MARKOV AND THE DUCHY OF SAVOY: SEGMENTING A CENTURY WITH REGIME-SWITCHING MODELS

Abstract : 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.
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Article dans une revue
Journal de la SFdS, 2017
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https://hal.archives-ouvertes.fr/hal-01442314
Contributeur : Madalina Olteanu <>
Soumis le : vendredi 20 janvier 2017 - 15:28:21
Dernière modification le : jeudi 6 avril 2017 - 10:02:06
Document(s) archivé(s) le : vendredi 21 avril 2017 - 15:38:54

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Julien Alerini, Madalina Olteanu, James Ridgway. MARKOV AND THE DUCHY OF SAVOY: SEGMENTING A CENTURY WITH REGIME-SWITCHING MODELS. Journal de la SFdS, 2017. 〈hal-01442314〉

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