This is a preview. Log in through your library . Abstract We consider the least-squares estimator in a strictly stationary first-order autoregression without an estimated intercept. We study its ...
This is a preview. Log in through your library . Abstract We apply a potential reduction algorithm to solve the general linear complementarity problem (GLCP) minimize ...
Quasi-stationary distributions (QSDs) offer a compelling framework for understanding the long-term behaviour of Markov processes that possess an absorbing state. In many natural and engineered systems ...
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