MARKOV AND THE DUCHY OF SAVOY: SEGMENTING A CENTURY WITH REGIME-SWITCHING MODELS
| Autor: | Alerini, Julien, Olteanu, Madalina, Ridgway, James |
|---|---|
| Přispěvatelé: | Laboratoire de Médiévistique Occidentale de Paris (LAMOP), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Olteanu, Madalina |
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
[STAT]Statistics [stat]
Integer-valued time-series [STAT.AP]Statistics [stat]/Applications [stat.AP] autoregressive models [STAT.AP] Statistics [stat]/Applications [stat.AP] hidden Markov models [SHS.HIST] Humanities and Social Sciences/History zero-inflated distributions [SHS.HIST]Humanities and Social Sciences/History [STAT] Statistics [stat] |
| Zdroj: | Journal de la Société Française de Statistique Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2017 |
| ISSN: | 1962-5197 2102-6238 |
| Popis: | International audience; Studying time is at the core of the historian's research. For the statistician, time is usually a supplementary parameter or a supplementary variable which the models he develops have to take into account. This manuscript is the result of a collaboration between historians and mathematicians, having time as the starting point of a joint work. We are interested in studying a specific time-series, reporting the production of law related to military logistics of the Duchy of Savoy, during the XVIth and XVIIth centuries. The expected outcome is a better understanding of the temporality and of the functioning of the state. Two models based on hidden Markov chains and taking into account the specificities of the data are introduced. They are then estimated on the historical data and provide interesting results, which either confirm the existing historical hypothesis on the subject or bring new insights on the studied period. |
| Databáze: | OpenAIRE |
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