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Applied Stochastic Models in Business and Industry

1999 - 2018

From John Wiley & Sons
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Volume 34, issue 6, 2018

Foreword: Special issue on the future of applied stochastic models and data analysis pp. 760-761 Downloads
Valérie Girardin, Philippe Regnault and Christos H. Skiadas
Asymptotic analysis and optimization of some insurance models pp. 762-773 Downloads
Ekaterina Bulinskaya
Malliavin calculus in a binomial framework pp. 774-781 Downloads
Samuel N. Cohen, Robert J. Elliott and Tak Kuen Siu
Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps pp. 782-802 Downloads
Griselda Deelstra, Sinem Kozpınar and Matthieu Simon
Final outcomes and disease insurance for a controlled epidemic model pp. 803-815 Downloads
Claude Lefèvre and Philippe Picard
Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components pp. 816-834 Downloads
Narayanaswamy Balakrishnan, Phalguni Nanda and Suchandan Kayal
Redistricting without gerrymandering, utilizing the convexity ratio, and other applications to business and industry pp. 835-851 Downloads
James R. Bozeman, Matt Davey, Sam Hutchins, Jillian Mori, Timothy Nicholson, Abigail Salvadore and Kayla St. Germain
Prediction for regularized clusterwise multiblock regression pp. 852-867 Downloads
S. Bougeard, V. Cariou, G. Saporta and N. Niang
A BIC‐based consistent metric between Markovian processes pp. 868-878 Downloads
Jesús E. García, R. Gholizadeh and V. A. González‐López
Foreword: Special issue on statistics in quality and productivity pp. 879-879 Downloads
Nalini Ravishanker, Haim Bar and Emmanuel Yashchin
Multistate multivariate statistical process control pp. 880-892 Downloads
Gabriel J. Odom, Kathryn B. Newhart, Tzahi Y. Cath and Amanda S. Hering
Information‐theoretic multistage sampling framework for medical audits pp. 893-907 Downloads
Muzaffer Musal and Tahir Ekin
Bayesian design of experiments for logistic regression to evaluate multiple nuclear forensic algorithms pp. 908-921 Downloads
Kevin R. Quinlan and Christine M. Anderson‐Cook
Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data pp. 922-948 Downloads
Aleksey S. Polunchenko and Vasanthan Raghavan
Facilitating high‐dimensional transparent classification via empirical Bayes variable selection pp. 949-961 Downloads
Haim Bar, James Booth, Martin T. Wells and Kangyan Liu
Foreword: Special issue on statistics in business and industry pp. 962-962 Downloads
Beatriz E. Etchegaray Garcia, Julie E. Novak and Emmanuel Yashchin
Graphics to facilitate informative discussion and team decision making pp. 963-980 Downloads
Christine M. Anderson‐Cook and Lu Lu
Discussion of “Graphics to facilitate informative discussion and team decision‐making” pp. 981-984 Downloads
Dae‐Heung Jang
Discussion of “Graphics to facilitate informative discussion and team decision making” pp. 985-988 Downloads
Jennifer Van Mullekom
Rejoinder to “Graphics to facilitate informative discussion and team decision‐making” pp. 989-991 Downloads
Christine Anderson‐Cook and Lu Lu
Structural break detection in financial durations pp. 992-1006 Downloads
Yaohua Zhang, Nalini Ravishanker and Jian Zou
Heuristic policies for stochastic knapsack problem with time‐varying random demand pp. 1007-1016 Downloads
Yingdong Lu

Volume 34, issue 5, 2018

Special Issue on Recent Trends in Stochastic Models, Statistics and Their Applications pp. 585-585 Downloads
Adam Krzyżak and Ansgar Steland
Do the time series statistical properties influence the goodness of fit of GRNN models? Study on financial series pp. 586-596 Downloads
Alina Bărbulescu
American option pricing under financial crisis pp. 597-606 Downloads
Xuemei Luo, Kaili Xiang and Chuan Ding
Modeling vehicle traffic loads by the 2D compound Poisson process pp. 607-617 Downloads
Yang Liu, Deru Li, Yingqiu Li and Haiping Zhang
Density‐free test for symmetry verification in images pp. 618-632 Downloads
Agata Migalska
Model‐free offline change‐point detection in multidimensional time series of arbitrary nature via ϵ‐complexity: Simulations and applications pp. 633-644 Downloads
Boris Darkhovsky and Alexandra Piryatinska
A rule‐based method of spike detection and suppression and its application in a control system for additive manufacturing pp. 645-658 Downloads
Wojciech Rafajłowicz and Ewaryst Rafajłowicz
Nonlinearity recovery by standard and aggregative orthogonal series algorithms pp. 659-666 Downloads
Przemysław Śliwiński, Paweł Wachel and Szymon Łagosz
GARCH processes and the phenomenon of misleading and unambiguous signals pp. 667-681 Downloads
Beatriz Sousa, Manuel Cabral Morais, Yarema Okhrin and Wolfgang Schmid
A new toolkit for robust distributional change detection pp. 682-699 Downloads
Anna‐Lena Kißlinger and Wolfgang Stummer
Unspecified distributions in single disorder problem pp. 700-717 Downloads
Wojciech Sarnowski and Krzysztof Szajowski
Algorithm based on modified angle‐based outlier factor for open‐set classification of text documents pp. 718-729 Downloads
Tomasz Walkowiak, Szymon Datko and Henryk Maciejewski
The empirical test on investment efficiency and influence of equity incentive in supply‐side structural reform: Based on the two‐tier stochastic frontier approach pp. 730-745 Downloads
Changqian Xie and Lun Li
Optimal consumption analysis for a stochastic growth model with technological shocks pp. 746-755 Downloads
Weipeng Yuan, Shaoyong Lai and Hanlei Hu

Volume 34, issue 4, 2018

Statistical methods for network surveillance pp. 425-445 Downloads
Daniel R. Jeske, Nathaniel T. Stevens, Alexander G. Tartakovsky and James D. Wilson
Discussion of “Statistical methods for network surveillance” pp. 446-448 Downloads
Srijan Sengupta and William H. Woodall
Discussion of “Statistical methods for network surveillance” pp. 449-451 Downloads
David J. Marchette
Discussion of “Statistical methods for network surveillance” by Daniel Jeske, Nathaniel Stevens, Alexander Tartakovsky, and James Wilson pp. 452-456 Downloads
Philipp Otto and Wolfgang Schmid
Rejoinder to “Statistical methods for network surveillance” pp. 457-459 Downloads
Daniel R. Jeske, Nathaniel T. Stevens, Alexander G. Tartakovsky and James D. Wilson
Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns pp. 460-479 Downloads
Samir P. Warty, Hedibert F. Lopes and Nicholas G. Polson
Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” pp. 480-481 Downloads
Nalini Ravishanker
Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” pp. 482-483 Downloads
Refik Soyer
Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer pp. 484-485 Downloads
Samir P. Warty, Hedibert F. Lopes and Nicholas G. Polson
An optimal burn‐in policy based on a degradation model pp. 486-498 Downloads
E. Mosayebi Omshi and S. Shemehsavar
Pricing and hedging barrier options pp. 499-512 Downloads
Estevão Rosalino, Allan J. da Silva, Jack Baczynski and Dorival Leão
Availability and maintenance modeling for systems subject to dependent hard and soft failures pp. 513-527 Downloads
Qingan Qiu, Lirong Cui and Jingyuan Shen
Stochastic properties of two general versions of the residual lifetime at random times pp. 528-543 Downloads
Xiaohu Li and Rui Fang
Warranty cost analysis: Increasing warranty repair times pp. 544-561 Downloads
Sarah Marshall, Richard Arnold, Stefanka Chukova and Yu Hayakawa
Time series with Birnbaum‐Saunders marginal distributions pp. 562-581 Downloads
T. Rahul, N. Balakrishnan and N. Balakrishna

Volume 34, issue 3, 2018

A special issue on: Statistical methods in mining industry pp. 259-260 Downloads
Orietta Nicolis and Rodrigo Pascual
A nondisruptive reliability approach to assess the health of microseismic sensing networks pp. 261-277 Downloads
D. Neira, G. Soto, J. Fontbona, J. Prado and S. Gaete
Statistical testing of availability for mining technological systems with air quality constraints pp. 278-292 Downloads
Milan Stehlík, Polychronis Economou, Ljubiša Papić, Joseph Aronov, Orietta Nicolis, Jaromír Antoch, Eliška Cézová and Jozef Kiseľák
Risk assessment of failure of rock bolts in underground coal mines using support vector machines pp. 293-304 Downloads
Peng Jiang, Peter Craig, Alan Crosky, Mojtaba Maghrebi, Ismet Canbulat and Serkan Saydam
A beta partial least squares regression model: Diagnostics and application to mining industry data pp. 305-321 Downloads
Mauricio Huerta, Víctor Leiva, Camilo Lillo and Marcelo Rodríguez
Stochastic intrinsic Kriging for simulation metamodeling pp. 322-337 Downloads
Ehsan Mehdad and Jack Kleijnen
Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae pp. 338-354 Downloads
Hidekazu Yoshioka and Yuta Yaegashi
Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models pp. 355-375 Downloads
Hong‐Xia Hao, Jin‐Guan Lin, Xing‐Fang Huang, Hong‐Xia Wang and Yan‐Yong Zhao
The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production pp. 376-394 Downloads
Istoni da Luz Sant'Ana, Patricia Román‐Román and Francisco Torres‐Ruiz
Coherent system with standby components pp. 395-406 Downloads
Serkan Eryilmaz and T. Erman Erkan
On a random lead time and threshold shock model using phase‐type geometric processes pp. 407-422 Downloads
Y. Sarada and R. Shenbagam

Volume 34, issue 2, 2018

Inferring social structure from continuous‐time interaction data pp. 87-104 Downloads
Wesley Lee, Bailey Fosdick and Tyler McCormick
Discussion of “Inferring social structure from continuous‐time interaction data” by Lee, Fosdick, and McCormick pp. 105-106 Downloads
David Banks
Discussion of “Inferring social structure from continuous‐time interaction data” pp. 107-109 Downloads
Bruce A. Desmarais
Rejoinder to “Inferring social structure from continuous‐time interaction data” pp. 110-112 Downloads
Wesley Lee, Bailey Fosdick and Tyler H. McCormick
A MCMC approach for modeling customer lifetime behavior using the COM‐Poisson distribution pp. 113-127 Downloads
Mohamed Ben Mzoughia, Sharad Borle and Mohamed Limam
Some results on information properties of coherent systems pp. 128-143 Downloads
Abdolsaeed Toomaj, Antonio Di Crescenzo and Mahdi Doostparast
An index tracking model with stratified sampling and optimal allocation pp. 144-157 Downloads
Meihua Wang, Fengmin Xu and Yu‐Hong Dai
Bounds for the reliability functions of coherent systems with heterogeneous components pp. 158-174 Downloads
Patryk Miziuła and Jorge Navarro
Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization pp. 175-195 Downloads
Zhiping Chen and Zhe Yan
Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability pp. 196-205 Downloads
Halina Frydman and Anna Matuszyk
Reliability modelling incorporating load share and frailty pp. 206-223 Downloads
G. Asha, A. Vincent Raja and Nalini Ravishanker
Planning accelerated life tests with random effects of test chambers pp. 224-243 Downloads
Kangwon Seo and Rong Pan
Analysis of definitive screening designs: Screening vs prediction pp. 244-255 Downloads
Maria L. Weese, Philip J. Ramsey and Douglas C. Montgomery

Volume 34, issue 1, 2018

Special issue on Data Fusion pp. 3-3 Downloads
Daniel R. Jeske and Min‐ge Xie
A dynamic fusion system for fast nuclear source detection and localization with mobile sensor networks pp. 4-19 Downloads
Aude Grelaud, Priyam Mitra, Minge Xie and Rong Chen
Combining binomial test data via two‐stage solutions pp. 20-30 Downloads
Janet Myhre, Daniel R. Jeske, Jun Li and Anne M. Hansen
Correlated model fusion pp. 31-43 Downloads
Andrew Hoegh and Scotland Leman
Imputation for multisource data with comparison and assessment techniques pp. 44-60 Downloads
Emily Casleton, Dave Osthus and Kendra Van Buren
Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category pp. 61-78 Downloads
Volodymyr Serhiyenko, Nalini Ravishanker and Rajkumar Venkatesan
Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ pp. 79-80 Downloads
Refik Soyer
Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan pp. 81-81 Downloads
Hedibert F. Lopes
Rejoinder to ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ pp. 82-83 Downloads
Volodymyr Serhiyenko, Nalini Ravishanker and Rajkumar Venkatesan
Page updated 2018-12-15