This paper presents a study of the Hurst index estimation in the case of fractional Ornstein–Uhlenbeck and geometric Brownian motion models. The performance of the estimators is ...
Copulas are used in finance and insurance for modeling stochastic dependency. They comprehend the entire dependence structure, not only the correlations. Here they are estimated ...
Analysis of network traffic indicates that packet arrival processes have significant stochastic dependence. It has been suggested that this dependence is so strong as to be wellmo...
We address the programmatic realization of the access control model of security in distributed systems. Our aim is e the gap between abstract/declarative policies and their concre...
Andrew Cirillo, Radha Jagadeesan, Corin Pitcher, J...
Model checking techniques are promising for automated generation of directed tests. However, due to the prohibitively large time and resource requirements, conventional model chec...