Results 221 to 230 of about 14,044 (266)

Zonotope-Based State Estimation for Boost Converter System with Markov Jump Process. [PDF]

Micromachines (Basel)
Guan C, Li Y, Wang Z, Chen W.
europepmc   +1 more source

Moving-Target Tracking in Airport Airside Operations Using AIMM-STUKF. [PDF]

Sensors (Basel)
Gao J, Dang Y, Zhu Y, Xue W.
europepmc   +1 more source

Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]

PLoS One
Wang L, An S, Dong Z, Dong X, Li J.
europepmc   +1 more source

Time trends and persistence of the return difference between growth and value investment strategies. [PDF]

PLoS One
Monge M, Hurtado R, Infante J.
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Dynamic Functional Connectivity, Major Depression, and Suicidal Ideation in Children. [PDF]

Hum Brain Mapp
Wanger TJ, Fiecas MB, Başgöze Z, Roediger DJ, Island E, Wiglesworth A, Fu Z, Calhoun V, Mueller BA, Klimes-Dougan B, Luciana M, Cullen KR.   +11 more
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An Entropy-Based Framework for Hybrid Coalitions in Game Theory-Part I: Human Arbitration. [PDF]

Entropy (Basel)
Sepúlveda-Fontaine SA, Amigó JM.
europepmc   +1 more source

Beveridge-Nelson decomposition with Markov switching [PDF]

, 2006
This paper considers Beveridge-Nelson decomposition in a context where the permanent and transitory components both follow a Markov switching process. Our approach incorporates Markov switching into a single source of error state-space framework, allowing business cycle asymmetries and regime switches in the long-run multiplier.
Chin Nam Low, Heather Anderson, Ralph D. Snyder   +2 more
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Moments of Markov switching models [PDF]

Journal of Econometrics, 2000
Let \(\{\varepsilon_t\}\) be i.i.d. \(N(0,1)\) random variables and \(S_t\) an unobserved stationary ergodic \(k\)-state Markov homogeneous process. The author deals with three types of Markov switching models, namely (MS I) \(y_t=\mu_{S_t} +\sigma_{S_t}\varepsilon_t\), (MS II) \(y_t=\mu_{S_t} +\varphi_1(y_{t-1}-\mu_{S_{t-1}})+\sigma_{S_t}\varepsilon_t\
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Markov Switching Rationality

2023
Abstract The authors propose novel tests for the detection of Markov switching deviations from forecast rationality. Existing forecast rationality tests either focus on constant deviations from forecast rationality over the full sample or are constructed to detect smooth deviations based on non-parametric techniques.
Florens Odendahl, Barbara Rossi, Tatevik Sekhposyan   +2 more
openaire   +1 more source