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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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Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Imoh Udo Moffat, James Augustine Ukpabio, Emmanuel Alphonsus Akpan
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: Springer 2020-10-01
Cyfres:Journal of Statistical Theory and Applications (JSTA)
Pynciau:
Mynediad Ar-lein:https://www.atlantis-press.com/article/125945156/view
Tagiau: Ychwanegu Tag
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