Pages that link to "Item:Q756894"
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The following pages link to Analysis of time series subject to changes in regime (Q756894):
Displayed 34 items.
- The term structure of interest rates and regime shifts (Q672787) (← links)
- Optimal promotion planning -- depth and frequency -- for a two-stage supply chain under Markov switching demand (Q856292) (← links)
- Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market (Q877630) (← links)
- Recognition of degraded characters using dynamic Bayesian networks (Q936430) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Business cycle durations (Q1298429) (← links)
- Switching state-space models: likelihood function, filtering and smoothing (Q1299533) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Lending cycles (Q1377307) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (Q1886287) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Regime switching in foreign exchange rates: Evidence from currency option prices (Q1969822) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- Markov switching stochastic frontier model (Q3023029) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- A Hierarchical Model for Space–Time Surveillance Data on Meningococcal Disease Incidence (Q3435750) (← links)
- Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises (Q3526064) (← links)
- An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (Q3532764) (← links)
- Portfolio Selection with Common Correlation Mixture Models (Q3606095) (← links)
- RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME (Q4319845) (← links)
- STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847) (← links)
- Linear diffusion with stationary switching regime (Q4452119) (← links)
- Finite-sample properties of the bootstrap estimator in a Markov-switching model (Q5309214) (← links)
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
- A simple approach for pricing equity options with Markov switching state variables (Q5484634) (← links)
- Financial contagion, spillovers and causality in the Markov switching framework (Q5697343) (← links)
- On square-integrability of an AR process with Markov switching (Q5937049) (← links)
- Closed-form likelihood function of Markov-switching models. (Q5940801) (← links)
- Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← links)
- State-dependent vector hybrid linear and nonlinear ARMA modeling: Theory (Q5953488) (← links)
- Tail of a linear diffusion with Markov switching (Q5970344) (← links)