Applied Stochastic Models and Data Analysis

1985 - 1999

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Volume 15, issue 1, 1999

The analysis of structured qualitative data pp. 1-27

Carlo Lauro and Simona Balbi

Multifractal analysis of foreign exchange data pp. 29-53

François Schmitt, Daniel Schertzer and Shaun Lovejoy

The steady‐state probabilities for regenerative semi‐Markov processes with application to prevention and screening pp. 55-63

Ori Davidov

Asymptotical optimality in cluster analysis pp. 65-75

Yurij S. Kharin and Eugene E. Zhuk

Average performance of adaptive algorithms for programming co‐ordinate measuring machines under budget constraint pp. 77-86

Hisham Ahmad Al‐Mharmah

Volume 14, issue 4, 1998

Editorial pp. 263-263

Carlo Lauro

A multidimensional approach to conjoint analysis pp. 265-274

C. N. Lauro, G. Giordano and R. Verde

The mean–semivariances approach to realistic portfolio optimization subject to transaction costs pp. 275-283

F. Hamza and J. Janssen

Option pricing with regulated fractional Brownian motion pp. 285-294

F. Aldabe, G. Barone‐Adesi and R. J. Elliott

Interaction between asset liability management and risk theory pp. 295-307

Griselda Deelstra and Jacques Janssen

On the optimal ordering policies in maintenance theory—survey and applications pp. 309-321

Tadashi Dohi, Naoto Kaio and Shunji Osaki

Text Mining in different languages pp. 323-334

Ludovic Lebart

Stochastic interest rates with actuarial applications pp. 335-341

Gary Parker

Volume 14, issue 3, 1998

On some applications of a discrete‐time model of failure and repair pp. 189-198

José M. Rocha‐Martínez

Time‐inhomogeneous discrete stochastic search methods for optimal Bernoulli parameters pp. 199-217

Mohamed A. Ahmed, Talal M. Alkhamis and Douglas R. Miller

Compatibility of multi‐wave panel data and the continuous‐time homogeneous Markov chain. An analysis of a continuous‐time process by means of discrete‐time longitudinal observations pp. 219-228

Philippe Carette

Bernoulli thinning of a Markov renewal process pp. 229-240

Orly Manor

Hitting time in a finite non‐homogeneous Markov chain with applications pp. 241-253

A. Platis, N. Limnios and M. Le Du

Increasing seasonal variation; unit roots versus shifts in mean and trend pp. 255-261

Philip Hans Franses and Bart Hobijn

Volume 14, issue 2, 1998

Determining the effects of observed and unobserved heterogeneity on consumer brand choice pp. 95-115

Peter Popkowski Leszczyc and Frank M. Bass

Calculating the probability characteristics of a boundary functional of a semi‐continuous random process with reflecting and delaying screens pp. 117-123

Tahir A. Khaniev, Halim Özdemir and Selahattin Maden

New features in the class of association models pp. 125-136

Maria Kateri, Rashid Ahmad and Takis Papaioannou

An investigation of stock price dynamics in emerging markets pp. 137-151

David W. K. Yeung and Jessie P. H. Poon

A discrete survival model with random effects and covariate‐dependent selection pp. 153-163

Thomas H. Scheike and Claus T. Ekstrøm

Using a continuous‐time Markov model with Poisson arrivals to describe the movements of geriatric patients pp. 165-174

G. J. Taylor, S. I. McClean and P. H. Millard

Satiation and switching: the dynamic attribute satiation model meets observed choice patterns pp. 175-187

Emine Sarigöllü

Volume 14, issue 1, 1998

Semiparametric smoothing splines pp. 1-10

Juan M. Rodriguez‐Poo

Least squared estimation for distributed parameter systems with uncertain observations: Part 1: linear prediction and filtering pp. 11-18

M. J. García‐Ligero, A. Hermoso and J. Linares

Temporal aggregation in structural VAR models pp. 19-34

Dimitris Georgoutsos, Georgios Kouretas and Dikaios E. Tserkezos

Inference and prediction in bulk arrival queues and queues with service in stages pp. 35-46

C. Armero and D. Conesa

Mixture of Weibull distributions—parametric characterization of failure rate function pp. 47-65

R. Jiang and D. N. P. Murthy

Efficiency distribution and the cost frontier pp. 67-76

Jati K. Sengupta

Convergence of discretized stochastic (interest rate) processes with stochastic drift term pp. 77-84

G. Deelstra and F. Delbaen

Consumer heterogeneity and the shape of purchase rate functions pp. 85-94

Demetrios Vakratsas

Volume 13, issue 3‐4, 1997

Introduction pp. 149-158

J Janssen and S McClean

The evolution of the theory of non‐homogeneous Markov systems pp. 159-176

P.‐C. G. Vassiliou

The continuous‐time homogeneous Markov system with fixed size as a Newtonian fluid pp. 177-182

George M. Tsaklidis

Partial maintainability of a population model in a stochastic environment pp. 183-189

N. Tsantas and A. C. Georgiou

Non‐homogeneous continuous‐time Markov and semi‐Markov manpower models pp. 191-198

Sally McClean, Erin Montgomery and Fidelis Ugwuowo

Counting transitions—entrance probabilities in non‐homogeneous semi‐Markov systems pp. 199-206

A. A. Papadopoulou

The perturbed non‐homogeneous Markov system in continuous time pp. 207-216

P.‐C. G. Vassiliou and M. A. Symeonaki

Markov process modelling and analysis of discrete data pp. 217-223

M. J. Faddy

On the partial and total progeny of a bisexual Galton–Watson branching process pp. 225-232

Miguel González and Manuel Molina

Growth curve models with non‐stationary errors pp. 233-239

Eva Ferreira, Vicente Núñez‐Antón and Juan Rodríguez‐Póo

A study of different ageing classes via total time on test transform and Lorenz curves pp. 241-248

Rafael Pérez‐Ocón, M. Luz Gámiz‐Pérez and J. Eloy Ruíz‐Castro

A general procedure for stochastic modelling of systems consisting of a large number of interacting components pp. 249-258

Christian H. Hesse

Conditional expectations and residual analysis for the linear model pp. 259-268

John Haslett

Clustering for binary data and mixture models—choice of the model pp. 269-278

M. Nadif and G. Govaert

Longitudinal data analysis: non‐stationary error structures and antedependent models pp. 279-287

Vicente Núñez‐Antón

Automatic smoothing parameter selection in non‐parametric models for longitudinal data pp. 289-296

Kiros Berhane and J. Sunil Rao

Semiparametric estimation of a female labour participation model pp. 297-306

Ana Fernandez-Sainz and Juan M. Rodríguez Póo

Three statistical tests for detecting overcounting of individuals in serological test data pp. 307-314

Murray T. Doyle, David Greenhalgh and Janet Mortimer

Continuous‐time Markov models for geriatric patient behaviour pp. 315-323

Gordon Taylor, Sally McClean and Peter Millard

Monotonic smoothing of visual acuity measurements in diabetics pp. 325-332

Philip Young

Tree‐structured analysis of survival data—search for latent diagnostic factors in a tumour study pp. 333-343

Carla Brambilla, Carla Rossi and Giuseppe Schinaia

Analysis of variance on ordinal variables: application to opinion research pp. 345-355

S. Bernard, C. Derquenne and P. Oger

Application of diffusion models to forecast industrial energy demand pp. 357-367

C. H. Skiadas, L. Papagiannakis and A. Mourelatos

Failure, repair and replacement analysis of a navy subsystem: case study of a pump pp. 369-376

Donald P. Gaver, Patricia A. Jacobs and Donald D. Dudenhoeffer

A reliability comparison of basic systems using hazard rate functions pp. 377-384

Philip J. Boland

Imperfect repair models for systems subject to shocks pp. 385-390

M. S. Finkelstein

Diagnostic tools for the needs of analysing the reliability of machines pp. 391-400

Jan Kaźmierczak

Long‐term returns in stochastic interest rate models: different convergence results pp. 401-407

Griselda Deelstra and Fred Delbaen

Application of sensitivity analysis to neural network determination of financial variable relationships pp. 409-414

E. S. Gillespie and R. N. Wilson

Hypothetico‐deductive data mining pp. 415-422

David McSherry

Volume 13, issue 2, 1997

An approximated principal component prediction model for continuous‐time stochastic processes pp. 61-72

Ana M. Aguilera, Francisco A. Ocaña and Mariano J. Valderrama

Review of a fast simulation method for the analysis of queueing networks pp. 73-83

Vassilis S. Kouikoglou and Yannis A. Phillis

A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece pp. 85-101

C. H. Skiadas and A. N. Giovanis

Markov and semi‐Markov option pricing models with arbitrage possibility pp. 103-113

Jacques Janssen, Raimondo Manca and Giuseppe Di Biase

Family of Pearson discrete distributions generated by the univariate hypergeometric function 3F2(α1, α2, α3; γ1, γ2; λ) pp. 115-125

Ramón Gutiérrez Jáimez and José Rodríguez Avi

Pension expectations as disincentives to job mobility pp. 127-148

Izzet Sahin

Volume 13, issue 1, 1997

Evaluating partially observed survival histories: retrospective projection of covariate trajectories pp. 1-13

Anatoli I. Yashin, Kenneth G. Manton and Gene R. Lowrimore

Near‐optimal analysis of homogeneous central‐server queueing networks pp. 15-27

G. C. Pentzaropoulos and D. I. Giokas

Linear programming with estimatable parameters pp. 29-38

Jati K. Sengupta

Some statistical properties of the kernel‐diffeomorphism estimator pp. 39-58

S. Saoudi, F. Ghorbel and A. Hillion