JSTOR Daily

Stochastic Projection-Factoring Method Based on Piecewise Stationary Renewal Processes for Mid- and Long-Term Traffic Flow Modeling and Forecasting

Forecasting traffic over a long period of time is of considerable interest and usefulness, but accurate forecasting is very difficult. Traditional projection and factoring methods for mid-and ...
JSTOR Daily

Exponential Families, Extreme Point Models and Minimal Space-Time Invariant Functions for Stochastic Processes with Stationary and Independent Increments

We show that, largely speaking, exponential families are extreme point models in the sense of Lauritzen (1974, 1982, 1984), except that in some cases degenerate measures shall be added. The results ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
Nasdaq

Auto-Regressive (AR) Process

A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...