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Applied Stochastic Models and Data Analysis

1985 - 1999

From John Wiley & Sons
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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 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 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, 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 Fernandez-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
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