Results 171 to 180 of about 53,114 (263)

Transition and dynamic reconfiguration in late-life depression based on hidden Markov model. [PDF]

Npj Ment Health Res
Xiao H, Kang C, Zhao W, Guo S.
europepmc   +1 more source

Multiple Chains Markov Switching Vector Autoregression

Journal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

Altered brain dynamics in chronic neck and shoulder pain revealed by hidden Markov model. [PDF]

Sci Rep
Qiu Z, Liu T, Zeng C, Yang M, He L, Li H, Ming J, Xu X.   +7 more
europepmc   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

Hidden Markov Model-Based Behavioral Classification Reveals Visual Function Recovery After Retinal Organoid Transplantation in Mice. [PDF]

J Neurosci Res
Shuto H, Mandai M, Yamada T, Sho J, Hayakawa C, Koike C, Takahashi M, Matsuyama T.   +7 more
europepmc   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

A sticky Poisson Hidden Markov Model for solving the problem of over-segmentation and rapid state switching in cortical datasets. [PDF]

PLoS One
Li T, Camera G.
europepmc   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Estimating childhood tuberculosis incidence and under-reporting in Gedeo Zone, Ethiopia: a Bayesian hidden Markov model. [PDF]

IJID Reg
Tesfaye SH, Mulat Tebeje T, Sisay D, Belete M, Kifle Y, Feleke A, Meno A.   +6 more
europepmc   +1 more source

Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility

The Manchester School, EarlyView.
ABSTRACT This article investigates inflation inequality across four income strata in Brazil (very low, low, middle, and high income) from July 2006 to April 2025, using the Headline IPCA as a benchmark. We test the hypothesis that inflation dynamics and transmission mechanisms are structurally unequal and disproportionately affect lower‐income ...
Sinara do Valle, Cleomar Gomes da Silva
wiley   +1 more source