This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science, BSc in Financial Mathematics and Statistics, ...

Various discrete-time stochastic processes have some kind of recursive or regenerative structure that can be exploited in the study of their properties. Examples include branching processes, ...

This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...

Consider a regression model for discrete-time stochastic processes, with a (partially specified) model for the conditional distribution of the response given the covariate and the past observations.