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Energy analysis using semi‐Markov modeling for the base station in 5G networks.
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- International Journal of Communication Systems, 2024, v. 37, n. 4, p. 1, doi. 10.1002/dac.5678
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- Article
Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits.
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- Annals of Finance, 2023, v. 19, n. 3, p. 383, doi. 10.1007/s10436-022-00422-x
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- Article
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy.
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- Methodology & Computing in Applied Probability, 2023, v. 25, n. 2, p. 1, doi. 10.1007/s11009-023-10026-1
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- Article
Stochastic modelling of sleeping strategy in 5G base station for energy efficiency.
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- Telecommunication Systems, 2023, v. 83, n. 2, p. 115, doi. 10.1007/s11235-023-01001-9
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- Article
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach.
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- Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 3, p. 408, doi. 10.1002/asmb.2751
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- Article
Stochastic modeling for energy efficiency in modified directional discontinuous reception for LTE‐5G networks.
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- International Journal of Communication Systems, 2023, v. 36, n. 6, p. 1, doi. 10.1002/dac.5434
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- Article
Analysis of energy efficiency of small cell base station in 4G/5G networks.
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- Telecommunication Systems, 2023, v. 82, n. 3, p. 381, doi. 10.1007/s11235-022-00987-y
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- Article
Analysis of a Multiple M/M/1/DV Queueing System with a Dual-Threshold Policy, Vacation Interruption and a Waiting Server.
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- Bulletin of the Iranian Mathematical Society, 2022, v. 48, n. 6, p. 3561, doi. 10.1007/s41980-022-00709-9
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- Article
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk.
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- Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 6, p. 1019, doi. 10.1002/asmb.2699
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- Article
Infinite-server systems with Hawkes arrivals and Hawkes services.
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- Queueing Systems, 2022, v. 101, n. 3/4, p. 329, doi. 10.1007/s11134-022-09813-3
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- Article
Hedging and utility valuation of a defaultable claim driven by Hawkes processes.
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- Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 2, p. 334, doi. 10.1002/asmb.2663
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- Article
A Markov regenerative process with recurrence time and its application.
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- Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00255-z
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- Article
On the Computation of Some Interval Reliability Indicators for Semi-Markov Systems.
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- Mathematics (2227-7390), 2021, v. 9, n. 5, p. 575, doi. 10.3390/math9050575
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- Article
Analysis of Single Server Queue with Modified Vacation Policy.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 511, doi. 10.1007/s11009-019-09713-9
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- Article
Portfolio optimization of credit risky bonds: a semi-Markov process approach.
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- Financial Innovation, 2020, v. 6, n. 1, p. 1, doi. 10.1186/s40854-020-00186-1
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- Article
Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics.
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- International Transactions in Operational Research, 2020, v. 27, n. 3, p. 1771, doi. 10.1111/itor.12435
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- Article
Analysis of traffic offload using multi‐attribute decision making technique in heterogeneous shared networks.
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- IET Networks (Wiley-Blackwell), 2019, v. 8, n. 4, p. 256, doi. 10.1049/iet-net.2018.5139
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- Article
A Markov Modulated Dynamic Contagion Process with Application to Credit Risk.
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- Journal of Statistical Physics, 2019, v. 175, n. 2, p. 495, doi. 10.1007/s10955-019-02264-w
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- Article
Selection of DRX scheme for voice traffic in LTE-A networks: Markov modeling and performance analysis.
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- Journal of Industrial & Management Optimization, 2019, v. 15, n. 2, p. 739, doi. 10.3934/jimo.2018068
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- Article
Indian stock market prediction using artificial neural networks on tick data.
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- Financial Innovation, 2019, v. 5, n. 1, p. 1, doi. 10.1186/s40854-019-0131-7
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- Article
Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets.
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- Journal of Statistical Physics, 2017, v. 169, n. 4, p. 876, doi. 10.1007/s10955-017-1890-z
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- Article
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 29, doi. 10.1007/s00186-017-0582-4
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- Article
Effect of outliers on volatility forecasting and Value at Risk estimation in crude oil markets.
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- OPEC Energy Review, 2016, v. 40, n. 3, p. 276, doi. 10.1111/opec.12079
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- Article
The Transient and Asymptotic Moments for the Random Mission Time of a System.
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- Ciencia en Desarrollo, 2016, v. 7, n. 2, p. 109
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A Continuous-Time Ehrenfest Model with Catastrophes and Its Jump-Diffusion Approximation.
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- Journal of Statistical Physics, 2015, v. 161, n. 2, p. 326, doi. 10.1007/s10955-015-1336-4
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- Article
Analytical modeling of Transmission Control Protocol NewReno using Generalized Stochastic Petri Nets.
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- International Journal of Communication Systems, 2014, v. 27, n. 12, p. 4185, doi. 10.1002/dac.2605
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- Article