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analysis for Markov switching VAR models 2024-01-19 Paper Statistical analysis of Markov switching vector autoregression models with endogenous explanatory...

Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 2019-03-13 Paper Perturbation methods for Markov-switching...

Structural Vector Autoregressions Via Changes in Volatility 2020-07-10 Paper Bayesian inference for structural vector autoregressions identified by Markov-switching...

Paper Uniform ergodicities of Markov semigroups on abstract states spaces 2024-02-01 Paper On fragments on lattice normed vector lattices 2023-10-24 Paper...

Paper Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 2010-06-01 Paper Understanding Markov-switching rational...

output analysis for Markov chain Monte Carlo 2019-11-28 Paper Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo...

Paper Bounding the equilibrium distribution of Markov population models 2012-12-19 Paper Analyzing Markov Chains using Kronecker Products 2012-06-04 Paper...

Interpretation of the evolution of the homogeneous Markov system (or, equivalently, of the embedded Markov chain) as the deformation of a viscoelastic medium...

variance-penalised Markov decision processes 1993-01-16 Paper A Vector Minimum Superharmonic Approach to Solving Infinite-Horizon Discounted Markov Decision Processes...

integrated (co-)volatility vector in the presence of jumps 2018-10-26 Paper Estimation of the realized (co-)volatility vector: large deviations approach...

Whittle Index for Partially Observed Binary Markov Decision Processes 2018-06-27 Paper Q-learning for Markov decision processes with a satisfiability criterion...

Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates 2013-06-26 Paper Threshold dividend strategies for a Markov-additive risk...

LIBOR Market Model: A Markov-Switching Jump Diffusion Extension 2018-12-21 Paper A semi-martingale representation for a semi-Markov chain with application...

noncooperative discounted vector valued dynamic game with a stopped set 1987-01-01 Paper An N-person non-cooperative discounted vector-valued dynamic game with...

empirical measures of Markov chains: Upper bounds 1999-11-08 Paper Large deviation lower bounds for arbitrary additive functionals of a Markov chain 1999-10-31...

for average cost Markov decision processes and its validity for inventory control 2022-11-09 Paper Kolmogorov's equations for jump Markov processes with...

1994-05-19 Paper Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model 1993-12-02 Paper A lemma on \(g\)-inverse...

the stationary distribution of a Markov chain 2002-04-02 Paper The Idea behind Krylov Methods 2001-11-26 Paper Markov chain sensitivity measured by mean...

2022-05-06 Paper Adaptive Incremental Mixture Markov Chain Monte Carlo 2022-03-28 Paper A Bayesian semiparametric vector multiplicative error model 2021-11-09...

sharp constants of the Markov-Bernshtein inequalities for the Sobolev spaces 2018-09-27 Paper Coherent pairs of measures and Markov-Bernstein inequalities...