JSTOR Daily

Asymptotics for General Fractionally Integrated Processes with Applications to Unit Root Tests

In this paper, functional limit theorems for general fractional processes are established under quite weak conditions. The results are then used to derive weak convergence of general nonstationary ...
JSTOR Daily

Bayesian Unit-Root Testing in Stochastic Volatility Models

This article uses a Bayesian unit-root test in stochastic volatility models. The time series of interest is the volatility that is unobservable. The unit-root testing is based on the posterior odds ...
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 ...
University of Waterloo

Integration of Scheduling and Control Under Stochastic Parametric Uncertainty with Varying Unit Operation Times for Chemical Batch Plants: A Back-Off Approach

Title Integration of Scheduling and Control Under Stochastic Parametric Uncertainty with Varying Unit Operation Times for Chemical Batch Plants: A Back-Off Approach ...