Lectures for Ph.D in Economics and Statistics (cycle XXXV 2020)
Introduction to Latent Markov models with Applications Syllabus
Lectures for Ph.D in Economics and Statistics (cycle XXXIV, 2019)
Introduction to Latent Markov models with Applications Syllabus
Slides Lecture 1 (with Exercises)
Slides Lecture 2 (R code)
Slides Lecture 3 (with Exercises)
Slides Lecture 4 (R code)
Slides Lecture 5
Slides Lecture 6 (R code)
Data: Rain.Rdata
Lectures for Ph.D in Statistics and Mathematical Finance (cycle cycle XXXIII)