Elements of Stochastic Modelling

DOI10.1142/9000zbMath1291.60004MaRDI QIDQ5169492

Konstantin A. Borovkov

Publication date: 10 July 2014

Full work available at URL: https://doi.org/10.1142/9000

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60K25: Queueing theory (aspects of probability theory)

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60H07: Stochastic calculus of variations and the Malliavin calculus

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

60K05: Renewal theory