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A queueing system with an SIR-type infection.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 3, p. 1, doi. 10.1017/S0269964823000256
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- Article
Drivers of Wolf Activity in a Human‐Dominated Landscape and Its Individual Variability Toward Anthropogenic Disturbance.
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- Ecology & Evolution (20457758), 2024, v. 14, n. 10, p. 1, doi. 10.1002/ece3.70397
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Coherent Set Identification Via Direct Low Rank Maximum Likelihood Estimation.
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- Journal of Nonlinear Science, 2025, v. 35, n. 1, p. 1, doi. 10.1007/s00332-024-10091-x
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A UUV Cluster Route-Planning Method for Dynamic Target Search.
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- Electronics (2079-9292), 2024, v. 13, n. 20, p. 4033, doi. 10.3390/electronics13204033
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- Article
Learning About Sea Level Rise Uncertainty Improves Coastal Adaptation Decisions.
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- Earth's Future, 2024, v. 12, n. 10, p. 1, doi. 10.1029/2024EF004704
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Medium- and Long-Term Power System Planning Method Based on Source-Load Uncertainty Modeling.
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- Energies (19961073), 2024, v. 17, n. 20, p. 5088, doi. 10.3390/en17205088
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A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms.
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- Computational Economics, 2024, v. 64, n. 3, p. 1837, doi. 10.1007/s10614-023-10501-4
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Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets.
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- Computational Economics, 2024, v. 64, n. 3, p. 1775, doi. 10.1007/s10614-023-10490-4
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Coupled Hydrogeophysical Modeling to Constrain Unsaturated Soil Parameters for a Slow‐Moving Landslide.
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- Water Resources Research, 2024, v. 60, n. 10, p. 1, doi. 10.1029/2023WR036319
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Stationary Bayesian–Markov Equilibria in Bayesian Stochastic Games with Periodic Revelation.
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- Games (20734336), 2024, v. 15, n. 5, p. 31, doi. 10.3390/g15050031
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- Article
Cost effectiveness comparison of dutasteride and finasteride in patients with benign prostatic hyperplasia – The Markov model based on data from Montenegro.
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- Vojnosanitetski Pregled: Military Medical & Pharmaceutical Journal of Serbia, 2016, v. 73, n. 1, p. 26, doi. 10.2298/VSP141024129D
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- Article
Cost-effectiveness analysis of tocilizumab in combination with methotrexate for rheumatoid arthritis: A Markov model based on data from Serbia, country in socioeconomic transition.
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- Vojnosanitetski Pregled: Military Medical & Pharmaceutical Journal of Serbia, 2014, v. 71, n. 2, p. 144, doi. 10.2298/VSP1402144K
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TWO-TILE BOARD GAMES.
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- Diagram, 2023, v. 23, n. 6, p. 15
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A survey of current Bayesian gene mapping methods.
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- Human Genomics, 2004, v. 1, n. 5, p. 371, doi. 10.1186/1479-7364-1-5-371
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- Article
CONSISTENT CLIMATE POLICIES.
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- Journal of the European Economic Association, 2018, v. 16, n. 1, p. 1, doi. 10.1093/jeea/jvx010
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- Article
Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters*.
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- Journal of Financial Econometrics, 2022, v. 20, n. 3, p. 391, doi. 10.1093/jjfinec/nbaa021
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- Article
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates*.
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- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 789, doi. 10.1093/jjfinec/nbz026
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An Anatomy of Industry Merger Waves.
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- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 153, doi. 10.1093/jjfinec/nby025
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Likelihood Inference for a COGARCH Process Using Sequential Monte Carlo.
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- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 229, doi. 10.1093/jjfinec/nby012
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- Article
Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series.
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- Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 91, doi. 10.1093/jjfinec/nby019
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Infinite-State Markov-Switching for Dynamic Volatility.
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- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 418, doi. 10.1093/jjfinec/nbv017
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Identifying Speculative Bubbles Using an Infinite Hidden Markov Model.
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- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 159, doi. 10.1093/jjfinec/nbu025
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- Article
Pricing Stock Market Volatility: Does it Mailer whether the Volatility is Related to the Business Cycle?
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- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 307, doi. 10.1093/jjfinec/nbt014
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Regime Switching and Bond Pricing.
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- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 237, doi. 10.1093/jjfinec/nbt019
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Default, Liquidity, and Crises: an Econometric Framework.
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- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 221, doi. 10.1093/jjfinec/nbs020
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Component-Driven Regime-Switching Volatility.
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- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 263, doi. 10.1093/jjfinec/nbs023
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Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 519, doi. 10.1093/jjfinec/nbq027
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MCMC Estimation of the COGARCH(1,1) Model.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 481, doi. 10.1093/jjfinec/nbq029
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- Article
Risk-Price Dynamics.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 3, doi. 10.1093/jjfinec/nbq030
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- Article
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 450, doi. 10.1093/jjfinec/nbp027
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Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models.
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- Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 88, doi. 10.1093/jjfinec/nbp026
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Stationarity of a Markov-Switching GARCH Model.
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- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 573, doi. 10.1093/jjfinec/nbl004
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Switching VARMA Term Structure Models.
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- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 105, doi. 10.1093/jjfinec/nbl009
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Respondent-Driven Sampling II: Deriving Valid Population Estimates from Chain-Referral Samples of Hidden Populations.
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- Social Problems, 2002, v. 49, n. 1, p. 11, doi. 10.1525/sp.2002.49.1.11
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Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?
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- Scottish Journal of Political Economy, 2019, v. 66, n. 2, p. 246, doi. 10.1111/sjpe.12170
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Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach.
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- Scottish Journal of Political Economy, 2016, v. 63, n. 2, p. 135, doi. 10.1111/sjpe.12087
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BUBBLES IN EXCHANGE RATES AND MONETARY POLICY.
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- Scottish Journal of Political Economy, 2011, v. 58, n. 1, p. 29, doi. 10.1111/j.1467-9485.2010.00539.x
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- Article
MONETARY POLICY WITH A WIDER INFORMATION SET: A BAYESIAN MODEL AVERAGING APPROACH.
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- Scottish Journal of Political Economy, 2008, v. 55, n. 1, p. 1, doi. 10.1111/j.1467-9485.2008.00446.x
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- Article
CREDIBILITY, MACROECONOMIC FUNDAMENTALS AND MARKOV REGIME SWITCHES IN THE EMS.
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- Scottish Journal of Political Economy, 2004, v. 51, n. 4, p. 453, doi. 10.1111/j.0036-9292.2004.00316.x
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Have output growth rates stabilised? evidence from the g-7 economies.
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- Scottish Journal of Political Economy, 2003, v. 50, n. 3, p. 232, doi. 10.1111/1467-9485.5003008
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Distribution Dynamics and Cross-Country Convergence: A New Approach.
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- Scottish Journal of Political Economy, 2001, v. 48, n. 2, doi. 10.1111/1467-9485.00196
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- Article
What can Mathematical Models Tell us About Occupational Mobility?
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- Sociological Inquiry, 1970, v. 40, n. 2, p. 258, doi. 10.1111/j.1475-682X.1970.tb01011.x
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Toward a "Simple" Mathematical Model of Society.
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- Sociological Inquiry, 1967, v. 37, n. 2, p. 211, doi. 10.1111/j.1475-682X.1967.tb00650.x
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- Article
A Perpetual Race to Stay Ahead.
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- Review of Economic Studies, 2004, v. 71, n. 4, p. 1064, doi. 10.1111/j.1467-937X.2004.00314.x
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- Article
A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft.
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- Review of Economic Studies, 2004, v. 71, n. 3, p. 581, doi. 10.1111/j.1467-937X.2004.00297.x
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- Article
Strategic Ignorance as a Self-Disciplining Device.
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- Review of Economic Studies, 2000, v. 67, n. 3, p. 529, doi. 10.1111/1467-937x.00142
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Experimentation in Markets.
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- Review of Economic Studies, 2000, v. 67, n. 2, p. 213, doi. 10.1111/1467-937x.00128
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Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
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- Review of Economic Studies, 1998, v. 65, n. 3, p. 361, doi. 10.1111/1467-937x.00050
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- Article
Dynamic Insurance with Private Information and Balanced Budgets.
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- Review of Economic Studies, 1995, v. 62, n. 4, p. 577, doi. 10.2307/2298078
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- Article
Markov-perfect industry dynamics: A framework for empirical work.
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- Review of Economic Studies, 1995, v. 62, n. 1, p. 53, doi. 10.2307/2297841
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- Article