Results 161 to 170 of about 23,984,619 (356)

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Cost-effectiveness analysis of tuberculosis screening in diabetic patients in China: a decision-analytic Markov model. [PDF]

Front Public Health
Song HW, Lin Y, Wan TE, Zhang CF, Pan JS.   +4 more
europepmc   +1 more source

Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model [PDF]

, 2017
Lumengo Bonga‐Bonga, Beatrice D. Simo‐Kengne   +1 more
openalex  

MODEL LAJU PERUBAHAN NILAI TUKAR RUPIAH (IDR) TERHADAP POUNDSTERLING (GBP) DENGAN METODE MARKOV SWITCHING AUTOREGRESSIVE (MSAR)

, 2016
Uqwatul Alma Wisza, Dodi Devianto, Maiyastri   +2 more
openalex   +2 more sources

Passive Image-Splicing Detection by a 2-D Noncausal Markov Model

IEEE transactions on circuits and systems for video technology (Print), 2015
Xudong Zhao, Shilin Wang, Shenghong Li, Jianhua Li   +3 more
semanticscholar   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Cost-effectiveness of open versus laparoscopic pancreaticoduodenectomy: a retrospective Markov model analysis from China. [PDF]

Front Oncol
Zhu Y, Liu Q, Cheng H, Shen X, Wang Z, Liang D, Ke N, Zhang X.   +7 more
europepmc   +1 more source

IMPLEMENTASI FUZZY TIME SERIES MARKOV CHAIN MODEL (FTSMCM) DALAM PREDIKSI JUMLAH PRODUKSI AYAM POTONG

, 2017
Desy Ika Puspitasari, Mochammad Arif Afianto   +1 more
openalex   +2 more sources

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Higher-Order Markov Model-Based Analysis of Reinforcement Learning in 6G Mobile Retrial Queueing Systems. [PDF]

Sensors (Basel)
Talbi D, Gal Z.
europepmc   +1 more source