نتایج جستجو برای: time varying parameter method

تعداد نتایج: 3400743  

Journal: :Physica Scripta 2021

In this paper, we study the dynamical behaviour of Universe in $F(R,G)$ theory gravity, where $R$ and $G$ respectively denote Ricci scalar Gauss-Bonnet invariant. Our wide analysis encompasses energy conditions, cosmographic parameters, $Om(z)$ diagnostic, stability viability reconstructing referred model through a field formalism. The obtained here shows quintessence like at late times.

Journal: :Journal of Applied Econometrics 2022

US yield curve dynamics are subject to time-variation, but there is ambiguity about its precise form. This paper develops a vector autoregressive (VAR) model with time-varying parameters and stochastic volatility, which treats the nature of parameter as unknown. Coefficients can evolve according random walk, Markov switching process, observed predictors, or depend on mixture these. To decide fo...

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