Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Marco Bazzi

Time-Varying Transition Probabilities for Markov Regime Switching Models

Journal of Time Series Analysis

Applied Mathematics

English

Cross-Clustering: A Partial Clustering Algorithm With Automatic Estimation of the Number of Clusters

Multidisciplinary

English

Related publications

A Markov Regime-Switching Model With Time-Varying Transition Probabilities for Identifying Asset Price Bubbles

International Journal of Economics and Finance

English

Colombian Economic Growth Under Markov Switching Regimes With Endogenous Transition Probabilities

English

Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money

English

Time-Varying Multi-Regime Models Fitting by Genetic Algorithms

Journal of Time Series Analysis

Applied Mathematics

English

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics

English

A Procedure for Deriving Formulas to Convert Transition Rates to Probabilities for Multi-State Markov Models

Medical Decision Making

English

Regime-Switching Models for Estimating Inflation Uncertainty

Finance and Economics Discussion Series

English

Bayesian Inference for Periodic Regime-Switching Models

Journal of Applied Econometrics

Social Sciences

English

Likelihood Inference for a Class of Latent Markov Models Under Linear Hypotheses on the Transition Probabilities

Journal of the Royal Statistical Society. Series B: Statistical Methodology

English