Event-Based Consensus Tracking for Nonlinear Multi-Agent Systems Under Semi-Markov Jump Topology
IEEE Access, 2021 This paper studies the event-triggering leader-follower consensus with the strictly dissipative performance for nonlinear multi-agent systems (MASs) with semi-Markov changing topologies.
Jiafeng Yu +4 more
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MODEL VOLATILITAS SAHAM LQ45 DENGAN PENDEKATAN MARKOV-SWITCHING GARCH
Jurnal Lebesgue, 2023 Financial markets have an important role in the economy of a country including Indonesia. One of the activities chosen by investors in the financial market is investing.
Ermanely Ermanely +2 more
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Bayesian Nonparametric Panel Markov-Switching GARCH Models
Journal of Business & Economic Statistics, 2023 38 pages, 12 ...
Roberto Casarin +2 more
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Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting
Risks, 2023 We apply a Markov-switching Bayesian vector autoregression (MSBVAR) model to mortality forecasting. MSBVAR has not previously been applied in this context, and our results show that it is a promising tool for mortality forecasting. Our model shows better
Wanying Fu +3 more
doaj +1 more source
The Effect of Trade Volume on TEPIX Index in Bear and Bull Cycles: An Application of Markov-Switching Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2014 In this paper, the effect of trade volume on TEPIX index is investigated based on bull and bear cycles of Tehran stock Exchange (TSE) using nonlinear Markov-Switching model.
Abbas Kalantari, Navid Khalil Paktinat
doaj
Evaluation of fall‐seeded cover crops for grassland nesting waterfowl in eastern South Dakota
Wildlife Society Bulletin, EarlyView., 2023 Cover crops are experiencing a revival among Midwestern farmers, and we assessed their attractiveness and safety for nesting ducks in South Dakota. Nest success was markedly lower in cover crops than in perennial cover during both years of our study, including 2019 which was a best‐case scenario for cover crops, with extremely wet conditions delaying ...
Charles W. Gallman +3 more
wiley +1 more source
The Markov-switching threshold BLGARCH model
AIMS MathematicsThis paper introduces a novel and enhanced class of Markov-switching threshold BLGARCH (MS-TBLG) models designed to better capture the intricate behavior of financial time series.
R. Alraddadi
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Can Markov switching model generate long memory? [PDF]
Economics Letters, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Natércia Fortuna +2 more
openaire +3 more sources
Using Markov switching models to infer dry and rainy periods from telecommunication microwave link signals [PDF]
Atmospheric Measurement Techniques, 2012 A Markov switching algorithm is introduced to classify attenuation measurements from telecommunication microwave links into dry and rainy periods. It is based on a simple state-space model and has the advantage of not relying on empirically estimated ...
Z. Wang +4 more
doaj +1 more source
Markov Switching Vector Autoregressive Modelling of the Nigerian Stock Price and Oil Price Series
Quantitative Economics Research, 2018 This article studied the relationship between stock prices and crude oil prices of Nigeria using a Markov switching model. Certain properties of the stock price series and crude oil price series such as breaks and stationarity, which are necessary before
Emmanuel W Okereke +1 more
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