Seminar of the Department of Probability and Statistics

У четвртак 5. септембра 2024. у 12:00 часова, у сали  840, биће одржано предавање:  др  Димитрије Цицмиловић (Deutsche Bank)

под називом

EXACT FILTERS AND PARAMETER ESTIMATION FOR MARKOV MODULATED TIME-DISCRETE LOGISTIC GROWTH PROCESS 

Резиме: We investigate a Milstein approximation of the logistic growth process governed by a Hidden Markov model. The model allows regime-switching behaviour and we consequently obtain optimal estimates of the model parameters   by employing adaptive filtering. As an example of application of the model we consider the forecasting of new infection cases of COVID-19 virus in the USA.

Линк за приступ је https://zoom.us/j/98503253442?pwd=FPtXrGpFCW8RJy4QJ68giberr0L2hV.1

Meeting ID: 985 0325 3442

Passcode: 421290