Journal of Applied Econometrics, Vol. 20, No. 2, Recent Developments in Business Cycle Analysis (2005), pp. 253-274 (22 pages) The objective of this paper is to evaluate the effectiveness of using a ...
Probabilistic model checking and Markov decision processes (MDPs) form two interlinked branches of formal analysis for systems operating under uncertainty. These techniques offer a mathematical ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 58, No. 3 (Jul., 2009), pp. 405-426 (22 pages) A new hidden Markov model for the space-time evolution of daily rainfall is ...