Works matching DE "SAMPLE path analysis"
Results: 39
Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 1, p. 175, doi. 10.1007/s11009-015-9472-5
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A Factorisation of Diffusion Measure and Finite Sample Path Constructions.
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- Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 85, doi. 10.1007/s11009-007-9060-4
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Rejoinder.
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- Journal of Business & Economic Statistics, 2015, v. 33, n. 1, p. 24, doi. 10.1080/07350015.2014.983237
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Bounds for Different Arrangements of Tandem Queues with Nonoverlapping Service Times.
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- Management Science, 1993, v. 39, n. 9, p. 1173, doi. 10.1287/mnsc.39.9.1173
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- Article
Second Derivative Sample Path Estimators for the GI/G/m Queue.
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- Management Science, 1993, v. 39, n. 3, p. 359, doi. 10.1287/mnsc.39.3.359
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- Article
PERTURBATION ANALYSIS GIVES STRONGLY CONSISTENT SENSITIVITY ESTIMATES FOR THE M/G/I QUEUE.
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- Management Science, 1988, v. 34, n. 1, p. 39, doi. 10.1287/mnsc.34.1.39
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MESLEKİ GÖREVLERİN ERGONOMİK ANALİZİNDE KULLANILAN ARAÇLAR VE BİR UYGULAMA ÖRNEGİ.
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- Journal of the Institute of Science & Technology of Dumlupinar University / Dumlupinar Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2010, n. 22, p. 41
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Wireless scheduling with partial channel state information: large deviations and optimality.
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- Queueing Systems, 2015, v. 80, n. 4, p. 293, doi. 10.1007/s11134-015-9439-9
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- Article
Sample-path analysis of general arrival queueing systems with constant amount of work for all customers.
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- Queueing Systems, 2014, v. 76, n. 3, p. 283, doi. 10.1007/s11134-013-9361-y
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- Article
Little's law when the average waiting time is infinite.
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- Queueing Systems, 2014, v. 76, n. 3, p. 267, doi. 10.1007/s11134-013-9364-8
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Optimal assignment of servers to tasks when collaboration is inefficient.
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- Queueing Systems, 2013, v. 75, n. 1, p. 79, doi. 10.1007/s11134-013-9345-y
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- Article
The idle period of the finite G/M/1 queue with an interpretation in risk theory.
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- Queueing Systems, 2010, v. 64, n. 4, p. 395, doi. 10.1007/s11134-010-9168-z
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- Article
FINITE-DIMENSIONAL DISTRIBUTIONS OF A SQUARE-ROOT DIFFUSION.
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- Journal of Applied Probability, 2014, v. 51, n. 4, p. 930, doi. 10.1239/jap/1421763319
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FROM HERMITE POLYNOMIALS TO MULTIFRACTIONAL PROCESSES.
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- Journal of Applied Probability, 2013, v. 50, n. 2, p. 323, doi. 10.1239/jap/1371648944
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SAMPLE PATH OPTIMAL POLICIES FOR SERIAL LINES WITH FLEXIBLE WORKERS.
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- Journal of Applied Probability, 2012, v. 49, n. 2, p. 582, doi. 10.1239/jap/1339878806
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- Article
SAMPLE PATH LARGE DEVIATIONS OF POISSON SHOT NOISE WITH HEAVY-TAILED SEMIEXPONENTIAL DISTRIBUTIONS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 688, doi. 10.1239/jap/1316796907
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On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk.
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- Siberian Mathematical Journal, 2013, v. 54, n. 2, p. 265, doi. 10.1134/S0037446613020110
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On cumulative jump random variables.
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- Annals of Operations Research, 2013, v. 206, n. 1, p. 485, doi. 10.1007/s10479-013-1319-2
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- Article
Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion.
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- Acta Mathematica Sinica, 2013, v. 29, n. 9, p. 1723, doi. 10.1007/s10114-013-1307-0
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Random fields of bounded variation and computation of their variation intensity.
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- Advances in Applied Probability, 2016, v. 48, n. 4, p. 947, doi. 10.1017/apr.2016.60
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PARTIAL FLEXIBILITY IN ROUTEING AND SCHEDULING.
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- Advances in Applied Probability, 2013, v. 45, n. 3, p. 673, doi. 10.1239/aap/1377868534
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Technical Note: Some Structural Results on Acyclic Supply Chains.
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- Naval Research Logistics, 2010, v. 57, n. 6, p. 605, doi. 10.1002/nav.20421
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- Article
Structured maintenance policies on interior sample paths.
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- Naval Research Logistics, 2007, v. 54, n. 6, p. 645, doi. 10.1002/nav.20236
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On testing the bioequivalence of several treatments using the measure of distance.
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- Statistics, 2009, v. 43, n. 5, p. 513, doi. 10.1080/02331880802497447
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- Article
Parameter estimation for the drift of a time inhomogeneous jump diffusion process.
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- Statistica Neerlandica, 2013, v. 67, n. 2, p. 145, doi. 10.1111/j.1467-9574.2012.00537.x
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- Article
DYNAMICAL KICKBACK AND NONCOMMUTING IMPURITIES IN A SPIN CHAIN.
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- International Journal of Quantum Information, 2008, v. 6, p. 807, doi. 10.1142/S0219749908004146
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- Article
TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS.
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- Probability in the Engineering & Informational Sciences, 2018, v. 32, n. 1, p. 126, doi. 10.1017/S0269964816000401
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Estimates of Sample Paths of Dynamical Systems Described by Stochastic Differential Equations.
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- Southeast Asian Bulletin of Mathematics, 2009, v. 33, n. 3, p. 497
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A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion.
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- Journal of Optimization Theory & Applications, 2014, v. 163, n. 2, p. 674, doi. 10.1007/s10957-013-0474-6
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Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model.
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- Abstract & Applied Analysis, 2013, p. 1, doi. 10.1155/2013/143194
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No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems.
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- Operations Research, 2010, v. 58, n. 3, p. 691, doi. 10.1287/opre.1090.0785
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SIMULATION OF SAMPLE PATHS AND DISTRIBUTION OF LIU INTEGRALS.
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- Journal of Hyperstructures, 2021, v. 10, n. 1, p. 73
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On a dual risk model perturbed by diffusion with dividend threshold.
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- Chinese Annals of Mathematics, 2016, v. 37, n. 5, p. 777, doi. 10.1007/s11401-016-0975-3
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- Article
Dual Sourcing Inventory Systems: On Optimal Policies and the Value of Costless Returns.
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- Production & Operations Management, 2017, v. 26, n. 2, p. 203, doi. 10.1111/poms.12636
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- Article
A useful result related with zeros of continuous compactly supported mother wavelets.
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- International Journal of Wavelets, Multiresolution & Information Processing, 2017, v. 15, n. 5, p. -1, doi. 10.1142/S0219691317500448
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Telling from Discrete Data Whether the Underlying Continuous–Time Model Is a Diffusion.
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- Journal of Finance (Wiley-Blackwell), 2002, v. 57, n. 5, p. 2075, doi. 10.1111/1540-6261.00489
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- Article
A BAYESIAN APPROACH TO QUALITY CONTROL.
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- Management Science, 1972, v. 18, n. 11, p. 647, doi. 10.1287/mnsc.18.11.647
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- Article
Sample path properties of an explosive double autoregressive model.
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- Econometric Reviews, 2018, v. 37, n. 5, p. 484, doi. 10.1080/07474938.2015.1092841
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- Article
Facility Location: A Robust Optimization Approach.
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- Production & Operations Management, 2011, v. 20, n. 5, p. 772, doi. 10.1111/j.1937-5956.2010.01194.x
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- Article