{"id":4549,"date":"2024-09-02T07:14:06","date_gmt":"2024-09-02T07:14:06","guid":{"rendered":"https:\/\/www.stat.matf.bg.ac.rs\/?p=4549"},"modified":"2024-09-02T07:23:00","modified_gmt":"2024-09-02T07:23:00","slug":"%d1%81%d0%b5%d0%bc%d0%b8%d0%bd%d0%b0%d1%80-%d0%ba%d0%b0%d1%82%d0%b5%d0%b4%d1%80%d0%b5-%d0%b7%d0%b0-%d0%b2%d0%b5%d1%80%d0%be%d0%b2%d0%b0%d1%82%d0%bd%d0%be%d1%9b%d1%83-%d0%b8-%d1%81%d1%82%d0%b0%d1%82-16","status":"publish","type":"post","link":"https:\/\/www.stat.matf.bg.ac.rs\/en\/%d1%81%d0%b5%d0%bc%d0%b8%d0%bd%d0%b0%d1%80-%d0%ba%d0%b0%d1%82%d0%b5%d0%b4%d1%80%d0%b5-%d0%b7%d0%b0-%d0%b2%d0%b5%d1%80%d0%be%d0%b2%d0%b0%d1%82%d0%bd%d0%be%d1%9b%d1%83-%d0%b8-%d1%81%d1%82%d0%b0%d1%82-16\/","title":{"rendered":"Seminar of the Department of Probability and Statistics"},"content":{"rendered":"
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<\/p>\n

\u0423 \u0447\u0435\u0442\u0432\u0440\u0442\u0430\u043a 5. \u0441\u0435\u043f\u0442\u0435\u043c\u0431\u0440\u0430 2024. \u0443 12:00 \u0447\u0430\u0441\u043e\u0432\u0430, \u0443 \u0441\u0430\u043b\u0438\u00a0 840, \u0431\u0438\u045b\u0435 \u043e\u0434\u0440\u0436\u0430\u043d\u043e \u043f\u0440\u0435\u0434\u0430\u0432\u0430\u045a\u0435:\u00a0 \u0434\u0440\u00a0 \u0414\u0438\u043c\u0438\u0442\u0440\u0438\u0458\u0435 \u0426\u0438\u0446\u043c\u0438\u043b\u043e\u0432\u0438\u045b (Deutsche Bank)<\/p>\n

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EXACT FILTERS AND PARAMETER ESTIMATION FOR MARKOV MODULATED TIME-DISCRETE LOGISTIC GROWTH PROCESS<\/span>\u00a0<\/span><\/p>\n

\u0420\u0435\u0437\u0438\u043c\u0435<\/b>:\u00a0We 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\u00a0 \u00a0by 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.<\/span><\/p>\n

\u041b\u0438\u043d\u043a \u0437\u0430 \u043f\u0440\u0438\u0441\u0442\u0443\u043f \u0458\u0435\u00a0https:\/\/zoom.us\/j\/98503253442?pwd=FPtXrGpFCW8RJy4QJ68giberr0L2hV.1<\/span><\/span><\/a><\/p>\n

Meeting ID: 985 0325 3442<\/span><\/p>\n

Passcode: 421290<\/span><\/p>\n

\u00a0<\/h2>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"

\u0423 \u0447\u0435\u0442\u0432\u0440\u0442\u0430\u043a 5. \u0441\u0435\u043f\u0442\u0435\u043c\u0431\u0440\u0430 2024. \u0443 12:00 \u0447\u0430\u0441\u043e\u0432\u0430, \u0443 \u0441\u0430\u043b\u0438\u00a0 840, \u0431\u0438\u045b\u0435 \u043e\u0434\u0440\u0436\u0430\u043d\u043e \u043f\u0440\u0435\u0434\u0430\u0432\u0430\u045a\u0435:\u00a0 \u0434\u0440\u00a0 \u0414\u0438\u043c\u0438\u0442\u0440\u0438\u0458\u0435 \u0426\u0438\u0446\u043c\u0438\u043b\u043e\u0432\u0438\u045b (Deutsche Bank) \u043f\u043e\u0434 \u043d\u0430\u0437\u0438\u0432\u043e\u043c EXACT FILTERS AND PARAMETER ESTIMATION FOR MARKOV MODULATED TIME-DISCRETE LOGISTIC GROWTH PROCESS\u00a0 \u0420\u0435\u0437\u0438\u043c\u0435:\u00a0We investigate a Milstein approximation of the logistic growth process governed by a Hidden Markov model. The model allows regime-switching behaviour and […]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-4549","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"blocksy_meta":[],"_links":{"self":[{"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/posts\/4549","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/comments?post=4549"}],"version-history":[{"count":4,"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/posts\/4549\/revisions"}],"predecessor-version":[{"id":4553,"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/posts\/4549\/revisions\/4553"}],"wp:attachment":[{"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/media?parent=4549"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/categories?post=4549"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.stat.matf.bg.ac.rs\/en\/wp-json\/wp\/v2\/tags?post=4549"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}