org/W4255133955","https://openalex.org/W4292691288","https://openalex.org/W4293108562"],"related_works":["https://openalex.org/W2364370872","https://openalex.org/W2097963413","https://openalex.org/W2294335174","https://openalex.org/W2025614924","https://openalex.org/W3145575561","https://openalex.org/W2001275470","https://openalex.org/W2053269318","https://openalex.org/W2546021431","https://openalex.org/W2581127593","https://openalex.org/W2349019353"],"abstract_inverted_index":{"Abstract":[0],"Autoregressive":[1],"Markov":[2],"switching":[3],"(ARMS)":[4],"time":[5,82,112],"series":[6,83],"models":[7,56,84,128,148],"are":[8],"used":[9],"to":[10,145],"represent":[11],"real-world":[12],"signals":[13],"whose":[14],"dynamics":[15],"may":[16,60],"change":[17],"over":[18],"time.":[19],"They":[20],"have":[21],"found":[22],"application":[23,180],"in":[24,36,41,68,108,125,149],"many":[25,91],"areas":[26],"of":[27,44,53,79,97,121,135,160,163,169,186],"the":[28,51,58,95,110,119,122,150,156,161,167,173],"natural":[29],"and":[30,62,166,177],"social":[31],"sciences,":[32],"as":[33,35],"well":[34],"engineering.":[37],"In":[38,71],"general,":[39],"inference":[40],"this":[42,72,104],"kind":[43],"systems":[45,92],"involves":[46],"two":[47],"problems:":[48],"(a)":[49],"detecting":[50],"number":[52,162],"distinct":[54],"dynamical":[55,164],"that":[57,87],"signal":[59],"adopt":[61],"(b)":[63],"estimating":[64],"any":[65],"unknown":[66,170],"parameters":[67,171],"these":[69],"models.":[70],"paper,":[73],"we":[74],"introduce":[75],"a":[76,141,182],"new":[77],"class":[78,105],"nonlinear":[80,183],"ARMS":[81,127,147,184],"with":[85,118,129,181],"delays":[86,120,139],"includes,":[88],"among":[89],"others,":[90],"resulting":[93,124],"from":[94],"discretisation":[96,111],"stochastic":[98],"delay":[99],"differential":[100],"equations":[101],"(DDEs).":[102],"Remarkably,":[103],"includes":[106],"cases":[107],"which":[109],"grid":[113],"is":[114,140],"not":[115],"necessarily":[116],"aligned":[117],"DDE,":[123],"discrete-time":[126],"real":[130],"(non-integer)":[131],"delays.":[132],"The":[133],"incorporation":[134],"real,":[136],"possibly":[137,174],"long,":[138],"key":[142],"departure":[143],"compared":[144],"typical":[146],"literature.":[151],"We":[152],"describe":[153],"methods":[154],"for":[155],"maximum":[157],"likelihood":[158],"detection":[159],"modes":[165],"estimation":[168],"(including":[172],"non-integer":[175],"delays)":[176],"illustrate":[178],"their":[179],"model":[185],"El":[187],"Ni\u00f1o\u2013southern":[188],"oscillation":[189],"(ENSO)":[190],"phenomenon.":[191]},"counts_by_year":[],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
