Results 61 to 70 of about 112,046 (197)
Using Markov switching models to infer dry and rainy periods from telecommunication microwave link signals [PDF]
Atmospheric Measurement Techniques, 2012 A Markov switching algorithm is introduced to classify attenuation measurements from telecommunication microwave links into dry and rainy periods. It is based on a simple state-space model and has the advantage of not relying on empirically estimated ...
Z. Wang +4 more
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Spillover Effect of US Monetary Policy to ASEAN Stock Market
Jurnal Economia, 2019 : This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member.
Aniek Hindrayani +2 more
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Modelling foreign exchange rates: a comparison between markov-switching and markov-switching GARCH
Indonesian Journal of Electrical Engineering and Computer Science, 2020 Foreign exchange rate is important as it determines a country's economic condition. It is used to carry out transfers of purchasing power between two or more countries. Volatility in exchange rates may result in difficulty in decision making especially, in financial sectors as high volatility could increase the risk in exchange rates.
Mohd Azizi Amin Nunian +2 more
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Optimal investment game for two regulated players with regime switching
AIMS MathematicsThis paper investigated a zero-sum stochastic investment game for two investors in a regime-switching market with common random time solvency regulations.
Lin Xu +3 more
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Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching [PDF]
, 2009 In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to ...
Koroliuk, V. S. +2 more
core
Mathematical Biosciences and EngineeringThe leader-following consensus (LFC) issue is investigated in this paper for multi-agent systems (MASs) subject to actuator saturation with semi-Markov switching topologies (SMST).
Jiangtao Dai, Ge Guo
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Consensus for Multiple Unmanned Surface Vehicle (Musv) Systems with Markov Switching Topologies
Polish Maritime Research, 2019 This paper is concerned with sampled-data leader following consensus of multiple unmanned surface vehicle (MUSV) systems with random switching network topologies and wave-induced disturbance.
Wang Liyuan, Yue Wei, Zhang Rubo
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Has the G7 business cycle become more synchronized ? [PDF]
This paper adopts Friedman’s Plucking Markov Switching Model to decompose G7 real GDPs into common permanent components, common transitory components, infrequent Markov Switching negative shock and domestic idiosyncratic components.
Jae Ho, Yoon
core
Real effects of inflation uncertainty in the US [PDF]
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 ...
Kostas Mouratidis +2 more
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The Markov-switching threshold BLGARCH model
AIMS MathematicsThis paper introduces a novel and enhanced class of Markov-switching threshold BLGARCH (MS-TBLG) models designed to better capture the intricate behavior of financial time series.
R. Alraddadi
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