Results 111 to 120 of about 60,582 (310)
Theory and inference for a Markov switching GARCH model [PDF]
We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
Luc, BAUWENS +2 more
core +6 more sources
Mixing Times of Markov Chains: from Coupling to Paths [PDF]
openA well-known result in the theory of Markov chains, the Convergence Theorem, states that if we assume the chain to be aperiodic and irreducible, then its distribution converges to equilibrium.
PIGNATELLI, FEDERICO MAURO
core
Biological Reviews, EarlyView.ABSTRACT Recent methodological development in phylogenetic inference has focused predominantly on molecular data. However, renewed interest in other data types, particularly morphological data, has followed from the increased recognition of the power of total evidence and tip‐dating approaches, including fossil data, for inference of time‐scaled trees ...
Melanie J. Hopkins +9 more
wiley +1 more source
Products of stochastic matrices and applications
International Journal of Mathematics and Mathematical Sciences, 1989 This paper deals with aspects of the limit behaviour of products of nonidentical finite or countable stochastic matrices (Pn). Applications are given to nonhomogeneous Markov models as positive chains, some classes of finite chains considered by Doeblin ...
Harry Cohn
doaj +1 more source
Modelling the profitability of credit cards by Markov decision processes
, 2009 This paper derives a model for the profitability of credit cards, which allow lenders to find the optimal dynamic credit limit policy. The model is a Markov decision process, where the states of the system are based on the borrower's behavioural score ...
Thomas, Lyn C., So, Mee Chi
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On the importance of including both sexes in animal studies – insights from home‐cage monitoring
Biological Reviews, EarlyView.ABSTRACT A review of behavioural studies using home‐cage monitoring (HCM) systems revealed that over 61% of studies used only male subjects, with only 24% including both sexes, despite evidence of substantial behavioural differences between male and female animals. This bias could influence the outcomes of biomedical research.
Maša Čater +12 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The concept of predictive maintenance in advanced manufacturing systems is crucial from the point of view of resource efficiency in the era of high competitiveness forced by energy transformation in the digital economy. Against the backdrop of sustainability and the opportunities a data cooperative offers, the combination of predictive ...
Christian Schachtner +6 more
wiley +1 more source
Convergence, Rank Reduction and Bounds for the Stationary Analysis of Markov Chains
, 2004 We introduce a rank reduction method for computing stationary distributions of Markov chains for which low-rank iteration matrices can be formed. We first prove that, for an irreducible Markov chain, a necessary and sufficient condition for convergence ...
Peng, Bin
core
07461 Abstracts Collection – Numerical Methods for Structured Markov Chains
, 2008 From 11.11. to 14.11.07, the Dagstuhl Seminar 07461 ``Numerical Methods for Structured Markov Chains'' was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl.
Bini, Dario A. +4 more
core +1 more source
Uniqueness of equilibrium measures for countable Markov shifts and multidimensional piecewise expanding maps [PDF]
, 2003 We prove that potentials with summable variations on topologically transitive countable Markov shifts have at most one equilibrium measure.
Buzzi, Jérôme, Sarig, Omri
core +1 more source