Elements of Stochastic Modelling

DOI10.1142/9000zbMATH Open1291.60004OpenAlexW4246503064MaRDI QIDQ5169492

K. Borovkov

Publication date: 10 July 2014

Full work available at URL: https://doi.org/10.1142/9000

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

Related Items (4)

Supplementary variable technique in stochastic models ⋮ Stochastic models based on moment matching ⋮ [[Publication:4805588|Title not available (Why is that?)]] ⋮ Elements of stochastic dynamics

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