Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

JOURNAL ARTICLE published 3 April 2017 in Stochastic Models

Authors: A. Bartlett | W. P. McCormick

Self-stabilizing processes

JOURNAL ARTICLE published 2 October 2018 in Stochastic Models

Authors: K. J. Falconer | J. Lévy Véhel

Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter

JOURNAL ARTICLE published January 2005 in Stochastic Models

Authors: David A. Stanford | Guy Latouche | Douglas G. Woolford | Dennis Boychuk | Alek Hunchak

A Random Multifractal Model with a Given Spectrum

JOURNAL ARTICLE published September 2006 in Stochastic Models

Authors: Balázs Székely | Trang Dinh Dang | István Maricza | Sándor Molnár

On the Pathwise Growth Rates of Large Fluctuations of Stochastic Population Systems with Infinite Delay

JOURNAL ARTICLE published 31 January 2011 in Stochastic Models

Authors: Fuke Wu | Shigeng Hu

Semi-Markov-Modulated Infinite-Server Queues: Approximations by Time-Scaling

JOURNAL ARTICLE published July 2012 in Stochastic Models

Authors: Ton Hellings | Michel Mandjes | Joke Blom

Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks

JOURNAL ARTICLE published 2 January 2015 in Stochastic Models

Authors: Enkelejd Hashorva | Jinzhu Li

Marcel F. Neuts Prize for the Best Paper in Stochastic Models

JOURNAL ARTICLE published 4 January 2003 in Stochastic Models

Goodput Analysis Using Terminating MAP for a Class of Discrete-Time Queueing Models

JOURNAL ARTICLE published October 2011 in Stochastic Models

Authors: Attahiru Sule Alfa | Haitham Abu Ghazaleh

Preface

JOURNAL ARTICLE published January 2005 in Stochastic Models

On the Time Reversal of Markovian Arrival Processes

JOURNAL ARTICLE published 31 December 2004 in Stochastic Models

Authors: Allan T. Andersen | Marcel F. Neuts | Bo Friis Nielsen

On occupation times for a risk process with reserve-dependent premium

JOURNAL ARTICLE published 30 May 2002 in Stochastic Models

Authors: S. N. Chiu | Chuancun Yin

A Tandem Queue with Server Slow-Down and Blocking

JOURNAL ARTICLE published January 2005 in Stochastic Models

Authors: N. D. van Foreest | J. C. W. van Ommeren | M. R. H. Mandjes | W. R. W. Scheinhardt

The stability of the probability of ruin

JOURNAL ARTICLE published 2 January 2020 in Stochastic Models

Authors: Riccardo Gatto

Quasi-Birth-and-Death Processes with Rational Arrival Process Components

JOURNAL ARTICLE published 4 August 2010 in Stochastic Models

Authors: N. G. Bean | B. F. Nielsen

Optimisation in Non-Life Insurance

JOURNAL ARTICLE published December 2006 in Stochastic Models

Authors: Hanspeter Schmidli

Ruin probabilities for risk processes in a bipartite network

JOURNAL ARTICLE published 1 October 2020 in Stochastic Models

Authors: Anita Behme | Claudia Klüppelberg | Gesine Reinert

Maximum Likelihood Estimation in Alternating Renewal Processes Under Window Censoring

JOURNAL ARTICLE published May 2006 in Stochastic Models

Authors: Enrique E. Alvarez

Queueing with priorities and standard service: Stoppable and unstoppable servers

JOURNAL ARTICLE published 2 October 2022 in Stochastic Models

Authors: Moshe Haviv | Yoav Kerner

MAP fitting by count and inter-arrival moment matching

JOURNAL ARTICLE published 3 July 2018 in Stochastic Models

Authors: Walid W. Nasr | Ali Charanek | Bacel Maddah