“...Product-harm crises are among a firm’s worst nightmares. A firm may experience (i) a loss in baseline sales, (ii) a reduced own effectiveness for its marketing...”

“...We extend the well-known static spatial Durbin model by introducing a time-varying spatial dependence parameter. The updating steps for this model are...”

“...Operating rules have been used widely to decide reservoir operations because of their capacity for coping with uncertain inflow. However, stationary operating...”

“...The model parameters of linear state space models are typically estimated with maximum likelihood estimation, where the likelihood is computed analytically...”

“...Summary Joint estimation of states and time‐varying parameters of linear stochastic systems is of practical importance for fault diagnosis and fault tolerant...”

“...ABSTRACTIn this paper, we forecast EU area inflation with many predictors using time‐varying parameter models. The facts that time‐varying parameter models are...”

“...Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated...”

“...The “linear parametric neurotransmitter PET” (lp‐ntPET) model estimates time variation in endogenous neurotransmitter levels from dynamic PET data. The pattern...”

“...We estimate the effect of government spending shocks on the U.S. economy with a time‐varying parameter vector autoregression. The recent Great Recession period...”

“...The least mean square methods include two typical parameter estimation algorithms, which are the projection algorithm and the stochastic gradient algorithm,...”