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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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2006
Models of landscape change are important tools for understanding the forces that shape landscapes. One motivation for modeling is to examine the implications of extrapolating short-term landscape dynamics over the longer term. This extrapolation of the status quo can serve as a frame of reference against which to assess alternative management scenarios
Dean L. Urban, David O. Wallin
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Models of landscape change are important tools for understanding the forces that shape landscapes. One motivation for modeling is to examine the implications of extrapolating short-term landscape dynamics over the longer term. This extrapolation of the status quo can serve as a frame of reference against which to assess alternative management scenarios
Dean L. Urban, David O. Wallin
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A Markov model of financial returns
Physica A: Statistical Mechanics and its Applications, 2006Abstract We address the general problem of how to quantify the kinematics of time series with stationary first moments but having non stationary multifractal long-range correlated second moments. We show that a Markov process is sufficient to model important aspects of the multifractality observed in financial time series and propose a kinematic ...
SERVA, Maurizio +5 more
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1976 IEEE Conference on Decision and Control including the 15th Symposium on Adaptive Processes, 1976
The theory of two-dimensional spectral factorization is reviewed in the context of recursive modeling. The role of the Markov random field in recursive image modeling is then presented, Since spectral factorization in two-or higher-dimensions generally results in infinite order factors, it is necessary to perform Markov modeling after spectral ...
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The theory of two-dimensional spectral factorization is reviewed in the context of recursive modeling. The role of the Markov random field in recursive image modeling is then presented, Since spectral factorization in two-or higher-dimensions generally results in infinite order factors, it is necessary to perform Markov modeling after spectral ...
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Estimation and Validation of Markov Models
2014This chapter describes approaches to estimate a Markov model transition matrices from simulation data that has been mapped to a discrete state space, and approaches to validate whether this estimate is consistent with the simulation data at hand.
Jan-Hendrik Prinz +2 more
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2015
Markov chains and hidden Markov models (HMMs) are particular types of PGMs that represent dynamic processes. After a brief introduction to Markov chains, this chapter focuses on hidden Markov models. The algorithms for solving the basic problems: evaluation, optimal sequence, and parameter learning are presented.
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Markov chains and hidden Markov models (HMMs) are particular types of PGMs that represent dynamic processes. After a brief introduction to Markov chains, this chapter focuses on hidden Markov models. The algorithms for solving the basic problems: evaluation, optimal sequence, and parameter learning are presented.
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Modelling: Markov Chains and Markov Processes
1998Under uncertainty, the construction of models requires that we distinguish known from unknown realities and find some mechanisms (such as constraints, theories, common sense and more often intuition) to reconcile our knowledge with our lack of it. For this reason, modelling is not merely a collection of techniques but an art in blending the relevant ...
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Markov Chains and Hidden Markov Models
2017There are many situations where one must work with sequences. Here is a simple, and classical, example. We see a sequence of words, but the last word is missing. I will use the sequence “I had a glass of red wine with my grilled xxxx”. What is the best guess for the missing word?
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Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies
Ca-A Cancer Journal for Clinicians, 2022Paolo Tarantino +2 more
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An overview of real‐world data sources for oncology and considerations for research
Ca-A Cancer Journal for Clinicians, 2022Donna R Rivera +2 more
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