Seminar Katedre za verovatnoću i statistiku, 5. septembar 2024.

Naredni sastanak Seminara biće održan u četvrtak, 5. septembra 2024, u sali 840 Matematičkog fakulteta sa početkom u 12 časova.

Predavač:  dr Dimitrije Cicmilović, Deutsche Bank

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

Apstrakt:  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.

Napomena: Predavanje je moguće pratiti i na daljinu preko ZOOM platforme.

Link za pristup je:
https://zoom.us/j/98503253442?pwd=FPtXrGpFCW8RJy4QJ68giberr0L2hV.1

Meeting ID: 985 0325 3442

Passcode: 421290


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