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Results: 348
Number of items: 348
  • Open Access
    de Gunst, M., Hautphenne, S., Mandjes, M., & Sollie, B. (2021). Parameter estimation for multivariate population processes: a saddlepoint approach. Stochastic Models, 37(1), Article 168-196. https://doi.org/10.1080/15326349.2020.1832895
  • Open Access
    Zhou, H., Dorsman, J. L., Snelder, M., Mandjes, M., & Romph, E. D. (2021). Effective determination of MaaS trip modes in activity-based demand modelling. In P. Bonnel, & G. Monchambert (Eds.), hEART 2020: 9th European Association for Research in Transportation, February 3-4 2021 hEART. https://transp-or.epfl.ch/heart/2020.php
  • Open Access
    Derksen, M. J. M. (2021). Price formation in call auctions. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Mandjes, M., & Ravner, L. (2021). Hypothesis testing for a Lévy-driven storage system by Poisson sampling. Stochastic Processes and their Applications, 133, 41-73. https://doi.org/10.1016/j.spa.2020.11.005
  • Open Access
    Boxma, O., Heemskerk, M., & Mandjes, M. (2021). Single-server queues under overdispersion in the heavy-traffic regime. Stochastic Models, 37(1), Article 197-230. https://doi.org/10.1080/15326349.2020.1840394
  • Open Access
    Bisewski, K. L., Dębicki, K., & Mandjes, M. R. H. (2021). Bounds for expected supremum of fractional Brownian motion with drift. Journal of Applied Probability, 58(2), 411-427. https://doi.org/10.1017/jpr.2020.98
  • Open Access
    Dionigi, P., Garlaschelli, D., den Hollander, F., & Mandjes, M. (2021). A spectral signature of breaking of ensemble equivalence for constrained random graphs. Electronic Communications in Probability, 26, Article 67. https://doi.org/10.1214/21-ECP432
  • Boxma, O., Löpker, A., & Mandjes, M. (2020). On two classes of reflected autoregressive processes. Journal of Applied Probability, 57(2), 657-678. https://doi.org/10.1017/jpr.2020.6
  • van Kreveld, L. R., Boxma, O. J., Dorsman, J. L., & Mandjes, M. R. H. (2020). Scaling analysis of an extended machine-repair model. In Proceedings of the 13th EAI International Conference on Performance Evaluation Methodologies and Tools: VALUETOOLS 2020 : May 18-20, 2020, Tsukuba, Japan (pp. 172-179). The Association for Computing Machinery. https://doi.org/10.1145/3388831.3388835
  • Open Access
    Saxena, M., Boxma, O. J., & Mandjes, M. (2020). An Infinite-Server System with Lévy Shot-Noise Modulation: Moments and Asymptotics. Markov Processes and Related Fields, 26(4), 757-778. http://math-mprf.org/journal/articles/id1595/
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