Results 151 to 160 of about 112,046 (197)

Momentum, volume and investor sentiment study for u.s. technology sector stocks-A hidden markov model based principal component analysis. [PDF]

PLoS One
Li S.
europepmc   +1 more source

Designing Learning Intervention Studies: Identifiability of Heterogeneous Hidden Markov Models. [PDF]

Psychometrika
Liu Y, Culpepper S.
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A sticky Poisson Hidden Markov Model for solving the problem of over-segmentation and rapid state switching in cortical datasets. [PDF]

PLoS One
Li T, Camera G.
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Fold-Switching Proteins. [PDF]

Annu Rev Biophys
Chakravarty D, Porter LL.
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Modelling ion channels with a view towards identifiability. [PDF]

Bull Math Biol
Siekmann I.
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Dynamic reconfiguration and transition of whole-brain networks in patients with MELAS revealed by a hidden Markov model. [PDF]

Front Neurol
Yu Q, Wang R, Sun C, Hu B, Liu X, Yang L, Lin J, Geng D, Li Y.   +8 more
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Sensor Fault Detection and Reliable Control of Singular Stochastic Systems with Time-Varying Delays. [PDF]

Sensors (Basel)
Shi Y, Yang H, Liu G, He X, Wang J.
europepmc   +1 more source

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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Markov-switching mixed-frequency VAR models

International Journal of Forecasting, 2015
Abstract This paper introduces regime switching parameters to the Mixed-Frequency VAR model. We begin by discussing estimation and inference for Markov-switching Mixed-Frequency VAR (MSMF-VAR) models. Next, we assess the finite sample performance of the technique in Monte-Carlo experiments.
Foroni, Claudia, Guérin, Pierre, MARCELLINO, MASSIMILIANO   +2 more
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INTEGRATED MARKOV-SWITCHING GARCH PROCESS

Econometric Theory, 2009
This paper investigates stationarity of the so-called integrated Markov-switching generalized autoregressive conditionally heteroskedastic (GARCH) process, which is an important subclass of the Markov-switching GARCH process introduced by Francq, Roussignol, and Zakoïan (2001,Journal of Time Series Analysis22,197–220) and a Markov-switching version of ...
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