1.
Stationarity and High-order Moments for Markov-Switching GARCH Models;
马尔可夫转换GARCH模型的平稳性和高阶矩
2.
state transition diagram of Markov chain
马尔可夫链状态转换图
3.
Research on Volatility Persistence of Markov Regime Switching GARCH
马尔科夫状态转换GARCH模型的波动持续性研究——对估计方法的探讨
4.
Markov switching behavior in RMB s real exchange rates;
人民币实际汇率中的马尔可夫转换行为
5.
Research on HMM-based Voice Conversion
基于隐马尔可夫模型的说话人转换研究
6.
The Research of Stock Market Volatility Based on Markov Regime Switch Stochastic Volatility Model;
基于马尔可夫结构转换随机波动模型的股市波动性研究
7.
Volatility Modeling with Markov Regime Switching and Its Applications;
具有马尔可夫结构转换机制的波动模型及其应用
8.
GMM Estimation for the Markov-switching Multi-fractal Model and Its Empirical Application
多维分形马尔可夫转换模型的广义矩估计及其实证运用
9.
An Empirical Study of Stochastic Volatility Diffusion Model of Short-term Interest Rates with Markov-Switching
马尔可夫状态转换加随机波动瞬时利率模型实证研究
10.
Voice Conversion with the Combination of HMM and GMM
基于隐马尔可夫模型和高斯混合模型结合的声音转换方法
11.
Parametric Estimate of Wavelet Transformation on Hidden Markov Processes;
隐马尔可夫过程小波变换的参数估计
12.
Measuring VaR by Markov Switching Models;
基于马尔可夫区制转移模型的VaR度量
13.
Value-at-Risk Model Based on Switching Regime CAPM;
基于马尔科夫机制转换CAPM的VaR模型研究
14.
Capital Assert Price Model Based on Markov Switching;
基于马尔科夫转换下的资本资产定价模型
15.
The Empirical Research of CAPM based on Markov Regime Switching;
基于马尔科夫状态转换下的CAPM实证研究
16.
Markov-Switching Model and Its Application to the Stock Market of China;
马尔可夫切换模型及其在中国股市中的应用
17.
Ergodicity for Q-Processes with Markovian Switching
带马尔可夫切换的Q过程的遍历性(英文)
18.
An Empirical Study of Periodically Collapsing Speculative Bubbles in China s Stock Market:Based on Markov Regime Switching Method;
我国股市周期性破灭型投机泡沫实证研究——基于马尔可夫区制转换方法