Applied Stochastic Models in Business and Industry

1999 - 2021

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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

Valérie Girardin, Philippe Regnault and Christos H. Skiadas

Asymptotic analysis and optimization of some insurance models pp. 762-773

Ekaterina Bulinskaya

Malliavin calculus in a binomial framework pp. 774-781

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

Griselda Deelstra, Sinem Kozpınar and Matthieu Simon

Final outcomes and disease insurance for a controlled epidemic model pp. 803-815

Claude Lefèvre and Philippe Picard

Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components pp. 816-834

Narayanaswamy Balakrishnan, Phalguni Nanda and Suchandan Kayal

Redistricting without gerrymandering, utilizing the convexity ratio, and other applications to business and industry pp. 835-851

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

S. Bougeard, V. Cariou, G. Saporta and N. Niang

A BIC‐based consistent metric between Markovian processes pp. 868-878

Jesús E. García, R. Gholizadeh and V. A. González‐López

Foreword: Special issue on statistics in quality and productivity pp. 879-879

Nalini Ravishanker, Haim Bar and Emmanuel Yashchin

Multistate multivariate statistical process control pp. 880-892

Gabriel J. Odom, Kathryn B. Newhart, Tzahi Y. Cath and Amanda S. Hering

Information‐theoretic multistage sampling framework for medical audits pp. 893-907

Muzaffer Musal and Tahir Ekin

Bayesian design of experiments for logistic regression to evaluate multiple nuclear forensic algorithms pp. 908-921

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

Aleksey S. Polunchenko and Vasanthan Raghavan

Facilitating high‐dimensional transparent classification via empirical Bayes variable selection pp. 949-961

Haim Bar, James Booth, Martin T. Wells and Kangyan Liu

Foreword: Special issue on statistics in business and industry pp. 962-962

Beatriz E. Etchegaray Garcia, Julie E. Novak and Emmanuel Yashchin

Graphics to facilitate informative discussion and team decision making pp. 963-980

Christine M. Anderson‐Cook and Lu Lu

Discussion of “Graphics to facilitate informative discussion and team decision‐making” pp. 981-984

Dae‐Heung Jang

Discussion of “Graphics to facilitate informative discussion and team decision making” pp. 985-988

Jennifer Van Mullekom

Rejoinder to “Graphics to facilitate informative discussion and team decision‐making” pp. 989-991

Christine Anderson‐Cook and Lu Lu

Structural break detection in financial durations pp. 992-1006

Yaohua Zhang, Nalini Ravishanker and Jian Zou

Heuristic policies for stochastic knapsack problem with time‐varying random demand pp. 1007-1016

Yingdong Lu

Volume 34, issue 5, 2018

Special Issue on Recent Trends in Stochastic Models, Statistics and Their Applications pp. 585-585

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

Alina Bărbulescu

American option pricing under financial crisis pp. 597-606

Xuemei Luo, Kaili Xiang and Chuan Ding

Modeling vehicle traffic loads by the 2D compound Poisson process pp. 607-617

Yang Liu, Deru Li, Yingqiu Li and Haiping Zhang

Density‐free test for symmetry verification in images pp. 618-632

Agata Migalska

Model‐free offline change‐point detection in multidimensional time series of arbitrary nature via ϵ‐complexity: Simulations and applications pp. 633-644

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

Wojciech Rafajłowicz and Ewaryst Rafajłowicz

Nonlinearity recovery by standard and aggregative orthogonal series algorithms pp. 659-666

Przemysław Śliwiński, Paweł Wachel and Szymon Łagosz

GARCH processes and the phenomenon of misleading and unambiguous signals pp. 667-681

Beatriz Sousa, Manuel Cabral Morais, Yarema Okhrin and Wolfgang Schmid

A new toolkit for robust distributional change detection pp. 682-699

Anna‐Lena Kißlinger and Wolfgang Stummer

Unspecified distributions in single disorder problem pp. 700-717

Wojciech Sarnowski and Krzysztof Szajowski

Algorithm based on modified angle‐based outlier factor for open‐set classification of text documents pp. 718-729

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

Changqian Xie and Lun Li

Optimal consumption analysis for a stochastic growth model with technological shocks pp. 746-755

Weipeng Yuan, Shaoyong Lai and Hanlei Hu

Volume 34, issue 4, 2018

Statistical methods for network surveillance pp. 425-445

Daniel R. Jeske, Nathaniel T. Stevens, Alexander G. Tartakovsky and James D. Wilson

Discussion of “Statistical methods for network surveillance” pp. 446-448

Srijan Sengupta and William H. Woodall

Discussion of “Statistical methods for network surveillance” pp. 449-451

David J. Marchette

Discussion of “Statistical methods for network surveillance” by Daniel Jeske, Nathaniel Stevens, Alexander Tartakovsky, and James Wilson pp. 452-456

Philipp Otto and Wolfgang Schmid

Rejoinder to “Statistical methods for network surveillance” pp. 457-459

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

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

Nalini Ravishanker

Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” pp. 482-483

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

Samir P. Warty, Hedibert F. Lopes and Nicholas G. Polson

An optimal burn‐in policy based on a degradation model pp. 486-498

E. Mosayebi Omshi and S. Shemehsavar

Pricing and hedging barrier options pp. 499-512

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

Qingan Qiu, Lirong Cui and Jingyuan Shen

Stochastic properties of two general versions of the residual lifetime at random times pp. 528-543

Xiaohu Li and Rui Fang

Warranty cost analysis: Increasing warranty repair times pp. 544-561

Sarah Marshall, Richard Arnold, Stefanka Chukova and Yu Hayakawa

Time series with Birnbaum‐Saunders marginal distributions pp. 562-581

T. Rahul, N. Balakrishnan and N. Balakrishna

Volume 34, issue 3, 2018

A special issue on: Statistical methods in mining industry pp. 259-260

Orietta Nicolis and Rodrigo Pascual

A nondisruptive reliability approach to assess the health of microseismic sensing networks pp. 261-277

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

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

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

Mauricio Huerta, Víctor Leiva, Camilo Lillo and Marcelo Rodríguez

Stochastic intrinsic Kriging for simulation metamodeling pp. 322-337

Ehsan Mehdad and Jack Kleijnen

Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae pp. 338-354

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

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

Istoni da Luz Sant'Ana, Patricia Román‐Román and Francisco Torres‐Ruiz

Coherent system with standby components pp. 395-406

Serkan Eryilmaz and T. Erman Erkan

On a random lead time and threshold shock model using phase‐type geometric processes pp. 407-422

Y. Sarada and R. Shenbagam

Volume 34, issue 2, 2018

Inferring social structure from continuous‐time interaction data pp. 87-104

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

David Banks

Discussion of “Inferring social structure from continuous‐time interaction data” pp. 107-109

Bruce A. Desmarais

Rejoinder to “Inferring social structure from continuous‐time interaction data” pp. 110-112

Wesley Lee, Bailey Fosdick and Tyler H. McCormick

A MCMC approach for modeling customer lifetime behavior using the COM‐Poisson distribution pp. 113-127

Mohamed Ben Mzoughia, Sharad Borle and Mohamed Limam

Some results on information properties of coherent systems pp. 128-143

Abdolsaeed Toomaj, Antonio Di Crescenzo and Mahdi Doostparast

An index tracking model with stratified sampling and optimal allocation pp. 144-157

Meihua Wang, Fengmin Xu and Yu‐Hong Dai

Bounds for the reliability functions of coherent systems with heterogeneous components pp. 158-174

Patryk Miziuła and Jorge Navarro

Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization pp. 175-195

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

Halina Frydman and Anna Matuszyk

Reliability modelling incorporating load share and frailty pp. 206-223

G. Asha, A. Vincent Raja and Nalini Ravishanker

Planning accelerated life tests with random effects of test chambers pp. 224-243

Kangwon Seo and Rong Pan

Analysis of definitive screening designs: Screening vs prediction pp. 244-255

Maria L. Weese, Philip J. Ramsey and Douglas C. Montgomery

Volume 34, issue 1, 2018

Special issue on Data Fusion pp. 3-3

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

Aude Grelaud, Priyam Mitra, Minge Xie and Rong Chen

Combining binomial test data via two‐stage solutions pp. 20-30

Janet Myhre, Daniel R. Jeske, Jun Li and Anne M. Hansen

Correlated model fusion pp. 31-43

Andrew Hoegh and Scotland Leman

Imputation for multisource data with comparison and assessment techniques pp. 44-60

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

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

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

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

Volodymyr Serhiyenko, Nalini Ravishanker and Rajkumar Venkatesan