Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 30, issue 6, 2014

Foreword: Special Issue on Statistics in Quality and Productivity pp. 657-657

Martha M. Gardner and Emmanuel Yashchin

Methods for planning repeated measures accelerated degradation tests pp. 658-671

Brian P. Weaver and William Q. Meeker

Discussion of ‘Methods for planning repeated measures accelerated degradation tests’ by B. Weaver and W. Q. Meeker pp. 672-673

Yili Hong and Zhibing Xu

Discussion of ‘Methods for planning repeated measures accelerated degradation tests’ pp. 674-676

C. Shane Reese and Alyson G. Wilson

Discussion of ‘Methods for planning repeated measures accelerated degradation tests’ by Brian P. Weaver and William Q. Meeker pp. 677-679

Rainer Schwabe, Maryna Prus and Ulrike Graßhoff

Discussion of ‘Methods for planning repeated measures accelerated degradation tests’ pp. 680-685

Nikolaus Haselgruber and Ernst Stadlober

Rejoinder: Methods for planning repeated measures accelerated degradation tests pp. 686-690

Brian P. Weaver and William Q. Meeker

Modeling and analyzing semiconductor yield with generalized linear mixed models pp. 691-707

D. C. Krueger and D. C. Montgomery

SPC methods for nonstationary correlated count data with application to network surveillance pp. 708-722

Yingzhuo Fu and Daniel R. Jeske

Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup pp. 723-739

Aleksey S. Polunchenko, Grigory Sokolov and Wenyu Du

Identification of topology changes in power grids using phasor measurements pp. 740-752

Scott Vander Wiel, Russell Bent, Emily Casleton and Earl Lawrence

A multiscale correction to the Black–Scholes formula pp. 753-765

Jeong‐Hoon Kim, Jungwoo Lee, Song‐Ping Zhu and Seok‐Hyon Yu

A condition‐based imperfect replacement policy for a periodically inspected system with two dependent wear indicators pp. 766-782

Sophie Mercier and Hai Ha Pham

Optimal bi‐level Stackelberg strategies for supply chain financing with both capital‐constrained buyers and sellers pp. 783-796

Nina Yan, Hongyan Dai and Baowen Sun

Autoregressive model for a finite random sequence on the unit circle for investigating the fluctuations of residual stresses in the rims of new railroad wheels pp. 797-805

Alexey V. Koshulyan and Valentin P. Malajchuk

Volume 30, issue 5, 2014

Optimum life testing plans in presence of hybrid censoring: A cost function approach pp. 519-528

R. Bhattacharya, B. Pradhan and A. Dewanji

Default risk analysis via a discrete‐time cure rate model pp. 529-543

Daniele De Leonardis and Roberto Rocci

Goal achieving probabilities of cone‐constrained mean‐variance portfolios pp. 544-572

Chantal Labbé and François Watier

Detecting and interpreting clusters of economic activity in rural areas using scan statistic and LISA under a unified framework pp. 573-587

S. Bersimis, C. Chalkias and T. Anthopoulou

Diagnosing and modeling extra‐binomial variation for time‐dependent counts pp. 588-608

Christian H. Weiß and Hee‐Young Kim

The persistence of abnormal return on assets: an exploratory analysis of the performance of firms by country and sector pp. 609-631

José Luis Gallizo, Pilar Gargallo, Ramon Saladrigues and Manuel Salvador

Unsupervised anomaly detection within non‐numerical sequence data by average index difference, with application to masquerade detection pp. 632-656

Stefan Jan Skudlarek and Hirosuke Yamamoto

Volume 30, issue 4, 2014

Start‐up demonstration tests: models, methods and applications, with some unifications pp. 373-413

N. Balakrishnan, M.V. Koutras and F.S. Milienos

Discussion of ‘Start‐up demonstration tests: models, methods and applications, with some unifications’ pp. 414-416

Serkan Eryilmaz

Discussion of ‘Start‐up demonstration tests: models, methods and applications, with some unifications’ pp. 417-419

Amos E. Gera

Discussion of ‘Start‐up demonstration tests: models, methods and applications, with some unifications’ pp. 420-423

M. L. Depoy Smith and W. S. Griffith

Discussion of ‘start‐up demonstration tests: models, methods and applications, with some unifications’ pp. 424-426

Xian Zhao

Authors’ rejoinder “Start‐up demonstration tests: models, methods, and applications, with some unifications” pp. 427-428

Narayanaswamy Balakrishnan, M.V. Koutras and F.S. Milienos

Optimal design of multi‐server Markovian queues with polynomial waiting and service costs pp. 429-443

Mahmut Parlar and Moosa Sharafali

Preservation of reliability classes under the formation of coherent systems pp. 444-454

Jorge Navarro, Yolanda del Águila, Miguel A. Sordo and Alfonso Suárez‐Llorens

Estimating retail demand with Poisson mixtures and out‐of‐sample likelihood pp. 455-463

Howard Hao‐Chun Chuang and Rogelio Oliva

Comparing methods for design follow‐up: revisiting a metal‐cutting case study pp. 464-478

David J. Edwards, Maria L. Weese and Gregory A. Palmer

Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance pp. 479-496

Eva María Ortega and José Alonso

A simulated annealing approach for reliability‐based chance‐constrained programming pp. 497-508

Ümit Sami Sakalli

Pricing a stochastic car value depreciation deal pp. 509-516

Bader Alshamary and Ovidiu Calin

‘Statistics for microelectronics’, ASMBI, v. 29, issue 4, July/August 2013, pages 315–318 pp. 517-517

Riccardo Borgoni, Laura Deldossi, Luigi Radaelli and Diego Zappa

Volume 30, issue 3, 2014

Parameter estimation of an agent‐based stock price model pp. 227-239

Mine Çağlar, Nihal Bahtiyar and İpek Altıntaş

Knowledge‐based scenario tree generation methods and application in multiperiod portfolio selection problem pp. 240-257

Zhiping Chen and Daobao Xu

Analyzing Risky Choices: Q‐learning for Deal‐No‐Deal pp. 258-270

Laszlo Korsos and Nicholas G. Polson

Forecasting retained earnings of privately held companies with PCA and L1 regression pp. 271-293

Harish S. Bhat and Dan Zaelit

Assessing the reliability of a nanocomponent using nanocrack growth pp. 294-302

Nader Ebrahimi

On spatial contagion and multivariate GARCH models pp. 303-327

Piotr Jaworski and Marcin Pitera

Monitoring the mean of multivariate financial time series pp. 328-340

Robert Garthoff, Vasyl Golosnoy and Wolfgang Schmid

Multivariate risk models under heavy‐tailed risks pp. 341-360

Wei Huang, Chengguo Weng and Yi Zhang

On allocating redundancies to k‐out‐of‐ n reliability systems pp. 361-371

Yinping You and Xiaohu Li

Correction of ‘Business indicators of healthcare quality: outlier detection in small samples’, ASMBI, v. 28, issue 3, May/June 2012, pages 282–295 pp. 372-372

Gaj Vidmar, Rok Blagus, Luboš Střelec and Milan Stehlík

Volume 30, issue 2, 2014

A simpler proof of a result by Chiu [Appl. Stochastic Models Bus. Ind. 2008; 24:203–219] pp. 81-81

Kun‐Jen Chung

On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier pp. 82-98

Hélène Cossette, Etienne Marceau and Fouad Marri

Predicting bank loan recovery rates with a mixed continuous‐discrete model pp. 99-114

Raffaella Calabrese

Diagnostics in Birnbaum–Saunders accelerated life models with an application to fatigue data pp. 115-131

Víctor Leiva, Edgardo Rojas, Manuel Galea and Antonio Sanhueza

Sequential smoothing for turning point detection with application to financial decisions pp. 132-140

Carlo Grillenzoni

Bayesian Analysis of Abandonment in Call Center Operations pp. 141-156

Tevfik Aktekin and Refik Soyer

Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves pp. 157-171

Long Yang and Chuanjiang He

Dividends in finite time horizon pp. 172-182

Rui M.R. Cardoso

Robust pair‐copula based forecasts of realized volatility pp. 183-199

Beatriz Vaz de Melo Mendes and Victor Bello Accioly

Estimation and monitoring of traffic intensities with application to control of stochastic systems pp. 200-217

Ying‐Chao Hung, George Michailidis and Shih‐Chung Chuang

Some results for repairable systems with minimal repairs pp. 218-226

M. Chahkandi, J. Ahmadi and S. Baratpour

Volume 30, issue 1, 2014

George E. P. Box (1919–2013) pp. 1-1

Bovas Abraham and David Steinberg

Rate of solution of air and rate of transfer for sewage treatment by activated sludge processes pp. 2-8

Ronald Hicks and G.E. Pelham Box

George Box in the 1950s pp. 9-10

J. Stuart Hunter

George Box: His interface with industry and its impact pp. 11-19

William J. Hill

A journey of discovery with George Box pp. 20-24

David W. Bacon

George Box's contributions to time series analysis and forecasting pp. 25-35

G. M. Ljung, J. Ledolter and B. Abraham

George Box and the design of experiments: statistics and discovery pp. 36-45

David M. Steinberg

George Box and Robust Design pp. 46-52

Stephen P. Jones

An overview of George Box's contributions to process monitoring and feedback adjustment pp. 53-61

William H. Woodall and Enrique del Castillo

George Box and Bayesian inference pp. 62-70

R. Daniel Meyer

George Box, quality, and improving almost anything pp. 71-79

Conrad A. Fung