Results 151 to 160 of about 5,432,397 (302)
NONPARAMETRIC INFERENCE FOR MARKOV PROCESSES WITH MISSING ABSORBING STATE. [PDF]
Bakoyannis G, Zhang Y, Yiannoutsos CT.
europepmc +1 more source
ON INCREASING MARKOV PROCESSES
openaire +4 more sources
Noncommutative Markov Processes [PDF]
openaire +1 more source
ABSTRACT As sustainability transitions accelerate, firms increasingly engage in innovation ecosystems to pursue disruptive sustainable innovation (DSI). Nevertheless, empirical understanding regarding how innovation ecosystem coopetition—simultaneous cooperation and competition among interdependent actors—translates into sustainability‐oriented ...
Jin‐Sup Jung, Min‐Jae Lee
wiley +1 more source
Modelling the purchase dynamics of insurance customers using Markov chains
This paper considers how various types of Markov chains can be used to help forecast the purchase behaviour of customers. The models are used in a case study of the purchase behaviour of the customers of a major insurance company.
Thomas, Lyn C. +3 more
core +1 more source
Approximation methods for piecewise deterministic Markov processes and their costs. [PDF]
Kritzer P +3 more
europepmc +1 more source
ABSTRACT Circular battery strategies have become of major interest focusing on material availability while increasing economic and environmental benefits. In this context of circular economy, one main challenge for automotive original equipment manufacturers is that the most profitable handling strategy along the lifecycle is unknown.
Michael Lieder +2 more
wiley +1 more source
Large deviations of piecewise-deterministic Markov processes with application to stochastic calcium waves. [PDF]
Barbet G +3 more
europepmc +1 more source
MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES. [PDF]
Evans SN, Hening A.
europepmc +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
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 +2 more
wiley +1 more source

