Results 181 to 190 of about 103,535 (312)

ON INCREASING MARKOV PROCESSES

Proceedings of the National Academy of Sciences, 1962
openaire   +4 more sources

Restricted Tweedie stochastic block models

Canadian Journal of Statistics, EarlyView.
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley   +1 more source

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution

, 2012
Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core  

The entropy rate of Linear Additive Markov Processes. [PDF]

PLoS One
Smart B, Roughan M, Mitchell L.
europepmc   +1 more source

Using semi-Markov processes to study timeliness and tests used in the diagnostic evaluation of suspected breast cancer. [PDF]

Stat Med, 2016
Hubbard RA, Lange J, Zhang Y, Salim BA, Stroud JR, Inoue LY.   +5 more
europepmc   +1 more source

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

Wide sense one-dependent processes with embedded Harris chains and their applications in inventory management

In this paper we consider stochastic processes with an embedded Harris chain. The embedded Harris chain describes the dependence structure of the stochastic process.
Bazsa, E.M., Iseger, P. den
core  

Evaluating Semi-Markov Processes and Other Epidemiological Time-to-Event Models by Computing Disease Sojourn Density as Partial Differential Equations. [PDF]

Med Decis Making
Worthington J, Feletto E, He E, Wade S, de Graaff B, Nguyen ALT, George J, Canfell K, Caruana M.   +8 more
europepmc   +1 more source

Inferring parental genomic ancestries using pooled semi-Markov processes. [PDF]

Bioinformatics, 2015
Zou JY, Halperin E, Burchard E, Sankararaman S.   +3 more
europepmc   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source