Markov Switching for Position Dependent Random Maps with Application to Forecasting (Q5700599)
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scientific article; zbMATH DE number 2220487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Switching for Position Dependent Random Maps with Application to Forecasting |
scientific article; zbMATH DE number 2220487 |
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Markov Switching for Position Dependent Random Maps with Application to Forecasting (English)
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28 October 2005
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random map
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Markov switching
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absolutely continuous invariant measure
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Frobenius-Perron operator
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forecasting in financial markets
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