Results 11 to 20 of about 1,700,696 (345)
Markov-switching generalized additive models [PDF]
Statistics and Computing, 2015 We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regime switching controlled by an unobservable Markov chain.
Glennie, Richard +3 more
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Cogent Economics & Finance, 2020 This paper investigates the impact of financial development on economic growth in Pakistan using the Markov Switching Model over the period 1980–2017. The results based on two-state Markov switching model confirm the Schumpeter’s view that finance spurs ...
Abdul Rahman +2 more
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Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [PDF]
Mathematics and Modeling in Finance, 2021 According to the rule of equality of equal prices, the price of a foreign commodity within a country depends on the price of the commodity at the origin as well as the exchange rate of that country.
Mahdi Pourrafiee +3 more
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, 2021 Markov switching models are a family of models that introduces time variation in the parameters in the form of their state, or regime-specific values. This time variation is governed by a latent discrete-valued stochastic process with limited memory.
Song, Y, Woźniak, T
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Optimal control of multiple Markov-switching stochastic systems with numerical applications
Results in Control and Optimization, 2022 In this article the authors set up an optimal control framework for a hybrid stochastic system with dual or multiple Markov switching diffusion processes, while Markov chains governing these switching diffusions are not identical as assumed in the ...
Jianmin Shi
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Switching Control of Closed-Loop Supply Chain Systems with Markov Jump Parameters
Applied Sciences, 2023 The switching system model of a closed-loop supply chain with Markov jump parameters is established. The system is modeled as a switching system with Markov jump parameters, taking into account the uncertainties of the process and the inventory decay ...
Huiming Wu, Sicong Guo
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Markov-Switching MIDAS Models [PDF]
Journal of Business & Economic Statistics, 2013 This article 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-switching models.
MARCELLINO, MASSIMILIANO, P. Guerin
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IET Cyber-systems and Robotics, 2021 This article focuses on H ∞ containment control and the communication network topologies that are driven by a semi‐Markov chain. Moreover, the communication channels between agents exist time‐varying delays and noise.
Xinfeng Ru +4 more
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The Effect of Monetary Policy on Financial Condition Index in Iran with the Markov-Switching Approach [PDF]
International Journal of Business and Development Studies, 2022 Monetary policy is one of the important economic policies that affect the macro variables of every country. One of the composite variables that are affected by the monetary policy is the FCI.
Zahra Haerinasab +2 more
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IEEE Transactions on Cybernetics, 2021 This work is concerned with the issue of finite-time filter design for a type of Takagi–Sugeno (T–S) fuzzy Markov switching system (MSSs) with deception attacks (DAs).
Jun Cheng +3 more
semanticscholar +1 more source