Results 41 to 50 of about 2,455,160 (79)
Estimating Components in Finite Mixtures and Hidden Markov Models [PDF]
When the unobservable Markov chain in a hidden Markov model is stationary the marginal distribution of the observations is a finite mixture with the number of terms equal to the number of the states of the Markov chain.
D.S. Poskitt, Jing Zhang
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Modelling the purchase dynamics of insurance customers using Markov chains
, 2005 This paper considers how various types of Markov chains can be used to help forecast the purchase behaviour of customers. The models are used in a case study of the purchase behaviour of the customers of a major insurance company.
Thomas, Lyn C. +3 more
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, 2002 A multi-server retrial queueing model with Batch Markovian Arrival Process and phase-type service time distribution is analyzed. The continuous-time multi-dimensional Markov chain describing the behavior of the system is investigated by means of reducing
Klimenok, Valentina +2 more
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Limiting Conditional Distributions: Imprecision and Relation to the Hazard Rate [PDF]
, 2009 Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LCD) to which they converge, conditioned on non-absorption, regardless of the initial distribution.
CROSSMAN, RICHARD,JOHN +1 more
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Density estimators through Zero Variance Markov Chain Monte Carlo [PDF]
A Markov Chain Monte Carlo method is proposed for the pointwise evaluation of a density whose normalizing constant is not known. This method was introduced in the physics literature by Assaraf et al (2007).
Daniele Imparato, Antonietta Mira
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The evolution of farm size distribution: revisiting the Markov chain model [PDF]
In this paper, a continuous version of the Markov Chain Model (MCM) is proposed to project the number and the population structure of farms. It is then applied to the population of professional French farms.
Piet, Laurent
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A Bayesian Analysis of Female Wage Dynamics Using Markov Chain Clustering [PDF]
In this work, we analyze wage careers of women in Austria. We identify groups of female employees with similar patterns in their earnings development. Covariates such as e.g.
Christoph Pamminger, Regina Tüchler
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Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering [PDF]
This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further,
Sylvia Frühwirth-Schnatter +3 more
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A MARKOV CHAIN ANALYSIS OF STRUCTURAL CHANGES IN THE TEXAS HIGH PLAINS COTTON GINNING INDUSTRY [PDF]
Markov chain analysis of changes in the number and size of cotton gin firms in West Texas was conducted assuming stationary and non-stationary transition probabilities.
Myers, David W. +2 more
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Option pricing using hidden Markov models [PDF]
, 2006 Includes bibliographical references (leaves 144-149).This work will present an option pricing model that accommodates parameters that vary over time, whilst still retaining a closed-form expression for option prices: the Hidden Markov Option Pricing ...
Anderson, Michael
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