John P. Lehoczky
Economics and Econometrics · 2000–2011
A researcher in the Science corpus: 7 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it; #20,338 of 23,481 by trust here, #20,008 by citations
- Finance — 6 citations into it; #9,283 of 10,518 by trust here, #6,960 by citations
Whom John P. Lehoczky trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts John P. Lehoczky overall
Papers from John P. Lehoczky's perspective
Ordered by how strongly the researchers John P. Lehoczky trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation
- Markov Processes: Characterization and Convergence
- Analysis of Financial Time Series
- Real-time queues in heavy traffic with earliest-deadline-first queue discipline
- Probability measures on metric spaces
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Validity of heavy traffic steady-state approximations in generalized Jackson networks
- Static-priority scheduling on multiprocessors (IEEE Real-Time Systems Symposium)
Their papers
- Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (2007) — 52 citations
- Real-time queues in heavy traffic with earliest-deadline-first queue discipline (2001) — 150 citations
- Heavy traffic analysis for EDF queues with reneging (2011) — 66 citations
- An explicit formula for the Skorokhod map on [0,a]. (2007) — 172 citations
- Aperiodic task scheduling for Hard-Real-Time systems (2006) — 590 citations
- Real Time Scheduling Theory: A Historical Perspective (2004) — 665 citations
- Supply management in assembly systems with random yield and random demand (2000) — 168 citations