Pages that link to "Item:Q1212765"
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The following pages link to A Markov model for switching regressions (Q1212765):
Displaying 50 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- Pursuing Sources of Heterogeneity in Modeling Clustered Population (Q130716) (← links)
- Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Robust estimation of the number of components for mixtures of linear regression models (Q333392) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Markov-switching generalized additive models (Q517407) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Does knowing the volatility states affect the market risk premium? (Q691613) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- Distribution switching in financial time series (Q1005213) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Inference about a change point in experimental neurophysiology (Q1075967) (← links)
- Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255) (← links)
- Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462) (← links)
- Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862) (← links)
- UK government expenditure and electoral security in the 1980s: A nonlinear analysis (Q1285737) (← 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)
- Dynamic linear models with Markov-switching (Q1318985) (← links)
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (Q1362495) (← links)
- A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
- Lending cycles (Q1377307) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- Markov-switching linked autoregressive model for non-continuous wind direction data (Q1618103) (← links)
- Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
- A Bayesian mixture of Lasso regressions with \(t\)-errors (Q1623580) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183) (← links)
- What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (Q1669692) (← links)
- Inverse regression approach to robust nonlinear high-to-low dimensional mapping (Q1686148) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← 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)
- Penalized estimate of the number of states in Gaussian linear AR with Markov regime (Q1951792) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Variable selection for skew-normal mixture of joint location and scale models (Q2076702) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications (Q2104053) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
