Results 101 to 110 of about 498,137 (306)
Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis. [PDF]
J Quant Econ, 2023 Dua P, Tuteja D.
europepmc +1 more source
A structural Time Series Model with Markov Switching. [PDF]
We propose an innovations form of the structural model underlying exponential smoothing that is further augmented by a latent Markov switching process.
Shami, R.G., Forbes, C.S.
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Both density‐ and frequency‐dependent effects determine plant growth in a dune heath ecosystem
Oikos, EarlyView.We tested the hypothesis that both density‐ and frequency‐dependent interactions play important roles in determining plant growth in a dune heath ecosystem at several levels of available nitrogen. Plant growth was measured using the pin‐point method in a five‐block experiment with four nitrogen levels.
Christian Damgaard +3 more
wiley +1 more source
Epidemic threshold of a COVID-19 model with gaussian white noise and semi-Markov switching. [PDF]
J Franklin Inst, 2023 Sun Q, Tan D, Zhang S.
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, 2012 Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
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Bridging Human and Plant Adaptations for Climate Resilience
PLANTS, PEOPLE, PLANET, EarlyView.Climate change is transforming agriculture through both gradual shifts and increasingly unpredictable extremes, challenging farmers' ability to protect crops and livelihoods. This study brings together farmer experiences and plant adaptation strategies to explore how people and plants respond to similar climate pressures.
Nicola Favretto +3 more
wiley +1 more source
Journal of Mathematics, 2014 We adopt a regime switching approach to study concrete financial time series with particular emphasis on their volatility characteristics considered in a space-time setting.
Luca Di Persio, Samuele Vettori
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COVID-19 and stock returns: Evidence from the Markov switching dependence approach. [PDF]
Res Int Bus Finance, 2023 Bouteska A, Sharif T, Abedin MZ.
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Structural Vector Autoregressions with Markov Switching [PDF]
It is argued that in structural vector autoregressive (SVAR) analysis a Markov regime switching (MS) property can be exploited to identify shocks if the reduced form error covariance matrix varies across regimes.
Markku Lanne +2 more
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Proteins: Structure, Function, and Bioinformatics, EarlyView.ABSTRACT The GTPase KRAS executes a conformational switch between a GTP‐bound active state and a GDP‐bound inactive state, a process central to oncogenic signaling. However, the structural basis of this switching at the level of residue‐contact organization remains incompletely characterized by traditional binary structural models.
Fatma Senguler Ciftci, Burak Erman
wiley +1 more source