Found 97029 papers in total
Autoregressive logistic processes
1989,
A stochastic model is presented which yields a stationary Markov process whose invariant distribution is...
The hazard and vitality measures of ageing
1989,
A new measure of the ageing process called the vitality measure is introduced. It measures the...
Modified Lindley process with replacement: Dynamic behavior, asymptotic decomposition and applications
1989,
The authors consider a discrete-time stochastic process { W n ,n≥0} governed by i.i.d random variables...
Some remarks on Brownian motion with drift
1989,
Certain limit theorems due to Berman involve the total time spent by Brownian motion with positive drift...
Optimal strategies for discovering new species in continuous time
1989,
Consider a population of distinct species s j ,j∈J, members of which are selected at different time...
A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
1989,
Special symmetry conditions on the transition p.d.f. of one-dimensional time-homogeneous diffusion...
Extremal processes, secretary problems and the 1/e law
1989,
The paper considers a class of secretary problems in which the order of arrival of candidates is no longer...
Limit theorems for jump shock models
1989,
The paper considers an additive shock process where shocks occur according to a Poisson point process and...
A population process with offspring distribution depending on both population size and generation
1989,
A population process { Z n } is defined, with offspring distribution depending on both population size and...
On the two-boundary first-crossing-time problem for diffusion processes
1990,
The first-crossing-time problem through two time-dependent boundaries for one-dimensional diffusion...
Parameter estimation by deterministic approximation of a solution of a stochastic differential equation
1990,
Consider a diffusion X=(X t ,t≥0) in R d which is a solution of (i) d X t =f(θ,X t ) d t+ d...
The trader's problem
1990,
A model for trends in security prices proposed by S.J. Taylor is used to develop a trading strategy that...
Hankel system of moments and the Gauss-Galerkin method
1990,
When the coefficients of stochastic differential equations are polynomials, the moments of the solution...
Computation of the distribution of the completion time when the work requirement is a PH random variable
1990,
In this paper the authors derive the distribution of the completion time of a job with a PH-distributed...
Random self-avoiding walks on one-dimensional lattices
1990,
For a general class of one-dimensional lattices, the authors show that the generating function for...
Estimating selective advantage and related parameters of a model for two populations competing in a bounded environment
1990,
Martingale theory and a method of moments are used to derive a class of estimators for the selective...
On Wiener-Ito representation and the best linear predictors for bilinear time series
1989,
This paper gives the necessary and sufficient condition for the second-order stationarity of lower...
A comparison of the ordinary and a varying parameter exponential smoothing
1989,
An adaptive-type exponential smoothing, motivated by an insurance tariff problem, is treated. We consider...
On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
1990,
Let { x t } be a discrete-time multivariate stationary process possessing an infinite autoregressive...
Non-negative time series models for dry river flow
1990,
Non-negative time series which are first-order autoregressive with a mixed exponential innovation process...
Recursive estimation and forecasting of non-stationary time series
1990,
The paper presents a unified, fully recursive approach to the modelling and forecasting of non-stationary...
Sliding simulation: A new approach to time series forecasting
1990,
This paper proposes a new approach to time series forecasting based upon three premises. First, a model is...
A full analytical implementation of the PARTAN/Frank-Wolfe algorithm for equilibrium assignment
1990,
The authors show that an essential step in the PARTAN variant of the Frank-Wolfe algorithm for equilibrium...
Multiobjective transportation considerations in multiple facility location
1990,
Transportation costs and customer responsiveness are both important considerations in locating production,...
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