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This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various …
Tessellations are subdivisions of d-dimensional space into non-overlapping "cells". Voronoi tessellations are produced by first considering a set of points (known as nuclei) in …
In this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of …
In many applied fields of statistics the concept of causality is central to a scientific investigation. The author's aim in this book is to extend the classical theories of …
This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics. It is based on …
The first Pannonian Symposium on Mathematical Statistics was held at Bad Tatzmannsdorf (Burgenland/Austria) from September 16th to 21st, 1979. The aim of it was to furthe~ and …
Complex dynamic processes of life and sciences generate risks that have to be taken. The need for clear and distinctive definitions of different kinds of risks, adequate methods …
In this monograph we have considered a class of autoregressive models whose coefficients are random. The models have special appeal among the non-linear models so far considered in …
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive …
A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise …