Results 251 to 260 of about 112,777 (296)

Dynamic community detection using class preserving time series generation with Fourier Markov diffusion. [PDF]

Sci Rep
Ma Y, Qu D, Wang Y.
europepmc   +1 more source

Unveiling state-specific neural dynamics in migraine with and without depressive symptom: a hidden Markov model and interpretable machine learning approach. [PDF]

J Headache Pain
Zhang Z, Xie C, Dong L, Zeng L, Sun M, Fu Q, Ouyang X, Yan Q, Wang T, Zhang Q, Wang X, Zhao L.   +11 more
europepmc   +1 more source

Safe Cooperative Decision-Making for Multi-UAV Pursuit-Evasion Games via Opponent Intent Inference. [PDF]

Sensors (Basel)
Li W, Feng Y, Zhang W.
europepmc   +1 more source

Computational Approaches Reveal Developmental Shifts in Exploratory Play. [PDF]

Dev Sci
Colantonio J, Bass I, Shing YL, Wijeakumar S, McKay C, Rafetseder E, Mackey AP, Bonawitz E.   +7 more
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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Optimal Test for Markov Switching Parameters

Econometrica, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Carrasco, Marine, Hu, Liang, Ploberger, Werner   +2 more
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Markov switching and exchange rate predictability

International Journal of Forecasting, 2011
Abstract We first show that the recent success of modern macroeconomic models in forecasting nominal exchange rates, evaluated using the  Clark and West (2006) inference procedure, is partly due to the presence of the constant term (drift), in addition to the economic fundamentals.
Alex Nikolsko-Rzhevskyy, Ruxandra Prodan
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