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!

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


Research outcomes over time


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