Stochastic modeling of regime shifts
By Franco Biondi, Tomasz J. Kozubowski, Anna K. Panorska. 2002
52 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/01fbdda3357c0f19a1c6d4ad29cb28f236d44895
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In Finance
In Global and Planetary Change
Citations in the corpus
- A new model for quantifying climate episodes (2005, methodology): “This is consistent with defining duration as the waiting time until the process {Wi, i ≥ 1} crosses the reference level (see Feller (1957) and Sen (1980) for precipitation and Biondi et al. (2002) for any climate variable).”