Herkenrath, Ulrich A new approach to Markov processes of order \(2\). (English) Zbl 1073.60534 An. Univ. Craiova, Ser. Mat. Inf. 30, No. 1, 106-115 (2003). MSC: 60J05 60J20 PDFBibTeX XMLCite \textit{U. Herkenrath}, An. Univ. Craiova, Ser. Mat. Inf. 30, No. 1, 106--115 (2003; Zbl 1073.60534)
Herkenrath, Ulrich On the uniform ergodicity of Markov processes of order 2. (English) Zbl 1031.60065 J. Appl. Probab. 40, No. 2, 455-472 (2003). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J05 60J20 PDFBibTeX XMLCite \textit{U. Herkenrath}, J. Appl. Probab. 40, No. 2, 455--472 (2003; Zbl 1031.60065) Full Text: DOI
Herkenrath, Ulrich Recursive smoothing procedures for ergodic ARCH/GARCH time series. (Rekursive Glättungsverfahren für ergodische ARCH/GARCH-Zeitreihen.) (German) Zbl 1118.60309 ZAMM, Z. Angew. Math. Mech. 80, Suppl. 3, S791-S792 (2000). MSC: 60J20 60G35 62M10 65C50 PDFBibTeX XMLCite \textit{U. Herkenrath}, ZAMM, Z. Angew. Math. Mech. 80, S791--S792 (2000; Zbl 1118.60309) Full Text: DOI
Herkenrath, U. Premium adjustment by generalized adaptive exponential smoothing. (English) Zbl 0827.62098 Insur. Math. Econ. 15, No. 2-3, 203-217 (1994). MSC: 62P05 60J20 60J25 PDFBibTeX XMLCite \textit{U. Herkenrath}, Insur. Math. Econ. 15, No. 2--3, 203--217 (1994; Zbl 0827.62098) Full Text: DOI
Herkenrath, Ulrich Generalized adaptive exponential smoothing procedures. (English) Zbl 0811.60061 J. Appl. Probab. 31, No. 3, 673-690 (1994). MSC: 60J20 62M10 PDFBibTeX XMLCite \textit{U. Herkenrath}, J. Appl. Probab. 31, No. 3, 673--690 (1994; Zbl 0811.60061) Full Text: DOI
Bert, Marie-Claude; Herkenrath, Ulrich; Theodorescu, Radu Mesures de probabilité stationnaires pour une classe de modèles non- markoviens. (French) Zbl 0546.60053 Bull. Sci. Math., II. Sér. 108, 113-127 (1984). MSC: 60G99 60J20 91E99 PDFBibTeX XMLCite \textit{M.-C. Bert} et al., Bull. Sci. Math., II. Sér. 108, 113--127 (1984; Zbl 0546.60053)
Herkenrath, Ulrich The associated Markov process of generalized random systems with complete connections. (English) Zbl 0403.60065 Rev. Roum. Math. Pures Appl. 24, 243-254 (1979). MSC: 60J20 60J05 PDFBibTeX XMLCite \textit{U. Herkenrath}, Rev. Roum. Math. Pures Appl. 24, 243--254 (1979; Zbl 0403.60065)