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09/16/2020
Bayesian estimation of trend components within Markovian regime-switching models for wholesale electricity prices: an application to the South Australian wholesale electricity
We discuss and extend methods for estimating Markovian-Regime-Switching ...
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06/19/2019
Estimation of Markovian-regime-switching models with independent regimes
Markovian-regime-switching (MRS) models are commonly used for modelling ...
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04/15/2019
A framework for streamlined statistical prediction using topic models
In the Humanities and Social Sciences, there is increasing interest in a...
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09/22/2018