Applied Stochastic Models in Business and Industry

1999 - 2021

From John Wiley & Sons
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Long‐range dependence and performance in telecom networks pp. 305-321: Pier Luigi Conti, Antonio Lijoi and Fabrizio Ruggeri
Bayesian estimation of NIG models via Markov chain Monte Carlo methods pp. 323-338: Dimitris Karlis and Jostein Lillestöl
The total median in statistical quality control pp. 339-353: Fernanda Figueiredo and M. Ivette Gomes
Price discovery in the Texas cash cattle market pp. 355-378: David Bessler and Ernest E. Davis

Editorial pp. 171-172: Wolfgang Polasek and Fabrizio Ruggeri
A model‐based approach to quality control of paper production pp. 173-184: Patrick E. Brown, Peter J. Diggle and Robin Henderson
Control charts: a cost‐optimization approach for processes with random shifts pp. 185-200: András Zempléni, Miklós Véber, Belmiro Duarte and Pedro Saraiva
Comparison of multivariate methods for robust parameter design in sheet metal spinning pp. 201-218: Corinna Auer, Martina Erdbrügge and Roland Göbel
Spatio‐temporal modelling of corrosion in an industrial furnace pp. 219-238: John Little, Michael Goldstein, Philip Jonathan and Kees den Heijer
Characterizing the measurement precision of thermal resistance measurements pp. 239-251: Jan Engel and Joris van Kempen
Bayesian reliability analysis of complex repairable systems pp. 253-264: Antonio Pievatolo and Fabrizio Ruggeri
Global European portfolio construction: Does a changing volatility structure matter? pp. 265-280: Wolfgang Polasek and Momtchil Pojarliev
A statistical analysis of the customer satisfaction with car dealers pp. 281-289: Annarita Roscino and Alessio Pollice
Bivariate non‐parametric regression models: simulations and applications pp. 291-303: Alessandra Durio and Ennio Davide Isaia

International greenhouse gas emissions when global warming is a stochastic process pp. 95-114: Franz Wirl
Analysis of economic time series: effects of extremal observations on testing heteroscedastic components pp. 115-130: Luigi Grossi and Fabrizio Laurini
Modelling the process of incoming problem reports on released software products pp. 131-142: Geurt Jongbloed and Tonny Verbaken
Aging properties of the residual life length of k‐out‐of‐n systems with independent but non‐identical components pp. 143-153: Xiaohu Li and Jing Chen
Estimation in the continuous time mover‐stayer model with an application to bond ratings migration pp. 155-170: Halina Frydman and Ashay Kadam

From the mathematical model to the real‐life problem pp. 1-2: Maxim Finkelstein
A non‐parametric approach to software reliability pp. 3-15: Axel Gandy and Uwe Jensen
On a cumulative damage process and resulting first passages times pp. 17-26: Waltraud Kahle and Heide Wendt
Comparison of steady system availability with imperfect repair pp. 27-36: Ji Hwan Cha, Sangyeol Lee and Jie Mi
Numerical comparisons of approximations of geometric sums pp. 37-48: Jean‐Louis Bon and Anne Philippe
Combinatorial approaches to Monte Carlo estimation of network lifetime distribution pp. 49-57: I. Gertsbakh and Y. Shpungin
Warranty cost analysis: non‐zero repair time pp. 59-71: Stefanka Chukova and Yu Hayakawa
Optimal replacement policy for a series system with obsolescence pp. 73-91: Sophie Mercier and Pierre‐Etienne Labeau

Regional Bell Operating Company entry into long‐distance and non‐price discrimination against rival interexchange carriers: empirical evidence from panel data pp. 269-290: Paul R. Zimmerman
Dual‐ and triple‐mode matrix approximation and regression modelling pp. 291-301: Stan Lipovetsky and W. Michael Conklin
Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations pp. 303-313: M. Scotto and H. Ferreira
Efficiency measure, modelling and estimation in combined array designs pp. 315-326: Tak Mak and Fassil Nebebe
A sequential condition‐based repair/replacement policy with non‐periodic inspections for a system subject to continuous wear pp. 327-347: B. Castanier, C. Bérenguer and A. Grall
A real options approach for entering the Internet securities trading businesses with start‐up time pp. 349-360: Chin‐Tsai Lin, Tyrone Lin and Lung‐Chu Yeh

Editor's Foreword pp. 169-169: Brani Vidakovic and Robert Lund
A wavelet solution to the spurious regression of fractionally differenced processes pp. 171-183: Yanqin Fan and Brandon Whitcher
Wavelet‐based estimation of a discriminant function pp. 185-198: Woojin Chang, Seong‐Hee Kim and Brani Vidakovic
Wavelets in state space models pp. 199-219: Eliana Zandonade and Pedro A. Morettin
Wavelet thresholding in partially linear models: a computation and simulation pp. 221-230: Leming Qu
Thresholded scalogram and its applications in process fault detection pp. 231-244: Myong K. Jeong, Di Chen and Jye‐Chyi Lu
Applications of Hilbert–Huang transform to non‐stationary financial time series analysis pp. 245-268: Norden E. Huang, Man‐Li Wu, Wendong Qu, Steven R. Long and Samuel S. P. Shen

Mixture models in econometric duration analysis pp. 91-104: Karl Mosler
A state space model for rub‐off triangles pp. 105-120: Teresa Alpuim and Isabel Ribeiro
Batch process and transfer decisions in foreign market: a real options model pp. 121-131: Chin‐Tsai Lin and Cheng‐Ru Wu
On some measures and distances for positive random variables pp. 133-146: M. S. Finkelstein
A risk model driven by Lévy processes pp. 147-167: Manuel Morales and Wim Schoutens

A method for portfolio choice pp. 1-11: Robert Elliott and Juri Hinz
Dispersion effects in unreplicated factorial designs pp. 13-30: Kerstin Wiklander and Sture Holm
Stochastic analysis in life office management: applications to large annuity portfolios pp. 31-42: Mariarosaria Coppola, Emilia Di Lorenzo and Marilena Sibillo
Optimal harvesting policies for a generalized Gordon–Schaefer model in randomly varying environment pp. 43-49: M. A. Shah and Usha Sharma
Comparison of maintenance policies with monotone failure rate distributions pp. 51-65: Esther Frostig
Latent variable modelling of price‐change in 295 manufacturing industries pp. 67-88: Zoe Georganta