Since 1985, the MTD model has been developed and generalized in more than 20 publications. A continuous version of the MTD model (Le, Martin & Raftery, 1996) has proven to be able to represent series presenting non-gaussian features. Main applications include the modeling of wind speed and direction, social behavior, and financial series.

- MTD (Raftery &
Tavaré, 1994). This software requires the NAG library.
Alternatively, you can obtain the code of MTD by sending the
message
*send mtd from general*to`statlib@lib.stat.cmu.edu`

. - MARCH (Berchtold, 2000-2004). Markovian Models Computation and Analysis.

- Berchtold, A., A.E. Raftery (2002)
**The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series.***Statistical Science*, 17 (3), 328-356. (This is a review paper including both theoretical aspects and applications of the MTD model.) - Berchtold, A. (2001)
**Estimation in the Mixture Transition Distribution Model.***Journal of Time Series Analysis*, 22(4), 379-397. (Description of a new estimation algorithm for the computation of the finite space version of the MTD model.) - Le, N.D., R.D. Martin, A.E. Raftery (1996)
**Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models.***Journal of the American Statistical Association*, 91, 1504-1515. (Generalization of the MTD model to general state spaces.) - Raftery, A.E. (1985)
**A model for high-order Markov chains.***Journal of the Royal Statistical Society B*, 47 (3), 528-539. (Paper introducing first the MTD model.)

- Adke, S.R., S.R. Deshmukh (1988)
**Limit Distribution of a High-Order Markov Chain.***Journal of the Royal Statistical Society B*, 50, 105-108. - Berchtold, A. (1995)
**Autoregressive Modelling of Markov Chains.**In*Proceedings of the 10th International Workshop on Statistical Modelling*, 19-26. Springer-Verlag, New York. - Berchtold, A. (1996)
**Modélisation autorégressive des chaînes de Markov: Utilisation d'une matrice différente pour chaque retard.***Revue de Statistique Appliquée*, XLIV, 5-25. - Berchtold, A. (1997)
**Swiss Health Insurance System: Mobility and Costs.***Health and System Science*, 1, 291-306. - Berchtold, A. (1998)
**Chaînes de Markov et Modèles de Transition: Applications aux Sciences Sociales**. Editions HERMES, Paris. - Berchtold, A. (1999)
**High-Order Extensions of the Double Chain Markov Model.**Technical Report 356, Department of Statistics, University of Washington. - Mehran, F. (1989)
**Analysis of Discrete Longitudinal Data : Infinite-Lag Markov Models.**In*Statistical Data Analysis and Inference*, pp. 533-541. Y. Dodge Editor, Elsevier Science Publishers. - Raftery, A.E. (1985)
**A new model for discrete-valued time series: autocorrelations and extensions.***Rassegna di Metodi Statistici ed Applicazioni*, 3-4, 149-162. - Raftery, A.E. (1993)
**Change point and change curve modeling in stochastic processes and spatial statistics.***Journal of Applied Statistical Science*, 1, 403-423. - Raftery, A.E., S. Tavaré (1994)
**Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model.***Applied Statistics*, 43, 179-199. - Wong, C.S., W.K. Li (2000)
**On a mixture autoregression model.***Journal of the Royal Statistical Society B*, 62, 95-115.

`Webmaster`