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Stochastic processes
Results: 2145

#	Item
701	EE365 Stochastic Control / MS&E251 Stochastic Decision Models Profs. S. Lall, S. Boyd June 5–6 or June 6–7, 2013 Final exam solutions Add to Reading List Source URL: stanford.edu Language: English - Date: 2014-06-03 18:01:21 Markov models Markov decision process Stochastic control Markov chain Normal distribution Statistics Markov processes Dynamic programming
702	Testing for Discrete and Continuous Spectral Differences Barry Quinn Macquarie University, Statistics Department Building C5C, Macquarie University Sydney, NSW, 2109, Australia Add to Reading List Source URL: stat.mq.edu.au Language: English - Date: 2009-07-18 23:01:21 Stochastic processes Noise Econometrics Spectral density Stationary process Autoregressive model Time series Autoregressive conditional heteroskedasticity White noise Statistics Time series analysis Signal processing
703	Queue-Management Architecture for Delay Tolerant Networking Sotirios-Angelos Lenas, Stylianos Dimitriou, Fani Tsapeli, Vassilis Tsaoussidis Space Internetworking Center (SPICE), ECE Department, Democritus University of T Add to Reading List Source URL: www.intersys-lab.org Language: English - Date: 2011-10-04 23:29:16 Computing Operations research Queueing theory Markov models Stochastic processes Fair queuing FIFO Queuing delay Low Latency Queuing Scheduling algorithms Statistics Network performance
704	Random load models for use in stochastic fatigue life assessment -- some unpredicted consequences of Bertram Broberg's urge to understand Add to Reading List Source URL: www.maths.lth.se Language: English - Date: 2012-03-26 05:27:57 Broberg Random walk Markov chain Fatigue Statistics Markov models Stochastic processes
705	RATES OF CONVERGENCE FOR GIBBS SAMPLER AND OTHER MARKOV CHAINS A thesis presented by Jeffrey Seth Rosenthal Add to Reading List Source URL: probability.ca Language: English - Date: 2006-10-04 21:23:42 Markov processes Random walk Gibbs sampling Markov chain Algorithm Statistics Markov models Stochastic processes
706	Multiperiod Corporate Default Prediction – A Forward Intensity Approach Jin-Chuan Duan, Jie Sun and Tao Wang∗ (First Version: July 14, 2010; This Version: August 21, Abstract Add to Reading List Source URL: www.willisresearchnetwork.com Language: English - Date: 2013-08-02 05:12:03 Poisson processes Categorical data Estimation theory Logistic regression Likelihood function Stochastic process Cox process Statistics Regression analysis Statistical models
707	Score, Pseudo-Score and Residual Diagnostics for Spatial Point Process Models Add to Reading List Source URL: people.math.aau.dk Language: English - Date: 2012-03-01 03:01:33 Statistical tests Econometrics Poisson process Sufficient statistic Point process Likelihood function Score Exponential family Fisher information Statistics Estimation theory Stochastic processes
708 $Dimension theory / Statistical mechanics / Statistical models / Multifractal system / Singularity spectrum / Brownian motion / Random walk / Power law / Langevin equation / Statistics / Fractals / Stochastic processes$	Journal of NeuroEngineering and Rehabilitation BioMed Central Open Access Add to Reading List Source URL: www.jneuroengrehab.com Language: English Dimension theory Statistical mechanics Statistical models Multifractal system Singularity spectrum Brownian motion Random walk Power law Langevin equation Statistics Fractals Stochastic processes
709	Bayesian analysis of spatial point processes in the neighbourhood of Voronoi networks Øivind Skare∗, Jesper Møller†, Eva B. Vedel Jensen‡ ABSTRACT: A model for an inhomogeneous Poisson process with high intensity Add to Reading List Source URL: people.math.aau.dk Language: English - Date: 2006-01-10 11:19:08 Computational geometry Diagrams Discrete geometry Voronoi diagram Point process Normal distribution Markov chain Poisson process Siméon Denis Poisson Statistics Stochastic processes Markov processes
710	PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER MARK JOSHI AND ROBERT TANG Abstract. We develop new Monte Carlo techniques based on stratifying the Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:58 Mathematical finance Stochastic processes Probability and statistics Normal distribution Barrier option Black–Scholes Variance reduction Options Statistics Financial economics

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