Results 111 to 120 of about 105,246 (202)

Conditional Markov chain and its application in economic time series analysis [PDF]

Motivated by the great moderation in major U.S. macroeconomic time series, we formulate the regime switching problem through a conditional Markov chain.
Bai, Jushan, Wang, Peng
core   +1 more source

Zika emergence, persistence, and transmission rate in Colombia: a nationwide application of a space-time Markov switching model. [PDF]

Sci Rep
Picinini Freitas L, Douwes-Schultz D, Schmidt AM, Ávila Monsalve B, Salazar Flórez JE, García-Balaguera C, Restrepo BN, Jaramillo-Ramirez GI, Carabali M, Zinszer K.   +9 more
europepmc   +1 more source

Forecasting Value-at-Risk Using the Markov-Switching ARCH Model [PDF]

This paper analyzes the application of the Markov-switching ARCH model (Hamilton and Susmel, 1994) in improving value-at-risk (VaR) forecast. By considering a mixture of normal distributions with varying variances over different time and regimes, we find
Wei-Ting Tang, Yin-Feng Gau
core  

The emergence of hyperendemic dengue in Bangladesh: An ecological study of structural breaks and transmission regime shifts, 2008-2025. [PDF]

PLoS One
Hasan P, Khan TD, Arifuzzaman M, Islam MS, Haque ME.   +4 more
europepmc   +1 more source

Moving-Target Tracking in Airport Airside Operations Using AIMM-STUKF. [PDF]

Sensors (Basel)
Gao J, Dang Y, Zhu Y, Xue W.
europepmc   +1 more source

Dynamic Functional Connectivity, Major Depression, and Suicidal Ideation in Children. [PDF]

Hum Brain Mapp
Wanger TJ, Fiecas MB, Başgöze Z, Roediger DJ, Island E, Wiglesworth A, Fu Z, Calhoun V, Mueller BA, Klimes-Dougan B, Luciana M, Cullen KR.   +11 more
europepmc   +1 more source

State and Fault Estimation for Uncertain Complex Networks Using Binary Encoding Schemes Under Switching Couplings and Deception Attacks. [PDF]

Sensors (Basel)
Hou N, Chang M, Gao H, Hu Z, Bu X.
europepmc   +1 more source

Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]

PLoS One
Wang L, An S, Dong Z, Dong X, Li J.
europepmc   +1 more source

Double event-triggered fault tolerant consensus of nonlinear heterogeneous multiagent systems under inconsistent Markov. [PDF]

Sci Rep
Hu D, Ma J, Zang S.
europepmc   +1 more source

Zonotope-Based State Estimation for Boost Converter System with Markov Jump Process. [PDF]

Micromachines (Basel)
Guan C, Li Y, Wang Z, Chen W.
europepmc   +1 more source