Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 22, issue 5‐6, 2006

Special issue on Business, Industry and Government (BIG) Statistics pp. 397-400

Dennis K. J. Lin

Science, engineering, and statistics pp. 401-430

T. P. Davis

Damping factor in Google page ranking pp. 431-444

Hwai‐Hui Fu, Dennis K. J. Lin and Hsien‐Tang Tsai

Slope rotatability over all directions with correlated errors pp. 445-457

Rabindra Nath Das and Sung H. Park

Statistical modelling for process control in the sawmill industry pp. 459-481

Rudolf Beran

Statistical control for sampling of metallurgical material pp. 483-493

Hannah Gerber, Gary D. Sharp and Abebe Tessera

Variable second‐order inclusion probabilities during the sampling of industrial mixtures of particles pp. 495-501

Bastiaan Geelhoed

Controlling‐dependent process steps using variable sample size control charts pp. 503-517

Su‐Fen Yang and Hui‐Chun Su

Colour harmonization in car manufacturing processes pp. 519-532

A. Andriyashin, M. Benko, W. Härdle, R. Timofeev and U. Ziegenhagen

Quick multivariate kernel density estimation for massive data sets pp. 533-546

K. F. Cheng, C. K. Chu and Dennis K. J. Lin

Mixture distribution‐based forecasting using stochastic volatility models pp. 547-557

Adam Clements, Stan Hurn and S. I. White

Bayesian predictive inference under informative sampling and transformation pp. 559-572

Balgobin Nandram, Jai Won Choi, Gang Shen and Corinne Burgos

Interaction between stock indices via changepoint analysis pp. 573-586

Martin J. Lenardon and Anna Amirdjanova

Examining the effects of customer service management (CSM) on perceived business performance via structural equation modelling pp. 587-605

Bee Wah Yap and Kok Wei Khong

On goodness‐of‐fit for homogeneity and proportional hazards pp. 607-619

Vilijandas Bagdonavičius and Mikhail Nikulin

Measurement error bias in pharmaceutical cost‐effectiveness analysis pp. 621-630

Ian C. Marschner

Experimental designs for 2‐colour cDNA microarray experiments pp. 631-638

Nam‐Ky Nguyen and E. R. Williams

Volume 22, issue 4, 2006

Measurement‐error detection: international evidence on industrial production pp. 313-319

Kosei Fukuda

Modelling heterogeneity in manpower planning: dividing the personnel system into more homogeneous subgroups pp. 321-334

Tim De Feyter

Conditional length distributions induced by the coverage of two points by a Poisson Voronoï tessellation: application to a telecommunication model pp. 335-350

Catherine Gloaguen

Structured additive regression for overdispersed and zero‐inflated count data pp. 351-369

Ludwig Fahrmeir and Leyre Osuna Echavarría

Simultaneity and non‐linear variability in financial markets: simulation and forecasting pp. 371-383

Gordon E. Reikard

Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach pp. 385-395

L. A. Gil‐Alana

Volume 22, issue 3, 2006

Bayesian analysis of mixture of autoregressive components with an application to financial market volatility pp. 225-242

Stefano Sampietro

Mixed effect models for absolute log returns of ultra high frequency data pp. 243-267

Stephan Haug and Claudia Czado

Bayesian inference for Rayleigh distribution under progressive censored sample pp. 269-279

Shuo‐Jye Wu, Dar‐Hsin Chen and Shyi‐Tien Chen

Group testing procedures with incomplete identification and unreliable testing results pp. 281-296

Shaul K. Bar‐Lev, Wolfgang Stadje and Frank A. Van der Duyn Schouten

Non‐parametric modelling of time‐varying customer service times at a bank call centre pp. 297-311

Haipeng Shen and Lawrence D. Brown

Volume 22, issue 2, 2006

Bayesian models in business and industry pp. 93-93

Edward I. George and Fabrizio Ruggeri

The Bayesian method of moments (BMOM) in some aggregation problems in econometrics pp. 95-112

Enrique de Alba

The seasonal forecast of electricity demand: a hierarchical Bayesian model with climatological weather generator pp. 113-125

Sergio Pezzulli, Patrizio Frederic, Shanti Majithia, Sal Sabbagh, Emily Black, Rowan Sutton and David Stephenson

Posterior sampling with constructed likelihood functions: an application to flowgraph models pp. 127-137

Brian J. Williams and Aparna V. Huzurbazar

Bayesian geo‐additive modelling of childhood morbidity in Malawi pp. 139-154

Ngianga‐Bakwin Kandala

A Bayesian analysis of clusters of extreme losses pp. 155-167

Beatriz Vaz de Melo Mendes

Bayesian solvency analysis with autocorrelated observations pp. 169-180

M. Mendoza and L. E. Nieto‐Barajas

On Bayesian forecasting of procurement delays: a case study pp. 181-192

Jesús Palomo, Fabrizio Ruggeri, David Rios Insua, Enrico Cagno, Franco Caron and Mauro Mancini

Revisiting distributed lag models through a Bayesian perspective pp. 193-210

Romy R. Ravines, Alexandra M. Schmidt and Helio S. Migon

Copula models of joint last survivor analysis pp. 211-224

Arkady E. Shemyakin and Heekyung Youn

Volume 22, issue 1, 2006

A modified vacation model M[x]/G/1 system pp. 1-16

Jau‐Chuan Ke and Yunn‐Kuang Chu

Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach pp. 17-39

Manuel Salvador and Pilar Gargallo

Continuous‐time stochastic modelling of capital adequacy ratios for banks pp. 41-71

Casper H. Fouche, J. Mukuddem‐Petersen and M. A. Petersen

Ridge directional singular points for fingerprint recognition and matching pp. 73-91

Issam Dagher, Mustafa Badawi and Bassam Beyrouti

Volume 21, issue 6, 2005

Asymmetric extreme interdependence in emerging equity markets pp. 483-498

Beatriz Vaz de Melo Mendes

Tail equivalence relationships for ruin probabilities in several risk models pp. 499-508

Feng Hu, Chuancun Yin and Zhaojun Zong

NHPP models for categorized software defects pp. 509-524

Zhaohui Liu, Nalini Ravishanker and Bonnie K. Ray

Ridge regression in two‐parameter solution pp. 525-540

Stan Lipovetsky and W. Michael Conklin

Forecasting model with asymmetric market response and its application to pricing of consumer package goods pp. 541-560

Nobuhiko Terui and Yuuki Imano

Erratum: Future pricing through homogeneous semi‐Markov processes pp. 561-562

Giuseppe Di Biase, Jacques Janssen and Raimondo Manca

Volume 21, issue 4‐5, 2005

The diffusion of marketing science in the practitioners' community: opening the black box pp. 289-301

Albert C. Bemmaor and Philip Hans Franses

Market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model pp. 303-309

Jianan Wu and Wayne S. DeSarbo

Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model pp. 311-311

Donald F. Falkinburg

Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model pp. 313-314

Rinus Haaijer and Edward Rosbergen

Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model pp. 315-315

Philip E. Hendrix

Rejoinder for market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model pp. 317-318

Jianan Wu and Wayne S. DeSarbo

Current issues and a ‘wish list’ for conjoint analysis pp. 319-323

Eric T. Bradlow

Comment on current issues and a ‘wish list’ for conjoint analysis pp. 325-326

Jordan J. Louviere

Comment on current issues and a ‘wish list’ for conjoint analysis pp. 327-328

Jay Magidson and Jeroen K. Vermunt

Comment on current issues and a ‘wish list’ for conjoint analysis pp. 329-330

Bryan K. Orme

Comment on current issues and a ‘wish list’ for conjoint analysis pp. 331-332

Joffre Swait

Rejoinder for current issues and a ‘wish list’ for conjoint analysis pp. 333-333

Eric T. Bradlow

Spatial models in marketing research and practice pp. 335-343

Bart J. Bronnenberg

Comment on spatial models in marketing research and practice pp. 345-346

Thomas C. Eagle

Comment on spatial models in marketing research and practice pp. 347-348

Paul Markowitz

Rejoinder for spatial models in marketing research and practice pp. 349-350

Bart J. Bronnenberg

Advertising response models with managerial impact: an agenda for the future pp. 351-361

Demetrios Vakratsas

Comment on advertising response models with managerial impact: an agenda for the future pp. 363-364

Tim Ambler

Rejoinder for advertising response models with managerial impact: an agenda for the future pp. 365-366

Demetrios Vakratsas

The implementation challenge of pricing decision support systems for retail managers pp. 367-378

Alan L. Montgomery

Comment on the implementation challenge of pricing decision support systems for retail managers pp. 379-381

Suzanne N. Valentine and Krishna Venkatraman

Retail assortment, shelf and stockout management: issues, interplay and future challenges pp. 383-392

Katia Campo and Els Gijsbrechts

Comment on retail assortment, shelf and stockout management: issues, interplay and future challenges pp. 393-394

Henk J. Gianotten

Comment on retail assortment, shelf and stockout management: issues, interplay and future challenges pp. 395-396

Gilles Gros

The proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects pp. 397-402

Harald J. van Heerde

Comment on the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects pp. 403-404

Eijte W. Foekens

Comment on the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects pp. 405-405

Tom J. M. Wilms

Rejoinder for the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects pp. 407-408

Harald J. van Heerde

Measuring short‐ and long‐run promotional effectiveness on scanner data using persistence modelling pp. 409-416

Marnik G. Dekimpe, Dominique M. Hanssens, Vincent R. Nijs and Jan‐Benedict E. M. Steenkamp

Comment on measuring short‐ and long‐run promotional effectiveness on scanner data using persistence modelling pp. 417-419

Jean‐Bernard Kazmierczak

Rejoinder for measuring short‐ and long‐run promotional effectiveness on scanner data using persistence modelling pp. 421-422

Marnik G. Dekimpe, Dominique M. Hanssens, Vincent R. Nijs and Jan‐Benedict E.M. Steenkamp

Market response models and marketing practice pp. 423-434

Dominique M. Hanssens, Peter S. H. Leeflang and Dick R. Wittink

Comment on market response models and marketing practice pp. 435-435

Douwe Rademaker

Comment on market response models and marketing practice pp. 437-438

Jorge Silva‐Risso

Rejoinder for market response models and marketing practice pp. 439-441

Dominique M. Hanssens, Peter S. H. Leeflang and Dick R. Wittink

Lessons from the front line: two key ways in which the internet has changed marketing forever pp. 443-448

Xavier Drèze

Comment on lessons from the front line: two key ways in which the internet has changed marketing forever pp. 449-449

Daniel B. Kaye

The effect of survey measurement on respondent behaviour pp. 451-455

Vicki G. Morwitz

Comment on the effect of survey measurement on respondent behaviour pp. 457-459

Herbert C. Sorensen

The value of simple models in new product forecasting and customer‐base analysis pp. 461-473

Peter S. Fader and Bruce G. S. Hardie

Comment on the value of simple models in new product forecasting and customer‐base analysis pp. 475-476

D. Mitchell Barns

Volume 21, issue 3, 2005

Bounds to optimal burn‐in and optimal work size pp. 227-239

Ji Hwan Cha and Jie Mi

Future pricing through homogeneous semi‐Markov processes pp. 241-249

Giuseppe Di Biase, Jacques Janssen and Raimondo Manca

Analysis of call centre arrival data using singular value decomposition pp. 251-263

Haipeng Shen and Jianhua Z. Huang

On the weak IFR aging of bivariate lifetime distributions pp. 265-272

Maxim Finkelstein and Veronica Esaulova

Asymmetric response and interaction of U.S. and local news in financial markets pp. 273-288

Cathy W. S. Chen, Mike K. P. So and Richard H. Gerlach

Volume 21, issue 2, 2005

Editorial pp. 95-96

Gilbert Saporta and Michel Bera

Supervised classification and tunnel vision pp. 97-109

David J. Hand

A tutorial on ν‐support vector machines pp. 111-136

Pai‐Hsuen Chen, Chih‐Jen Lin and Bernhard Schölkopf

On‐line learning for very large data sets pp. 137-151

Léon Bottou and Yann Le Cun

Non‐parametric regression with wavelet kernels pp. 153-163

Alain Rakotomamonjy, Xavier Mary and Stéphane Canu

Statistical modelling of functional data pp. 165-173

Philippe C. Besse, Hervé Cardot, Robert Faivre and Michel Goulard

Some linear programming methods for frontier estimation pp. 175-185

G. Bouchard, S. Girard, A. Iouditski and A. Nazin

A statistical approach to class separability pp. 187-197

Djamel A. Zighed, Stéphane Lallich and Fabrice Muhlenbach

A comparative study of multi‐class support vector machines in the unifying framework of large margin classifiers pp. 199-214

Yann Guermeur, André Elisseeff and Dominique Zelus

Intrinsic Kriging and prior information pp. 215-226

E. Vazquez, E. Walter and G. Fleury

Volume 21, issue 1, 2005

Exchange rate uncertainty and trade growth—a comparison of linear and non‐linear (forecasting) models pp. 1-26

Helmut Herwartz and Henning Weber

Estimation of integrated volatility in stochastic volatility models pp. 27-44

Jeannette H. C. Woerner

A simple test of exponentiality against NWBUE family of life distributions pp. 45-53

M. Z. Anis and M. Mitra

Predictability and model selection in the context of ARCH models pp. 55-82

Stavros Degiannakis and Evdokia Xekalaki

Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process pp. 83-94

L. A. Gil‐Alana