Markov Switching for Position Dependent Random Maps with Application to Forecasting (Q5700599)
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scientific article; zbMATH DE number 2220487
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Markov Switching for Position Dependent Random Maps with Application to Forecasting |
scientific article; zbMATH DE number 2220487 |
Statements
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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0.8186487555503845
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0.7360974550247192
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0.7323517799377441
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0.7272806167602539
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0.708235502243042
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