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On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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- Journal:
- Journal of Applied Probability / Volume 36 / Issue 3 / September 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 688-705
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- September 1999
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Convex ordering of the attained waiting times in single-server queues and related problems
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- Journal:
- Journal of Applied Probability / Volume 28 / Issue 2 / June 1991
- Published online by Cambridge University Press:
- 14 July 2016, pp. 433-445
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- June 1991
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