On Testing for Independence Between Generalized Error Models of Several Time Series
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 +2 more
wiley +1 more source
Exploring Collaborative Patterns in Neurodiverse Teams: A Hidden Markov Model Approach Using Physiological Signals. [PDF]
Kim S +5 more
europepmc +1 more source
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
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 +2 more
wiley +1 more source
Hidden Markov Model for Parkinson's Disease Patients Using Balance Control Data. [PDF]
Safi K +5 more
europepmc +1 more source
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
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 +4 more
wiley +1 more source
An Electro-Magnetic Log (EML) Integrated Navigation Algorithm Based on Hidden Markov Model (HMM) and Cross-Noise Linear Kalman Filter. [PDF]
Zhang H +6 more
europepmc +1 more source
Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility
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
Predicting nodal metastasis progression of oral tongue cancer using a hidden Markov model in MRI. [PDF]
Gang Q, Feng J, Kauczor HU, Zhang K.
europepmc +1 more source
Summary Arbuscular mycorrhizal fungi (AMF) are widespread plant symbionts that enhance nutrient acquisition and influence ecosystem productivity. Previous chromosome‐level assemblies of the model species Rhizophagus irregularis revealed a two‐compartment genome architecture (active A and repressed B chromatin compartments), yet its conservation across ...
Ken Mugambi +10 more
wiley +1 more source

