Some reflected autoregressive processes with dependencies

DOI10.1007/S11134-023-09899-3MaRDI QIDQ6453258zbMATH OpenOpenAlexFDO

Authors Ioannis Dimitriou, Dieter Fiems

Publication date 30 September 2023

Copyright license Creative Commons Attribution 4.0 International

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) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Discrete-time Markov processes on general state spaces (60J05)

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