Results 121 to 130 of about 1,700,696 (345)
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
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.
europepmc +1 more source
JEADV Clinical Practice, EarlyView.ABSTRACT Background Lebrikizumab is approved to treat patients with moderate‐to‐severe atopic dermatitis (AD). Objectives This study evaluated the 16‐week efficacy outcomes of lebrikizumab in adults and adolescents with severe AD in ADvocate trials who would be eligible for treatment based on South Korean reimbursement‐like criteria. Methods This was a
Chong Hyun Won +11 more
wiley +1 more source
Markov-Switching MIDAS Models [PDF]
This paper introduces a new regression model - Markov-switching mixed data sampling (MS-MIDAS) - that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov ...
Massimiliano Marcellino, Pierre Guerin
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International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Modern engineering systems require advanced uncertainty‐aware model updating methods that address parameter correlations beyond conventional interval analysis. This paper proposes a novel framework integrating Riemannian manifold theory with Gaussian Process Regression (GPR) for systems governed by Symmetric Positive‐Definite (SPD) matrix ...
Yanhe Tao +3 more
wiley +1 more source
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
Oil and the G7 business cycle : Friedman's Plucking Markov Switching Approach [PDF]
To analyze whether oil price can account for the business cycle asymmetries in the G7, this paper adopts the Friedman’s Plucking Markov Switching Model to decompose G7 real GDPs into common permanent components, common transitory components, infrequent ...
Jae Ho, Yoon
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Naval Research Logistics (NRL), EarlyView.ABSTRACT This paper examines the impacts of Volume‐Based Procurement (VBP) policies on pharmaceutical supply chains, with a focus on the strategic behaviors of manufacturers. VBP aims to reduce costs and stabilize supplies by centralizing procurement through competition based on volumes and prices.
Nani Zhou, Tong Wang, Guohua Wan
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
Optimal monetary policy with a regime-switching exchange rate in a forward-looking model [PDF]
We evaluate the macroeconomic performance of different monetary policy rules when there is exchange rate uncertainty. We do this in the context of a non-linear rational expectations model.
Fernando Alexandre +2 more
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