Poisson Approximation of Processes with Locally Independent Increments and Semi-Markov Switching – Toward Application in Reliability

2009 ◽  
pp. 105-116 ◽  
Author(s):  
V.S. Koroliuk ◽  
N. Limnios ◽  
I.V. Samoilenko
Keyword(s):  
Markov Switching ◽  
Poisson Approximation ◽  
Independent Increments

scholarly journals Poisson approximation of increment processes with Markov switching

2004 ◽  
Vol 49 (4) ◽  
pp. 726-742
Author(s):  
Владимир Семенович Королюк ◽  
Vladimir Semenovich Korolyuk ◽  
Николас Лимниос ◽  
Nikolaos Limnios
Keyword(s):  
Markov Switching ◽  
Poisson Approximation

Poisson Approximation of Increment Processes with Markov Switching

2005 ◽  
Vol 49 (4) ◽  
pp. 629-644 ◽  
Author(s):  
V. S. Korolyuk ◽  
N. Limnios
Keyword(s):  
Markov Switching ◽  
Poisson Approximation

Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching

2011 ◽  
Vol 29 (5) ◽  
pp. 769-778 ◽  
Author(s):  
V. S. Koroliuk ◽  
N. Limnios ◽  
I. V. Samoilenko
Keyword(s):  
Markov Switching ◽  
Poisson Approximation ◽  
Recurrent Process

Forecasting Bitcoin Risk with Markov-Switching GARCH Models

2018 ◽  
Author(s):  
David Ardia ◽  
Keven Bluteau ◽  
Maxime RRede
Keyword(s):  
Markov Switching ◽  
Garch Models
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