EconPapers    
Economics at your fingertips  
 

Applied Stochastic Models and Data Analysis

1985 - 1999

From John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 15, issue 1, 1999

The analysis of structured qualitative data pp. 1-27 Downloads
Carlo Lauro and Simona Balbi
Multifractal analysis of foreign exchange data pp. 29-53 Downloads
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 Downloads
Ori Davidov
Asymptotical optimality in cluster analysis pp. 65-75 Downloads
Yurij S. Kharin and Eugene E. Zhuk
Average performance of adaptive algorithms for programming co‐ordinate measuring machines under budget constraint pp. 77-86 Downloads
Hisham Ahmad Al‐Mharmah

Volume 14, issue 4, 1998

Editorial pp. 263-263 Downloads
Carlo Lauro
A multidimensional approach to conjoint analysis pp. 265-274 Downloads
C. N. Lauro, G. Giordano and R. Verde
The mean–semivariances approach to realistic portfolio optimization subject to transaction costs pp. 275-283 Downloads
F. Hamza and J. Janssen
Option pricing with regulated fractional Brownian motion pp. 285-294 Downloads
F. Aldabe, G. Barone‐Adesi and R. J. Elliott
Interaction between asset liability management and risk theory pp. 295-307 Downloads
Griselda Deelstra and Jacques Janssen
On the optimal ordering policies in maintenance theory—survey and applications pp. 309-321 Downloads
Tadashi Dohi, Naoto Kaio and Shunji Osaki
Text Mining in different languages pp. 323-334 Downloads
Ludovic Lebart
Stochastic interest rates with actuarial applications pp. 335-341 Downloads
Gary Parker

Volume 14, issue 3, 1998

On some applications of a discrete‐time model of failure and repair pp. 189-198 Downloads
José M. Rocha‐Martínez
Time‐inhomogeneous discrete stochastic search methods for optimal Bernoulli parameters pp. 199-217 Downloads
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 Downloads
Philippe Carette
Bernoulli thinning of a Markov renewal process pp. 229-240 Downloads
Orly Manor
Hitting time in a finite non‐homogeneous Markov chain with applications pp. 241-253 Downloads
A. Platis, N. Limnios and M. Le Du
Increasing seasonal variation; unit roots versus shifts in mean and trend pp. 255-261 Downloads
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 Downloads
Peter T. L. 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 Downloads
Tahir A. Khaniev, Halim Özdemir and Selahattin Maden
New features in the class of association models pp. 125-136 Downloads
Maria Kateri, Rashid Ahmad and Takis Papaioannou
An investigation of stock price dynamics in emerging markets pp. 137-151 Downloads
David W. K. Yeung and Jessie P. H. Poon
A discrete survival model with random effects and covariate‐dependent selection pp. 153-163 Downloads
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 Downloads
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 Downloads
Emine Sarigöllü

Volume 14, issue 1, 1998

Semiparametric smoothing splines pp. 1-10 Downloads
Juan M. Rodriguez‐Poo
Least squared estimation for distributed parameter systems with uncertain observations: Part 1: linear prediction and filtering pp. 11-18 Downloads
M. J. García‐Ligero, A. Hermoso and J. Linares
Temporal aggregation in structural VAR models pp. 19-34 Downloads
Dimitris A. Georgoutsos, Georgios Kouretas and Dikaios E. Tserkezos
Inference and prediction in bulk arrival queues and queues with service in stages pp. 35-46 Downloads
C. Armero and D. Conesa
Mixture of Weibull distributions—parametric characterization of failure rate function pp. 47-65 Downloads
R. Jiang and D. N. P. Murthy
Efficiency distribution and the cost frontier pp. 67-76 Downloads
Jati K. Sengupta
Convergence of discretized stochastic (interest rate) processes with stochastic drift term pp. 77-84 Downloads
G. Deelstra and F. Delbaen
Consumer heterogeneity and the shape of purchase rate functions pp. 85-94 Downloads
Demetrios Vakratsas

Volume 13, issue 3‐4, 1997

Introduction pp. 149-158 Downloads
J Janssen and S McClean
The evolution of the theory of non‐homogeneous Markov systems pp. 159-176 Downloads
P.‐C. G. Vassiliou
The continuous‐time homogeneous Markov system with fixed size as a Newtonian fluid pp. 177-182 Downloads
George M. Tsaklidis
Partial maintainability of a population model in a stochastic environment pp. 183-189 Downloads
N. Tsantas and A. C. Georgiou
Non‐homogeneous continuous‐time Markov and semi‐Markov manpower models pp. 191-198 Downloads
Sally McClean, Erin Montgomery and Fidelis Ugwuowo
Counting transitions—entrance probabilities in non‐homogeneous semi‐Markov systems pp. 199-206 Downloads
A. A. Papadopoulou
The perturbed non‐homogeneous Markov system in continuous time pp. 207-216 Downloads
P.‐C. G. Vassiliou and M. A. Symeonaki
Markov process modelling and analysis of discrete data pp. 217-223 Downloads
M. J. Faddy
On the partial and total progeny of a bisexual Galton–Watson branching process pp. 225-232 Downloads
Miguel González and Manuel Molina
Growth curve models with non‐stationary errors pp. 233-239 Downloads
Eva Ferreira‐Garcıa, 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 Downloads
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 Downloads
Christian H. Hesse
Conditional expectations and residual analysis for the linear model pp. 259-268 Downloads
John Haslett
Clustering for binary data and mixture models—choice of the model pp. 269-278 Downloads
M. Nadif and G. Govaert
Longitudinal data analysis: non‐stationary error structures and antedependent models pp. 279-287 Downloads
Vicente Núñez‐Antón
Automatic smoothing parameter selection in non‐parametric models for longitudinal data pp. 289-296 Downloads
Kiros Berhane and J. Sunil Rao
Semiparametric estimation of a female labour participation model pp. 297-306 Downloads
Ana I. Fernández Sainz and Juan M. Rodríguez Póo
Three statistical tests for detecting overcounting of individuals in serological test data pp. 307-314 Downloads
Murray T. Doyle, David Greenhalgh and Janet Mortimer
Continuous‐time Markov models for geriatric patient behaviour pp. 315-323 Downloads
Gordon Taylor, Sally McClean and Peter Millard
Monotonic smoothing of visual acuity measurements in diabetics pp. 325-332 Downloads
Philip Young
Tree‐structured analysis of survival data—search for latent diagnostic factors in a tumour study pp. 333-343 Downloads
Carla Brambilla, Carla Rossi and Giuseppe Schinaia
Analysis of variance on ordinal variables: application to opinion research pp. 345-355 Downloads
S. Bernard, C. Derquenne and P. Oger
Application of diffusion models to forecast industrial energy demand pp. 357-367 Downloads
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 Downloads
Donald P. Gaver, Patricia A. Jacobs and Donald D. Dudenhoeffer
A reliability comparison of basic systems using hazard rate functions pp. 377-384 Downloads
Philip J. Boland
Imperfect repair models for systems subject to shocks pp. 385-390 Downloads
M. S. Finkelstein
Diagnostic tools for the needs of analysing the reliability of machines pp. 391-400 Downloads
Jan Kaźmierczak
Long‐term returns in stochastic interest rate models: different convergence results pp. 401-407 Downloads
Griselda Deelstra and Fred Delbaen
Application of sensitivity analysis to neural network determination of financial variable relationships pp. 409-414 Downloads
E. S. Gillespie and R. N. Wilson
Hypothetico‐deductive data mining pp. 415-422 Downloads
David McSherry

Volume 13, issue 2, 1997

An approximated principal component prediction model for continuous‐time stochastic processes pp. 61-72 Downloads
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 Downloads
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 Downloads
C. H. Skiadas and A. N. Giovanis
Markov and semi‐Markov option pricing models with arbitrage possibility pp. 103-113 Downloads
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 Downloads
Ramón Gutiérrez Jáimez and José Rodríguez Avi
Pension expectations as disincentives to job mobility pp. 127-148 Downloads
Izzet Sahin

Volume 13, issue 1, 1997

Evaluating partially observed survival histories: retrospective projection of covariate trajectories pp. 1-13 Downloads
Anatoli I. Yashin, Kenneth G. Manton and Gene R. Lowrimore
Near‐optimal analysis of homogeneous central‐server queueing networks pp. 15-27 Downloads
G. C. Pentzaropoulos and D. I. Giokas
Linear programming with estimatable parameters pp. 29-38 Downloads
Jati K. Sengupta
Some statistical properties of the kernel‐diffeomorphism estimator pp. 39-58 Downloads
S. Saoudi, F. Ghorbel and A. Hillion
Page updated 2019-01-19