# 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*
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