Results 291 to 300 of about 553,591 (343)

Markov Switching Time Series Models

2012
Abstract We give a review of time series with regime-switching, which look stationary over limited time intervals, but where the data-generating mechanism may suddenly change sometimes. After briefly discussing observation driven switching, we focus on Markov switching where changes are controlled by a hidden Markov chain.
openaire   +1 more source

Markov-Switching Model of Family Income Quintile Shares

Atlantic Economic Journal, 2020
N. Papanikolaou
semanticscholar   +1 more source

Spectral density of Markov-switching VARMA models

Economics Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

Markov switching model (in Russian) [PDF]

Quantile, 2013
We discuss the Markov switching model, one of most popular nonlinear time series models. This model involves switching between multiple structures that characterize different time series behaviors in different regimes, the switching mechanism being controlled by an unobservable variable that follows a Markov chain process.
openaire  

Trend in Markov Switching VAR Models

We consider deterministic time trends in Markov Switching Vector Autoregressive processes, and propose estimation of the parameters by using a modified Expectation-Maximization (EM) algorithm. Then we derive consistency and the asymptotic distribution of the obtained estimators.
openaire   +2 more sources

Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

Review of Economics and Statistics, 1999
Chang‐Jin Kim, C. Nelson
semanticscholar   +1 more source

Solar Irradiance Forecasting in Remote Microgrids Using Markov Switching Model

IEEE Transactions on Sustainable Energy, 2017
Ayush Shakya, Semhar Michael, Christopher P. Saunders, Douglas Armstrong, Prakash Pandey, S. Chalise, R. Tonkoski   +6 more
semanticscholar   +1 more source

Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies

Ca-A Cancer Journal for Clinicians, 2022
Paolo Tarantino, Roberto Carmagnani Pestana, Shanu Modi   +2 more
exaly  

A Markov-Switching model for building occupant activity estimation

Energy and Buildings, 2019
Sebastian Wolf, J. K. Møller, Magnus Alexander Bitsch, J. Krogstie, H. Madsen   +4 more
semanticscholar   +1 more source

A Markov-Switching Model with Mixture Distribution Regimes

International Symposium on Integrated Uncertainty in Knowledge Modelling, 2018
Paravee Maneejuk, W. Yamaka, S. Sriboonchitta   +2 more
semanticscholar   +1 more source