摘要:

This paper proposes an elementary justification of the filtering formulas for a Markov chain and an analysis of the arrival and departure processes at a ./M/1 queue in a quasireversible network.

ISSN:0090-9491    

DOI:10.1080/17442508108833188

出版商:Gordon and Breach Science Publishers Inc    

年代:1981

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/17442508108833189

出版商:Gordon and Breach Science Publishers Inc.    

年代:1981

数据来源: Taylor

摘要:

In this paper we consider a strictly stationary time series generated by a nonlinear autoregression. We are concerned with the estimation of the parameter θ0which specifies the autoregression Two estimators are considered, namely. θnobtained by minimising the sum of squarcs of the sample prediction emets of a one step ahead predictor and θnobtained by minimising the sum of squares of the sample prediction errors of a multi-step ahead predictor. It is shown that θnis a better estimator of θ0than θn.

ISSN:0090-9491    

DOI:10.1080/17442508108833190

出版商:Gordon and Breach Science Publishers Inc    

年代:1981

数据来源: Taylor

摘要:

The skew product representation of the Brownian-Bessel process is used in order to calculate certain semi-group densities and hitting distributions for Brownian motion in p+2 dimensions. The main analytical tool is Hankel's inversion theorem.

ISSN:0090-9491    

DOI:10.1080/17442508108833191

出版商:Gordon and Breach Science Publishers Inc.    

年代:1981

数据来源: Taylor

摘要:

In a recent paper [2] H. J. Engelbert and J. Hess have studied following problem: does the operation of stopping of a continuous local martingaleXpreserve the representation property? The aim of the present paper is to give easier proofs of the results contained in [2] and to extend these results to the right continuous case.

ISSN:0090-9491    

DOI:10.1080/17442508108833192

出版商:Gordon and Breach Science Publishers Inc    

年代:1981

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/1744259108833187

出版商:Gordon and Breach Science Publishers S. A.    

年代:1981

数据来源: Taylor