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Towards an Erlang formula for multiclass networks
(Springer, 2010-07)
Consider a multiclass stochastic network with state-dependent service rates and arrival rates describing bandwidth-sharing mechanisms as well as admission control and/or load balancing schemes. Given Poisson arrival and ...
Petroleum concessions with extendible options: investment timing and value using mean reversion and jump process for oil pricesTexto para Discussão (TD) 620: Petroleum concessions with extendible options: investment timing and value using mean reversion and jump process for oil pricesConcessões petrolíferas com opções extensíveis: tempo de investimento e valor usando reversão à média e processo de salto para os preços do petróleo
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2013)
Petroleum concessions with extendible options : investment timing and value using mean reversion and jump process for oil pricesDiscussion Paper 82 : Petroleum concessions with extendible options : investment timing and value using mean reversion and jump process for oil pricesConcessões petrolíferas com opções extensíveis : tempo de investimento e valor usando reversão à média e processo de salto para os preços do petróleo
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2015)
Using the reversible jump MCMC procedure for identifying and estimating univariate TAR models
(2012-12-21)
One way that has been used for identifying and estimating threshold autoregressive
(TAR) models for nonlinear time series follows the Markov chain Monte Carlo (MCMC)
approach via the Gibbs sampler. This route has major ...
Unusual behavior of the magnetization reversal process of interacting nanostructures with wire-tube morphology
(2020)
We have studied the magnetostatic interactions between two parallel cylindrical nanostructures with wire-tube morphology as a function of their interaxial separation and the magnetic field applied using micromagnetic ...
Variación de la tasa de cambio como un proceso estocástico y su efecto sobre el déficit fiscal colombiano
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2017-11-09)
El artículo considera un proceso con reversión a la media y saltos para describir la dinámica de la tasa de cambio nominal peso-dólar, que luego es incorporada al desarrollo de un modelo para el cálculo del déficit fiscal ...