Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 29, issue 6, 2013

Multivariate dynamic regression: modeling and forecasting for intraday electricity load pp. 579-598

Helio S. Migon and Larissa C. Alves

Discussion of ‘Multivariate Dynamic Regression: Modeling and Forecasting for Intraday Electricity Load’ pp. 599-601

E. Gutiérrez‐Peña and M. Mendoza

Discussion of ‘Multivariate dynamic regression: modeling and forecasting for intraday electricity load’ by Migon and Alves pp. 602-602

Wilfredo Palma

Short‐term forecasting of the daily load curve for residential electricity usage in the Smart Grid pp. 604-620

J.R.M. Hosking, R. Natarajan, S. Ghosh, S. Subramanian and X. Zhang

Comments on: Short‐term forecasting the daily load curve for residential electricity usage in smart grid pp. 621-623

Antoni Espasa and Maria Durban

Discussion on the manuscript: ‘short‐term forecasting of the daily load curve for residential electricity usage in the smart grid’ by S. Ghosh et al pp. 624-625

Zeyar Aung

Rejoinder to the discussion of ‘Short‐term forecasting of the daily load curve for residential electricity usage in the smart grid’ pp. 626-628

J. R. M. Hosking, Ramesh Natarajan, Soumyadip Ghosh, Shivaram Subramanian and Xiaoxuan Zhang

Electrical load forecasting by exponential smoothing with covariates pp. 629-645

Rainer Göb, Kristina Lurz and Antonio Pievatolo

Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’by Rainer Göb, Kristina Lurz and Antonio Pievatolo pp. 646-647

M. Pilar MuñOz

Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’ pp. 648-651

Rafał Weron and James Taylor

Rejoinder to the discussions of the paper on ‘Electrical load forecasting by exponential smoothing with covariates’ pp. 652-658

Rainer Göb, Kristina Lurz and Antonio Pievatolo

Volume 29, issue 5, 2013

Statistical inference in massive data sets pp. 399-409

Runze Li, Dennis K.J. Lin and Bing Li

A semiparametric Bayesian generalized linear mixed model for the reliability of Kevlar fibers pp. 410-423

Raffaele Argiento, Alessandra Guglielmi and Jacopo Soriano

Statistical properties of the state obtained by solving a nonlinear multivariate inverse problem pp. 424-438

Noel Cressie and Rui Wang

An asymptotic approach for a semi‐Markovian inventory model of type (s, S) pp. 439-453

Tahir Khaniyev, Ali Kokangul and Rovshan Aliyev

T‐optimality and neural networks: a comparison of approaches for building experimental designs pp. 454-467

Rossella Berni, Davide De March and Federico M. Stefanini

An application of the Morgenstern family with standard two‐sided power and gamma marginal distributions to the Bayes premium in the collective risk model pp. 468-478

A. Hernández, M. Pilar Fernández, M. Martel and F.J. Vázquez‐Polo

Modeling credit portfolio derivatives, including both a default and a prepayment feature pp. 479-495

Peter Hieber and Matthias Scherer

On generalized shock models for deteriorating systems pp. 496-508

Ji Hwan Cha and Maxim Finkelstein

Multivariate option pricing using copulae pp. 509-526

Carole Bernard and Claudia Czado

Option pricing when asset returns jump interruptedly pp. 527-551

Daniel Wei‐Chung Miao and Steve Hsin‐Ting Yu

Analysis of housing prices by GEE and GLMM methodologies: a longitudinal study pp. 552-563

M.C. Pardo and T. Pérez

Optimizing maintenance service contracts under imperfect maintenance and a finite time horizon pp. 564-577

R. Pascual, D. Godoy and H. Figueroa

Volume 29, issue 4, 2013

Statistics for microelectronics pp. 315-318

Riccardo Borgoni, Laura Deldossi, Luigi Radaelli and Diego Zappa

Industrial statistics applications in the semiconductor industry: some examples pp. 319-333

Ron Kenett and Shelemyahu Zacks

Nonparametric permutation and combination‐based multivariate control charts with applications in microelectronics pp. 334-349

Livio Corain and Luigi Salmaso

Kriging prediction from a circular grid: application to wafer diffusion pp. 350-361

Giovanni Pistone and Grazia Vicario

A virtual metrology system based on least angle regression and statistical clustering pp. 362-376

Gian Antonio Susto and Alessandro Beghi

Determining the target value of ACICD to optimize the electrical characteristics of semiconductors using dual response surface optimization pp. 377-386

Dong‐Hee Lee and Kwang‐Jae Kim

Mixed response surface models and Bayesian analysis of variance components for electrically conductive adhesives pp. 387-398

Rossella Berni, Valeria Leonarda Scarano, Francesco Bertocci and Marcantonio Catelani

Volume 29, issue 3, 2013

Intensity‐based estimation of extreme loss event probability and value at risk pp. 171-186

Kamal Hamidieh, Stilian Stoev and George Michailidis

A Markov Chain Monte Carlo comparison of variance estimators for the sampling of particulate mixtures pp. 187-198

Hao Cheng, Bastiaan Geelhoed and Peter Bode

Analysing markets within the latent class approach: an application to the pharma sector pp. 199-207

Francesca Bassi

Stochastic optimization approach of car value depreciation pp. 208-223

Bader Alshamary and Ovidiu Calin

An approach to the study of multistate insurance contracts pp. 224-240

Joanna Dȩbicka

A multiblock PLS‐based algorithm applied to a causal model in marketing pp. 241-253

David Servera‐Francés, Francisco Arteaga‐Moreno, Irene Gil‐Saura and Martina G. Gallarza

A parsimonious stochastic model for forecasting gamers' revenues in casinos pp. 254-263

Sam K. Hui

Stochastic ordering properties for systems with dependent identically distributed components pp. 264-278

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

Parameter estimation for partially observable systems subject to random failure pp. 279-294

Michael Jong Kim, Viliam Makis and Rui Jiang

Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims pp. 295-313

Fenglong Guo and Dingcheng Wang

Volume 29, issue 2, 2013

Foreword: Special issue on statistical reliability and maintenance modeling pp. 93-93

Stefanka Chukova, Tadashi Dohi and Yi‐Kuei Lin

System availability assessment using stochastic models pp. 94-109

Kishor S. Trivedi, Dong‐Seong Kim and Rahul Ghosh

Comments for ‘System availability assessment using stochastic models’ pp. 110-111

Toshio Nakagawa

‘System availability assessment using stochastic models’ by K. S. Trivedi, D. S. Kim and R. Ghosh pp. 112-113

Miroslaw Malek

Rejoinder to reviewers’ comments on ‘system availability assessment using stochastic models’ pp. 114-117

Kishor S. Trivedi, Dong‐Seon Kim and Rahul Ghosh

Optimal random replacement models with continuously processing jobs pp. 118-126

Mingchih Chen

Constructions and applications of lifetime distributions pp. 127-140

C.D. Lai

Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data pp. 141-156

Hiroyuki Okamura, Tadashi Dohi and Kishor S. Trivedi

Optimal upgrade strategy, warranty policy and sale price for second‐hand products pp. 157-169

Mahmood Shafiee and Stefanka Chukova

Volume 29, issue 1, 2013

Five examples of assessment and expression of measurement uncertainty pp. 1-18

Antonio Possolo

Discussion on ‘Five examples of assessment and expression of measurement uncertainty’ by Antonio Possolo pp. 19-23

Leon J. Gleser

Discussion of five examples of assessment and expression of measurement uncertainty by Antonio Possolo pp. 24-26

Maurice G. Cox, Alistair B. Forbes and Peter M. Harris

Five examples of assessment and expression of measurement uncertainty—rejoinder pp. 27-30

Antonio Possolo

Pricing of mountain range derivatives under a principal component stochastic volatility model pp. 31-44

Marcos Escobar Anel and Pablo Olivares

Second‐order performance analysis of discrete‐time queues fed by DAR(2) sources with a focus on the marginal effect of the additional traffic parameter pp. 45-60

Daniel Wei‐Chung Miao and Hsou‐Chun Lee

Software rejuvenation and resource reservation policies for optimizing server resource availability using cyclic nonhomogeneous Markov chains pp. 61-78

V. P. Koutras, A. N. Platis and G. A. Gravvanis

A new control chart in contaminated data of t‐Student distribution for individual observations pp. 79-91

José Luis Alfaro and Juan Fco. Ortega