Results 11 to 20 of about 14,128,135 (294)
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables [PDF]
, 2003 This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing for the unbiased forward exchange rate (UFER) hypothesis. Using
Spagnolo, F, Psaradakis, Z, Sola, M
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Estimating the Incidence of SARS-CoV-2 Cases in Belize Based on Mortality Rate
Dr. Sulaiman Al Habib Medical Journal, 2021 Developing countries such as Belize have been facing profound challenges in their quest to effectively track cases of Coronavirus Disease 2019 (COVID-19) and contain the pandemic within their own territory.
Paul Morgan +3 more
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Journal of Theoretical Biology, 2012 Recent work has discussed the importance of multiplicative closure for the Markov models used in phylogenetics. For continuous-time Markov chains, a sufficient condition for multiplicative closure of a model class is ensured by demanding that the set of rate-matrices belonging to the model class form a Lie algebra.
Sumner, Jeremy +2 more
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Hierarchical Model Predictive Control for Hydraulic Hybrid Powertrain of a Construction Vehicle
Applied Sciences, 2020 Hybrid hydraulic technology has the advantages of high-power density and low price and shows good adaptability in construction machinery. A complex hybrid powertrain architecture requires optimization and management of power demand distribution and an ...
Zhong Wang, Xiaohong Jiao
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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
Jeroen V.K. Rombouts +2 more
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Reliability Assessment of a Fault-Tolerant PV Multistring Inverter
Energies, 2020 In photovoltaic (PV) systems, the reliability of the system components, especially the power converters, is a major concern in obtaining cost effective solutions.
Hugues Renaudineau +5 more
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Cost–effectiveness of overactive bladder treatments from a US commercial and payer perspective
Journal of Comparative Effectiveness Research, 2023 Aim: The cost–effectiveness of treatment options (anticholinergics, β3-adrenoceptor agonists, onabotulinumtoxinA, sacral nerve stimulation and percutaneous tibial stimulation [the latter two including new rechargeable neurostimulators]) for the ...
Brian Murray +8 more
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Markov-Switching MIDAS Models [PDF]
Journal of Business & Economic Statistics, 2013 This article introduces a new regression model—Markov-switching mixed data sampling (MS-MIDAS)—that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov-switching models.
MARCELLINO, MASSIMILIANO, P. Guerin
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A Novel Method for Decoding Any High-Order Hidden Markov Model
Discrete Dynamics in Nature and Society, 2014 This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of
Fei Ye, Yifei Wang
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