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Douglas P. Kennedy · Study

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Douglas P. Kennedy

8 works· latest 1997· 3 institutionscluster: provisional

h-index8

i108

Citations606

Works here8

72

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76

82

86

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97

Most cited in this library

Asymptotic Methods in Queueing Theory.1986 · 225 citations
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD1994 · 139 citations
Characterizing Gaussian Models of the Term Structure of Interest Rates1997 · 92 citations
The continuity of the single server queue1972 · 47 citations
Some martingales related to cumulative sum tests and single-server queues1976 · 47 citations

Works

8 shown

Characterizing Gaussian Models of the Term Structure of Interest Rates

Mathematical Finance·1997·1 author

92citations

THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD

Mathematical Finance·1994·1 author

139citations

Asymptotic Methods in Queueing Theory.

Journal of the American Statistical Association·1986·2 authors·other

225citations

On a constrained optimal stopping problem

Journal of Applied Probability·1982·1 author

27citations

Some martingales related to cumulative sum tests and single-server queues

Stochastic Processes and their Applications·1976·1 author·Open access

47citations

Limiting diffusions for the conditioned M/G/1 queue

Journal of Applied Probability·1974·1 author

11citations

Rates of convergence for queues in heavy traffic. I

Advances in Applied Probability·1972·1 author

18citations

The continuity of the single server queue

Journal of Applied Probability·1972·1 author

47citations