Milan Borkovec

Available identifiers

zbMath Open borkovec.milanMaRDI QIDQ1294761

List of research outcomes

Publication	Date of Publication	Type
The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors	2003-05-06	Paper
A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL	2003-03-24	Paper
Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors	2002-11-05	Paper
Extremal behavior of the autoregressive process with ARCH(1) errors	2002-08-29	Paper
Extremal behavior of diffusion models in finance	1999-08-10	Paper
THE FRACTAL DIMENSION OF THE APOLLONIAN SPHERE PACKING	1998-10-27	Paper

Research outcomes over time

This page was built for person: Milan Borkovec