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Dynamic Functional Connectivity, Major Depression, and Suicidal Ideation in Children. [PDF]
Hum Brain MappWanger TJ +11 more
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Zonotope-Based State Estimation for Boost Converter System with Markov Jump Process. [PDF]
Micromachines (Basel)Guan C, Li Y, Wang Z, Chen W.
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Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]
PLoS OneWang L, An S, Dong Z, Dong X, Li J.
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Time trends and persistence of the return difference between growth and value investment strategies. [PDF]
PLoS OneMonge M, Hurtado R, Infante J.
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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.
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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 +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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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 +2 more
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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 +2 more
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Asymptotics of Normalized Control with Markov Switchings
Ukrainian Mathematical Journal, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nikitin, A. V., Khimka, U. T.
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