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A perishable inventory model with bonus service for certain customers, balking and N + 1 policy
Jeganathan, Kathirvel - In: Mathematical economics letters 2 (2014) 3/4, pp. 83-104
Persistent link: https://www.econbiz.de/10010496340
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On the existence of extremal stationary distribution of Markov processes
Heikkilä, Seppo; Salonen, Hannu - 1996
Persistent link: https://www.econbiz.de/10000946771
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Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842068
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Introduction to stochastic processes having equilibria as simple attractors : the Markov case
Granger, C. W. J. - 1986
Persistent link: https://www.econbiz.de/10000846388
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Stochastic regime switching and stabilizing policies within regimes
Lewis, Karen K. - 1995
Persistent link: https://www.econbiz.de/10000922524
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Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de; Franses, Philip Hans - 2015
Persistent link: https://www.econbiz.de/10011432575
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Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima - In: Journal of time series econometrics 8 (2016) 1, pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
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Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano; Sgarra, Carlo - In: International journal of computational economics and … 5 (2015) 4, pp. 451-479
Persistent link: https://www.econbiz.de/10011440890