Some reflected autoregressive processes with dependencies

DOI10.1007/S11134-023-09899-3arXiv2310.00404OpenAlexW4389728983MaRDI QIDQ6453258

Dieter Fiems, Ioannis Dimitriou

Publication date: 30 September 2023

Full work available at URL: https://doi.org/10.1007/s11134-023-09899-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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