Results 171 to 180 of about 14,044 (266)
Markov Switching Model for Quick Detection of Event Related Desynchronization in EEG. [PDF]
Front Neurosci, 2018 Lisi G, Rivela D, Takai A, Morimoto J.
europepmc +1 more source
Profiling the sleep architecture of ageing adults using a seven‐state continuous‐time Markov model
Journal of Sleep Research, Volume 34, Issue 2, April 2025.Summary Sleep is a complex biological process regulated by networks of neurons and environmental factors. As one falls asleep, neurotransmitters from sleep–wake regulating neurones work in synergy to control the switching of different sleep states throughout the night. As sleep disorders or underlying neuropathology can manifest as irregular switching,
Jonathon Jacobs +3 more
wiley +1 more source
Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach. [PDF]
PLoS One, 2018 Dahlqvist CH.
europepmc +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Multiple Chains Markov Switching Vector Autoregression
Journal of Time Series Analysis, EarlyView.ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.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
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.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
Dam Management in the Era of Climate Change
Mathematical Finance, EarlyView.ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami +3 more
wiley +1 more source
New Phytologist, EarlyView.Share of transcripts and ITS2 sequence for each gene families among identified fungal contigs and OTUs. Summary Boreal forest ecosystems constitute a large terrestrial reservoir of carbon. In these nitrogen‐limited environments, release of nutrients through decomposition of soil organic matter is of fundamental importance.
Florian Barbi +4 more
wiley +1 more source