Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 18, issue 4, 2002

Multivariate least squares and its relation to other multivariate techniques pp. 347-356

Stan Lipovetsky, Asher Tishler and W. Michael Conklin

A generalized multinomial discriminant procedure with applications pp. 357-367

Majid Mojirsheibani

Optimum inspection under competing risks with proportional hazards pp. 369-379

F. G. Badía, M. D. Berrade and Clemente A. Campos

The application of neural networks to predict abnormal stock returns using insider trading data pp. 381-389

Alan M. Safer

A bootstrap procedure for mixture models: applied to multidimensional scaling latent class models pp. 391-406

Suzanne Winsberg and Geert De Soete

Volume 18, issue 3, 2002

Special Issue on Business and Industrial Statistics pp. 185-187

Chihiro Hirotsu and Nobuo Shinozaki

Effectiveness of neural networks to regression with structural changes pp. 189-195

Miyoko Asano, Hiroe Tsubaki and Tadashi Yoshizawa

Rotation designs: orthogonal first‐order designs with higher order projectivity pp. 197-206

Dizza Bursztyn and David M. Steinberg

Design of experiments with unknown parameters in variance pp. 207-218

Valerii V. Fedorov, Robert C. Gagnon and Sergei L. Leonov

The power binomial distribution: a flexible (two‐parameter) finite probability distribution pp. 219-224

N. I. Fisher

On the use of compound noise factor in parameter design experiments pp. 225-243

X. Shirley Hou

Application of tube formula to distributional problems in multiway layouts pp. 245-257

Satoshi Kuriki and Akimichi Takemura

A linear mixed model for the hedonic pricing model pp. 259-270

Michiko Miyamoto and Hiroe Tsubaki

Wilcoxon‐type rank‐sum precedence tests: large‐sample approximation and evaluation pp. 271-286

H. K. T. Ng and N. Balakrishnan

Exact permutation tests for unreplicated factorials pp. 287-299

Fortunato Pesarin and Luigi Salmaso

Metal fatigue, Wicksell transform and extreme values pp. 301-312

Rinya Takahashi and Masaaki Sibuya

Statistical design of double EWMA controller pp. 313-322

Sheng‐Tsaing Tseng, Rouh‐Jane Chou and Shui‐Pin Lee

Age‐based warranty data analysis without date‐specific sales information pp. 323-337

Lianhua Wang, Kazuyuki Suzuki and Wataru Yamamoto

Statistical concepts of capability of detection pp. 339-346

Peter‐Th. Wilrich

Volume 18, issue 2, 2002

Sequential sampling schemes and other statistical techniques in quality of service business surveys pp. 101-120

Shaul K. Bar‐Lev and Camil Fuchs

Stock timing using genetic algorithms pp. 121-134

J. Korczak and Patrick Roger

On the shape of the mean residual lifetime function pp. 135-146

M. S. Finkelstein

Maintenance policy for multivariate standby/operating units pp. 147-155

F. G. Badía, M. D. Berrade and Clemente A. Campos

A reliability semi‐Markov model involving geometric processes pp. 157-170

Rafael Pérez‐Ocón and Inmaculada Torres‐Castro

On prices' evolutions based on geometric telegrapher's process pp. 171-184

Antonio Di Crescenzo and Franco Pellerey

Volume 18, issue 1, 2002

Obituary: Richard L. Tweedie pp. 1-2

C. C. Heyde

Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH‐models and their implications pp. 3-22

Helmut Herwartz and Hans-Eggert Reimers

Random rates of growth and return: introducing the expo‐normal distribution pp. 23-51

Olivier de La Grandville, Anthony G. Pakes and Claude Tricot

Modelling recruitment training in mathematical human resource planning pp. 53-74

A. C. Georgiou and N. Tsantas

Minimizing a general loss function in off‐line quality control pp. 75-85

T. K. Mak and F. Nebebe

Calibrating software reliability models when the test environment does not match the user environment pp. 87-99

Xuemei Zhang, Daniel R. Jeske and Hoang Pham

Volume 17, issue 4, 2001

Managing uncertainty in call centres using Poisson mixtures pp. 307-318

Geurt Jongbloed and Ger Koole

Analysis of regression in game theory approach pp. 319-330

Stan Lipovetsky and Michael Conklin

On testing of parameters in modulated power law process pp. 331-343

K. Muralidharan

Three repair strategies pp. 345-360

José M. Rocha‐Martínez

Volume 17, issue 3, 2001

Incentive regulation and the change in productive efficiency in telecommunications in the United States pp. 231-244

Noel D. Uri

A comparison of methods of approximations for probabilities of death for fractions of a year pp. 245-260

Helena Jasiulewicz

An analysis of Taguchi's on‐line quality monitoring procedure for attributes with diagnosis errors pp. 261-276

Wagner Borges, Linda Lee Ho and Osiris Turnes

Estimation in integer‐valued moving average models pp. 277-291

Kurt Brännäs and Andreia Hall

The range inter‐event process in a symmetric birth–death random walk pp. 293-306

Pierre Vallois and Charles S. Tapiero

Volume 17, issue 2, 2001

Convex upper and lower bounds for present value functions pp. 149-164

D. Vyncke, Marc Goovaerts and Jan Dhaene

Bayesian‐type count data models with varying coefficients: estimation and testing in the presence of overdispersion pp. 165-179

Ludwig Fahrmeir and Jochen Mayer

Exchange rate uncertainty and employment: an algorithm describing ‘play’ pp. 181-204

Ansgar Belke and Matthias Göcke

On a discrimination problem for a class of stochastic processes with ordered first‐passage times pp. 205-219

Antonio Di Crescenzo and Luigi M. Ricciardi

On an inverse problem in mixture failure rates modelling pp. 221-229

Max S. Finkelstein and Veronica Esaulova

Volume 17, issue 1, 2001

Editorial pp. 1-3

Paolo Giudici and Wolfgang Polasek

Maximum likelihood estimation of a latent variable time‐series model pp. 5-17

Francesco Bartolucci and Giovanni De Luca

Forecasting stock index volatility pp. 19-26

Riccardo Bramante and Santamaria Luigi

Generalized dynamic linear models for financial time series pp. 27-39

Patrizia Campagnoli, Pietro Muliere and Sonia Petrone

A simulation environment for discontinuous portfolio value processes pp. 41-55

Giorgio Consigli and Antonio Di Cesare

Financial analysis using Bayesian networks pp. 57-67

Jozef Gemela

Bayesian data mining, with application to benchmarking and credit scoring pp. 69-81

Paolo Giudici

Statistical challenges in credit card issuing pp. 83-92

Alan Lucas

Volatility analysis during the Asia crisis: a multivariate GARCH‐M model for stock returns in the U.S., Germany and Japan pp. 93-108

Wolfgang Polasek and Lei Ren

Implementation and performance of various stochastic models for interest rate derivatives pp. 109-120

Francesco Rapisarda and Roberto Silvotti

An application of three bivariate time‐varying volatility models pp. 121-133

I. D. Vrontos, S. G. Giakoumatos, Petros Dellaportas and D. N. Politis

A comparison of several time‐series models for assessing the value at risk of shares pp. 135-148

Walter Zucchini and Kristin Neumann