We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved two-state indicator variable that follows a Markov ...
Abstract We study the initial value problem (*){cΔαu(n)=Au(n+1),n∈ℕ0;u(0)=u0∈X, when 𝐴 is a closed linear operator with domain 𝐷(𝐴) defined on a Banach space 𝑋. We introduce a method based on the ...
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