Results 41 to 50 of about 553,591 (343)
Bayesian Nonparametric Panel Markov-Switching GARCH Models
Journal of Business & Economic Statistics, 2023 38 pages, 12 ...
Roberto Casarin +2 more
openaire +4 more sources
Analytical Derivatives for Markov Switching Models [PDF]
Computational Economics, 1997 Dans cette étude, les auteurs dérivent des gradients analytiques pour toute une catégorie de modèles à changement de régime comportant des probabilités de transition à la Markov. Ces modèles sont généralement estimés à l'aide de méthodes du maximum de vraisemblance, qui nécessitent que la fonction de vraisemblance soit dérivée par rapport au vecteur ...
Jeff Gable +2 more
openaire +3 more sources
The Effect of Trade Volume on TEPIX Index in Bear and Bull Cycles: An Application of Markov-Switching Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2014 In this paper, the effect of trade volume on TEPIX index is investigated based on bull and bear cycles of Tehran stock Exchange (TSE) using nonlinear Markov-Switching model.
Abbas Kalantari, Navid Khalil Paktinat
doaj
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
doaj +1 more source
Evaluation of fall‐seeded cover crops for grassland nesting waterfowl in eastern South Dakota
Wildlife Society Bulletin, EarlyView., 2023 Cover crops are experiencing a revival among Midwestern farmers, and we assessed their attractiveness and safety for nesting ducks in South Dakota. Nest success was markedly lower in cover crops than in perennial cover during both years of our study, including 2019 which was a best‐case scenario for cover crops, with extremely wet conditions delaying ...
Charles W. Gallman +3 more
wiley +1 more source
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
doaj +1 more source
Markov Switching Vector Autoregressive Modelling of the Nigerian Stock Price and Oil Price Series
Quantitative Economics Research, 2018 This article studied the relationship between stock prices and crude oil prices of Nigeria using a Markov switching model. Certain properties of the stock price series and crude oil price series such as breaks and stationarity, which are necessary before
Emmanuel W Okereke +1 more
doaj +1 more source
Control problem for the impulse process under stochastic optimization procedure and Levy conditions
Математичні Студії, 2021 A stochastic approximation procedure and a limit generator of the original problem are constructed for a system of stochastic differential equations with Markov switching and impulse perturbation under Levy approximation conditions with control, which is
Ya. M. Chabanyuk +2 more
doaj +1 more source
Semi-Markov Switching Vector Autoregressive Model-Based Anomaly Detection in Aviation Systems [PDF]
Journal of Aerospace Information Systems, 2016 In this work we consider the problem of anomaly detection in heterogeneous, multivariate, variable-length time series datasets. Our focus is on the aviation safety domain, where data objects are flights and time series are sensor readings and pilot ...
Igor Melnyk +4 more
semanticscholar +1 more source
Advanced Robotics Research, EarlyView.Robots can learn manipulation tasks from human demonstrations. This work proposes a versatile method to identify the physical interactions that occur in a demonstration, such as sequences of different contacts and interactions with mechanical constraints.
Alex Harm Gert‐Jan Overbeek +3 more
wiley +1 more source