Milan Borkovec
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors The Annals of Applied Probability | 2003-05-06 | Paper |
| A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL Stochastic Models | 2003-03-24 | Paper |
| Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors Bernoulli | 2002-11-05 | Paper |
| Extremal behavior of the autoregressive process with ARCH(1) errors Stochastic Processes and their Applications | 2002-08-29 | Paper |
| Extremal behavior of diffusion models in finance Extremes | 1999-08-10 | Paper |
| THE FRACTAL DIMENSION OF THE APOLLONIAN SPHERE PACKING Fractals | 1998-10-27 | Paper |
Research outcomes over time
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