In this paper we consider the second-order real-valued stochastic processes x(t), t ∊ (a, b) ⊂ R, with Ex(t) = 0, for each t, and analyze some characteristic examples of such processes and the ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 52, No. 2 (Jun., 1990), pp. 145-156 (12 pages) Let $X_{n}$ be a second order stochastic process ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...

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 ...