Results 131 to 140 of about 112,777 (296)
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter [PDF]
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the
Wen-Jen Tsay, Wolfgang Härdle
core
JEADV Clinical Practice, EarlyView.ABSTRACT Background Lebrikizumab is approved to treat patients with moderate‐to‐severe atopic dermatitis (AD). Objectives This study evaluated the 16‐week efficacy outcomes of lebrikizumab in adults and adolescents with severe AD in ADvocate trials who would be eligible for treatment based on South Korean reimbursement‐like criteria. Methods This was a
Chong Hyun Won +11 more
wiley +1 more source
Frontiers in Applied Mathematics and StatisticsThis research is devoted to studying a geometric Brownian motion with drift switching driven by a 2 × 2 Markov chain. A discrete-time multiplicative approximation scheme was developed, and its convergence in Skorokhod topology to the continuous-time ...
Vitaliy Golomoziy +2 more
doaj +1 more source
Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. [PDF]
J Quant Econ, 2021 Dua P, Tuteja D.
europepmc +1 more source
Naval Research Logistics (NRL), EarlyView.ABSTRACT This paper examines the impacts of Volume‐Based Procurement (VBP) policies on pharmaceutical supply chains, with a focus on the strategic behaviors of manufacturers. VBP aims to reduce costs and stabilize supplies by centralizing procurement through competition based on volumes and prices.
Nani Zhou, Tong Wang, Guohua Wan
wiley +1 more source
The evolution of happiness pre and peri-COVID-19: A Markov Switching Dynamic Regression Model. [PDF]
PLoS One, 2021 Rossouw S, Greyling T, Adhikari T.
europepmc +1 more source
Optimal monetary policy with a regime-switching exchange rate in a forward-looking model [PDF]
We evaluate the macroeconomic performance of different monetary policy rules when there is exchange rate uncertainty. We do this in the context of a non-linear rational expectations model.
Fernando Alexandre +2 more
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Real effects of inflation uncertainty in the US [PDF]
, 2011 We empirically investigate the effects of inflation uncertainty on output growth for the US using both monthly and quarterly data over 1985-2009. Employing a Markov regime switching approach to model output dynamics, we show that inflation uncertainty
Caglayan, M. +2 more
core
Bridging Human and Plant Adaptations for Climate Resilience
PLANTS, PEOPLE, PLANET, EarlyView.Climate change is transforming agriculture through both gradual shifts and increasingly unpredictable extremes, challenging farmers' ability to protect crops and livelihoods. This study brings together farmer experiences and plant adaptation strategies to explore how people and plants respond to similar climate pressures.
Nicola Favretto +3 more
wiley +1 more source
Impact of Packaging and Recycling Systems on Material Recirculation: A Stage‐Decomposition Model
Packaging Technology and Science, EarlyView.A system‐level view emerges from decomposing recycling into four stages (participation, collection, sorting and process yield), diagnosing constraints and targeting interventions. Cumulative equivalent uses (CEUs) quantify long‐term retention, revealing marginal improvements at high baselines generate disproportionately larger gains than low‐baseline ...
Diogo Figueirinhas +3 more
wiley +1 more source