The effects of seasonality and parasitism on diet and habitat selection in the common periwinkle
The common periwinkle Littorina littorea is an ecologically important grazer, known for its strong influence on algal communities and its role in structuring ecosystems. It serves as the first intermediate host for several trematode species in the Baltic Sea, especially for the fluke Cryptocotyle lingua.
Friederike Gronwald +7 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]
Konstantakis KN +4 more
europepmc +1 more source
Bayesian Methods in Nonlinear Time Series [PDF]
This paper reviews the analysis of the threshold autoregressive, smooth threshold autoregressive, and Markov switching autoregressive models from the Bayesian perspective.
Korenok Oleg
core
Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching [PDF]
In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to ...
Koroliuk, V. S. +2 more
core
Markov switching multiple-equation tensor regressions
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the coefficients are driven by a common hidden Markov process that addresses structural breaks to enhance the model flexibility ...
Casarin, Roberto +2 more
openaire +2 more sources
Impact of Packaging and Recycling Systems on Material Recirculation: A Stage‐Decomposition Model
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 +3 more
wiley +1 more source
A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. [PDF]
Phoong SW, Mahi MA, Phoong SY.
europepmc +1 more source
Fiscal Regime Shifts in Portugal [PDF]
We estimate changes in fiscal policy regimes in Portugal with a Markov Switching regression of fiscal policy rules for the period 1978-2007, using a new dataset of fiscal quarterly series.
António Afonso +2 more
core
An objective Bayesian method for including parameter uncertainty in ensemble model output statistics
Conventional model output statistics and ensemble model output statistics methods for calibrating ensemble forecasts lead to severe underestimation of the probabilities of ensemble extremes (in blue). This is because they ignore statistical parameter uncertainty.
Stephen Jewson +4 more
wiley +1 more source
Regime Tracking in Markets with Markov Switching
The object of the investigation is a model of the incomplete financial market. It includes a bank deposit with a known interest rate and basic risky securities.
Andrey Borisov
doaj +1 more source

