Results 141 to 150 of about 112,777 (296)
Using GAM functions and Markov-Switching models in an evaluation framework to assess countries' performance in controlling the COVID-19 pandemic. [PDF]
BMC Public Health, 2021 de Oliveira AMB +4 more
europepmc +1 more source
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models [PDF]
This paper uses linear and non-linear diffusion index models and combination of them to produce one-step-ahead forecast of quarterly Brazilian GDP growth rate. The non-linear diffusion index models are not only parsimonious ones, but they also purport to
Herman Bierens +2 more
core
An objective Bayesian method for including parameter uncertainty in ensemble model output statistics
Quarterly Journal of the Royal Meteorological Society, EarlyView.Conventional model output statistics and ensemble model output statistics methods for calibrating ensemble forecasts lead to severe underestimation of the probabilities of ensemble extremes (in blue). This is because they ignore statistical parameter uncertainty.
Stephen Jewson +4 more
wiley +1 more source
Multivariate Regime–Switching GARCH with an Application to International Stock Markets [PDF]
We develop a multivariate generalization of the Markov–switching GARCH model introduced by Haas, Mittnik, and Paolella (2004b) and derive its fourth–moment structure.
Markus Haas, Stefan Mittnik
core
International Journal of Satellite Communications and Networking, EarlyView.ABSTRACT The integration of low Earth orbit (LEO) satellite constellations with commercial aircraft communication systems presents critical challenges in maintaining continuous connectivity during dynamic flight conditions. Current geostationary satellite systems suffer from high round‐trip latency (>$$ > $$ 500 ms) and inadequate coverage at high ...
Raúl Parada +4 more
wiley +1 more source
Finite-Time Annular Domain Stability and Stabilization of Regime-Switching Jump Diffusion System
IEEE AccessIn this paper, the finite-time annular domain stability and stabilization of regime-switching jump diffusion system are discussed. With the help of explicit solution of multi-dimensional regime-switching jump diffusion system, we give the sufficient and ...
Ran Ni, Gui-Hua Zhao
doaj +1 more source
A Real Business Cycle Model with Changing Sentiments [PDF]
In this paper the modification of the real business cycles model in which risk aversion parameter of agents’ utility function follows bivariate markov chain is developed and estimated using simulated VAR. The model’s ability to replicate properties of US
Kirill Sossunov
core
Sustainable Development, EarlyView.ABSTRACT Sustainable development transforms production systems, requiring integrated environmental, social, and economic strategies. Energy systems are key agro‐industrial supply chains in developing countries. Brazil's soybean supply chain impacts Gross Domestic Product, mainly through exports.
Aline Veronese da Silva +3 more
wiley +1 more source
Predicting the incidence of brucellosis in Western Iran using Markov switching model. [PDF]
BMC Res Notes, 2021 Mohammadian-Khoshnoud M +3 more
europepmc +1 more source
Sustainable Development, EarlyView.ABSTRACT Property rights play a crucial role in protecting natural resources by enhancing individuals' and organizations' awareness of their responsibilities. Social globalization influences environmental sustainability by shaping consumption patterns.
Tunahan Degirmenci +4 more
wiley +1 more source