Results 111 to 120 of about 498,137 (306)

Particle Filters for Markov Switching Stochastic Volatility Models [PDF]

This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain.
Boda Kang, Yun Bao, Carl Chiarella
core  

Impact of Packaging and Recycling Systems on Material Recirculation: A Stage‐Decomposition Model

Packaging Technology and Science, EarlyView.
A system‐level view emerges from decomposing recycling into four stages (participation, collection, sorting and process yield), diagnosing constraints and targeting interventions. Cumulative equivalent uses (CEUs) quantify long‐term retention, revealing marginal improvements at high baselines generate disproportionately larger gains than low‐baseline ...
Diogo Figueirinhas, Daniel Hellström, Henrik Pålsson, Yulia Vakulenko   +3 more
wiley   +1 more source

A Class of Causal 2D Markov-Switching ARMA Models: Probabilistic Properties and Variational Estimation

Axioms
This paper introduces a rigorous class of two-dimensional Markov-switching autoregressive moving-average (2D MS-ARMA) models for spatial lattice data exhibiting regime-dependent dynamics.
Khudhayr A. Rashedi, Soumia Kharfouchi, Abdullah H. Alenezy, Tariq S. Alshammari   +3 more
doaj   +1 more source

Convergence of stochastic process with Markov switching [PDF]

Математичні Студії, 2012
It has been established sufficient conditions for the convergence of a multi-dimensional stochastic process in the case of dependence of the regression function on the environment, which is described by Markov switchings.
O. I. Kiykovska, Ya. M. Chabanyuk
doaj  

The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model. [PDF]

Entropy (Basel), 2023
Niu H, Xu K, Xiong M.
europepmc   +1 more source

Output‐Feedback H∞$$ {H}_{\infty } $$ Detector‐Based Control of Continuous‐Time Markov Jump Lur'e Systems With Sector‐Bound Optimization

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT This paper addresses the problem of dynamic output‐feedback H∞$$ {H}_{\infty } $$ detector‐based control for continuous‐time Markov Jump Lur'e Systems with uncertain transition rate matrices. In contrast to conventional approaches, the proposed synthesis conditions are derived using Finsler's lemma, introducing additional slack variables to ...
Lucas P. M. Silva, Cecilia F. Morais, Ricardo C. L. F. Oliveira   +2 more
wiley   +1 more source

Carbon emissions and sustainability in Covid-19's waves: evidence from a two-state dynamic Markov-switching regression (MSR) model. [PDF]

Ann Oper Res, 2023
Konstantakis KN, Michaelides PG, Michaelides PG, Xidonas P, Yfanti S.   +4 more
europepmc   +1 more source

Deep Reinforcement Learning Based Autonomous Decision‐Making for Cooperative Uncrewed Aerial Vehicles: A Search and Rescue Real World Application

Journal of Field Robotics, EarlyView.
ABSTRACT This paper presents the first end‐to‐end framework that combines guidance, navigation, and centralized task allocation for multiple UAVs performing autonomous search‐and‐rescue (SAR) in GNSS‐denied indoor environments. A twin delayed deep deterministic policy gradient controller is trained with an artificial potential field (APF) reward that ...
Thomas Hickling, Maxwell Hogan, Abdulla Tammam, Nabil Aouf   +3 more
wiley   +1 more source

Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination [PDF]

Romanian Economic Journal, 2019
The study employs the Markov switching regression to examine the dynamic effects of crude oil price movements on sector returns in Saudi Arabia, the United Arab Emirates, China and India given the impact of the global factor. The evidence from the Markov
Isah Wada
doaj  

A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. [PDF]

Sage Open, 2023
Phoong SW, Mahi MA, Phoong SY.
europepmc   +1 more source