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Results: 345
Number of items: 345
  • Open Access
    Serra, P., & Mandjes, M. (2017). Dimension estimation using random connection models. Journal of Machine Learning Research, 18, Article 138. https://www.jmlr.org/papers/volume18/16-232/16-232.pdf
  • Open Access
    Gharaei, M. (2017). Iterated function systems of interval maps. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Mandjes, M., Patch, B., & Walton, N. S. (2017). Detecting Markov Chain Instability: a Monto Carlo approach. Stochastic Systems, 7(2), 289-314. https://doi.org/10.1287/stsy.2017.0003
  • Open Access
    Koops, D. T., Boxma, O. J., & Mandjes, M. R. H. (2017). Networks of · / G/ ∞ queues with shot-noise-driven arrival intensities. Queueing Systems, 86(3-4), 301-325. https://doi.org/10.1007/s11134-017-9520-7
  • Open Access
    Heemskerk, M., van Leeuwaarden, J., & Mandjes, M. (2017). Scaling Limits for Infinite-server Systems in a Random Environment. Stochastic Systems, 7(1), 1-31. https://doi.org/10.1214/16-SSY214
  • Open Access
    Kuhn, J. (2017). Monitoring and control of stochastic systems. [Thesis, fully internal, Universiteit van Amsterdam, University of Queensland].
  • Open Access
    den Boer, A. V., & Mandjes, M. (2017). Convergence rates of Laplace-transform based estimators. Bernoulli, 23(4A), 2533-2557. https://doi.org/10.3150/16-BEJ818
  • Mandjes, M., & Spreij, P. (2016). Explicit Computations for Some Markov Modulated Counting Processes. In J. Kallsen, & A. Papapantoleon (Eds.), Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (pp. 63-89). (Springer Proceedings in Mathematics & Statistics; Vol. 189). Springer. https://doi.org/10.1007/978-3-319-45875-5_3
  • Kuhn, J., Mandjes, M., & Taimre, T. (2016). Anomaly identification with limited sampling budget. In 2016 IEEE Information Theory Workshop (ITW 2016): Cambridge, United Kingdom, 11-14 September 2016 (pp. 216-220). (IEEE Conference Proceedings). IEEE. https://doi.org/10.1109/ITW.2016.7606827
  • Asghari, N. M., & Mandjes, M. (2016). Transform-based evaluation of prices and Greeks of lookback options driven by Lévy processes. Journal of Computational Finance, 20(2), 67-100. https://doi.org/10.21314/JCF.2016.315
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