Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach

The study aimed at stabilizing the changing variance using the logarithmic transformation to achieve a significant proportion of stability and a faster rate of convergence of the steady state transition probability in Markov chains. The traditional Markov chain and logarithmic-modified Markov chain...

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Detaylı Bibliyografya
Asıl Yazarlar: Imoh Udo Moffat, James Augustine Ukpabio, Emmanuel Alphonsus Akpan
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: Springer 2020-10-01
Seri Bilgileri:Journal of Statistical Theory and Applications (JSTA)
Konular:
Convergence
Heteroscdasticity
Logarithmic transformation
Markov chain
Stochastic process
Transition matrix
Online Erişim:https://www.atlantis-press.com/article/125945156/view
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