• Suche: "Sample path analysis"

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1

Sample path properties of an explosive double autoregressive model.
Liu, Feng ; Li, Dong ; Kang, Xinmei
Econometric Reviews. 2018, Vol. 37 Issue 5, p484-490. 7p.

SAMPLE path analysis AUTOREGRESSIVE models WIENER processes MULTILEVEL models LYAPUNOV exponents
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2

Sample Path Asymmetries in Non-Gaussian Random Processes.
Baxevani, Anastassia ; Podgórski, Krzysztof ; Wegener, Jörg
Scandinavian Journal of Statistics. Dec2014, Vol. 41 Issue 4, p1102-1123. 22p.

STOCHASTIC processes SAMPLE path analysis PROBABILITY theory SYSTEM analysis AUTOCORRELATION (Statist...
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3

The idle period of the finite G/M/1 queue with an interpretation in risk theory
Löpker, Andreas ; Perry, David ; Department of Mathematics and Computer Science [Eindhoven] (TU/e) ; et al.
Queueing Systems. 64(4):395-407

Idle period 68M20 90B22 91B30 60K25 Deficit at ruin …
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4

Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes.
Kawai, Reiichiro
Methodology & Computing in Applied Probability. Mar2017, Vol. 19 Issue 1, p175-211. 37p.

SAMPLE path analysis SIMULATION methods & mod... AUTOREGRESSIVE models MOVING average process CONTINUOUS time systems
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5

Multifractal properties of sample paths of ground state-transformed jump processes.
Lőrinczi, József ; Yang, Xiaochuan
Chaos, Solitons & Fractals. Mar2019, Vol. 120, p83-94. 12p.

JUMP processes SAMPLE path analysis STOCHASTIC differential... SCHRODINGER operator FRACTAL dimensions
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6

TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS.
Chen, Weiwei ; Baveja, Alok ; Melamed, Benjamin
Probability in the Engineering & Informational Sciences. Jan2018, Vol. 32 Issue 1, p126-143. 18p.

SAMPLE path analysis TIME series analysis MARGINAL distributions AUTOCORRELATION (Statist... PIECEWISE linear topolog... RANDOM variables
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7

Sample paths of a Lévy process leading to first passage over high levels in finite time.
Griffin, Philip S. ; Roberts, Dale O.
Stochastic Processes & Their Applications. May2016, Vol. 126 Issue 5, p1331-1352. 22p.

SAMPLE path analysis LEVY processes ESTIMATION theory SET theory MATHEMATICAL convolution... ACTUARIAL risk
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8

Sample-path analysis of queues with batch arrivals.
El-Taha, Muhammad
Computers & Industrial Engineering. Apr2014, Vol. 70, p98-106. 9p.

SAMPLE path analysis QUEUING theory CLIENT/SERVER computing MATHEMATICAL proofs CONSERVATION laws (Mathe... MATHEMATICAL formulas
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9

Structured maintenance policies on interior sample paths.
Lisa M. Maillart ; Ludmila Zheltova
Naval Research Logistics. Sep2007, Vol. 54 Issue 6, p645-655. 11p.

SAMPLE path analysis COST control PRODUCTION scheduling MARKOV spectrum
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10

On cumulative jump random variables.
Tortorella, Michael
Annals of Operations Research. Jul2013, Vol. 206 Issue 1, p485-500. 16p.

RANDOM variables SAMPLE path analysis INTEGRAL representations MATHEMATICAL formulas INTERVAL analysis
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11

Telling from Discrete Data Whether the Underlying Continuous–Time Model Is a Diffusion.
AÏT-SAHALIA, YACINE
Journal of Finance (Wiley-Blackwell); Oct2002, Vol. 57 Issue 5, p2075-2112, 38p, 2 Diagrams, 2 Charts, 8 Graphs

DISCRETE-time systems ECONOMETRIC models OPTIONS (Finance) TIME series analysis ECONOMETRICS SAMPLE path analysis …
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12

Some sample path properties of multifractional Brownian motion.
Balança, Paul
Stochastic Processes & Their Applications. Oct2015, Vol. 125 Issue 10, p3823-3850. 28p.

SAMPLE path analysis WIENER processes MATHEMATICAL functions CONTINUOUS functions MATHEMATICAL regularizat... GAUSSIAN processes
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13

Wireless scheduling with partial channel state information: large deviations and optimality.
Gopalan, Aditya ; Caramanis, Constantine ; Shakkottai, Sanjay
Queueing Systems. Aug2015, Vol. 80 Issue 4, p293-340. 48p.

TIME-varying networks SAMPLE path analysis COMPUTER scheduling WIRELESS communications DATA packeting PACKET switching
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14

A Sample Path Analysis of the Delay in the M/G/C System
Seshadri, Sridhar
Journal of Applied Probability, 1996 Mar 01. 33(1), 256-266.

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15

Sample-path analysis of general arrival queueing systems with constant amount of work for all customers.
Yao, Yi-Ching ; Miao, Daniel
Queueing Systems. Mar2014, Vol. 76 Issue 3, p283-308. 26p.

SAMPLE path analysis SYSTEMS theory SET theory CONTINUOUS time systems DISCRETE time filters DISTRIBUTION (Probabilit...
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16

Little's law when the average waiting time is infinite.
Wolff, Ronald ; Yao, Yi-Ching
Queueing Systems. Mar2014, Vol. 76 Issue 3, p267-281. 15p.

STOCHASTIC analysis SAMPLE path analysis SYSTEM analysis MATHEMATICAL proofs MATHEMATICAL analysis
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17

SIMULATION OF SAMPLE PATHS AND DISTRIBUTION OF LIU INTEGRALS.
FATHI-VAJARGAH, BEHROUZ ; GHASEMALIPOUR, SARA ; DOOSTI, MARYAM
Journal of Hyperstructures; 2021, Vol. 10 Issue 1, p73-85, 13p

UNCERTAINTY (Information... FUZZY integrals SIMULATION methods & mod... SAMPLE path analysis PROBABILITY theory
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18

How Sample Paths of Leaky Integrate-and-Fire Models Are Influenced by the Presence of a Firing Threshold.
Greenwood, Priscilla E. ; Sacerdote, Laura
Neural Computation. Jul2011, Vol. 23 Issue 7, p1743-1767. 25p.

SAMPLE path analysis MATHEMATICAL models DATA analysis STOCHASTIC differential... ELECTRIC noise SIMULATION methods & mod... …
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19

On testing the bioequivalence of several treatments using the measure of distance.
Chen, HubertJ. ; Wen, Miin-Jye ; Wang, AndrewMinglong
Statistics. Oct2009, Vol. 43 Issue 5, p513-530. 18p. 8 Charts.

HYPOTHESIS SAMPLE path analysis STATISTICS SYSTEM analysis MATHEMATICAL statistics
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20

Estimates of Sample Paths of Dynamical Systems Described by Stochastic Differential Equations.
Nguyen Huu Du ; Nguyen Van Sanh
Southeast Asian Bulletin of Mathematics. 2009, Vol. 33 Issue 3, p497-508. 12p.

ESTIMATION theory SAMPLE path analysis NUMERICAL solutions to s... LOGARITHMS ITERATIVE methods (Mathe... GRONWALL inequalities …
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