Finite Dimensional State Representation of Linear and Nonlinear Delay Systems
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Dynamics and Differential Equations"
DOI: 10.1007/s10884-017-9611-5
Abstract: We consider the question of when delay systems, which are intrinsically infinite dimensional, can be represented by finite dimensional systems. Specifically, we give conditions for when all the information about the solutions of the delay… read more here.
Keywords: state representation; finite dimensional; delay; delay systems ... See more keywords
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Sign Up to like & getrecommendations! Published in 2018 at "Economics Letters"
DOI: 10.1016/j.econlet.2018.06.009
Abstract: Abstract The Markov-switching multifractal process, and recent extensions such as the factorial hidden Markov volatility model, correspond to tightly parametrized hidden Markov models characterized by a high-dimensional state space. Because the central component in these… read more here.
Keywords: characterized high; high dimensional; regime switching; state space ... See more keywords