Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 346
Number of items: 346
  • 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
    Boxma, O., & Mandjes, M. (2021). Shot-noise queueing models. Queueing Systems, 99(1-2), 121-159. https://doi.org/10.1007/s11134-021-09708-9
  • 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
  • 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
    Constantinescu, C., Delsing, G., Mandjes, M., & Rojas Nandayapa, L. (2020). A ruin model with a resampled environment. Scandinavian Actuarial Journal, 2020(4), 323-341. https://doi.org/10.1080/03461238.2019.1667424
  • Open Access
    Berkelmans, W., Cichocka, A., & Mandjes, M. (2020). The correlation function of a queue with Lévy and Markov additive input. Stochastic Processes and their Applications, 130(3), 1713-1734. https://doi.org/10.1016/j.spa.2019.05.015
  • Open Access
    Serra, P., & Mandjes, M. (2020). Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation. Computational Statistics and Data Analysis, 144, Article 106886. https://doi.org/10.1016/j.csda.2019.106886
Page 8 of 35