Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis
نویسندگان
چکیده
منابع مشابه
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 each of the observed time series of shares is a stationary distribution of the underlying Markov pr...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2017
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0169981