Stochastic systems arising from Markov modulated empirical measures (Q1697658): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive conditional heteroskedasticity and changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold-Type Policies for Real Options Using Regime-Switching Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of Markov-modulated random sequences with fast and slow timescales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4144754 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation of Variables in Dynamic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov chains and applications. A two-time-scale approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3344923 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4076577 / rank
 
Normal rank

Latest revision as of 04:15, 15 July 2024

scientific article
Language Label Description Also known as
English
Stochastic systems arising from Markov modulated empirical measures
scientific article

    Statements

    Stochastic systems arising from Markov modulated empirical measures (English)
    0 references
    0 references
    0 references
    20 February 2018
    0 references
    Brownian bridge limit
    0 references
    empirical measure
    0 references
    multi-scale modeling
    0 references
    regime-switching model
    0 references
    weak convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references