Applied Stochastic Models and Data Analysis

1985 - 1999

From John Wiley & Sons
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Volume 12, issue 4, 1996

Non‐parametric estimation for semi‐Markov kernels with application to reliability analysis pp. 209-220

B. Ouhbi and N. Limnios

Analysis of a two‐sided production policy with inventory‐level‐dependent production rates pp. 221-237

S. K. Bar‐Lev, M. Parlar and D. Perry

Beyond Simpson's paradox: A descriptive approach pp. 239-253

Kazue Yamaoka

Estimation of coefficient of variation in a weighted inverse Gaussian model pp. 255-263

Ramesh C. Gupta and Olcay Akman

State‐space stochastic volatility models: A review of estimation algorithms pp. 265-279

Enrico Capobianco

Book review: Probability, 2nd edn. Albert N, Shiryaev, Springer‐Verlag, Berlin, 1994. xiv+609pp. DM89 (hardcover) ISBN 0‐387‐94549‐0 pp. 281-281

J. Janssen

Book review: Discrete‐time Markov control processes: Basic optimality criteria. O. Hernandexz‐Lerma and J.‐B. Lasserre. Springer‐Verlag, Berlin, 1996. xiv+216pp. DM84 (hardcover/softcover) ISBN 0‐387‐94579‐2 pp. 281-282

J. Janssen

Book review: Introduction to stochastic processes. G.F. Lawler, Chapman & Hall, New York, 1996. ix+176pp. £27.00 (hardback) ISBN 0‐412‐99511‐5 pp. 282-282

J. Janssen

Book review: Multivariate dependencies: Models, analysis and interpretation. D.R. Cox and N. Wermuth. Chapman and Hall, London, 1996. xii+255pp. £30.00 (hardcover) ISBN 0‐412‐775410‐X pp. 283-284

J. Janssen

Book review: Stochastic differential equations: An introduction with applications, 4th edn. B. Oksendal, Springer‐Verlag, Berlin, 1995. xvi+272pp. DM84 (hardcover) ISBN 3‐540‐60243‐7 pp. 283-283

J. Janssen

Volume 12, issue 3, 1996

Demographic transition and social security policies in France: A welfare analysis pp. 119-164

Thierry Chauveau and Rahim Loufir

An extended mover—stayer model for diagnosing the dynamics of trial and repeat for a new brand pp. 165-178

Rabikar Chatterjee and Venkatram Ramaswamy

Analysis of the MAP/PH/1/K queue with service control pp. 179-191

S. Chakravarthy

On a class of nonlinear time series models for biological population abundance data pp. 193-207

Sauchi Stephen Lee

Volume 12, issue 2, 1996

Parameter estimation in systems of differential equations, based on three‐way data arrays and random time changes pp. 63-73

Bruno Bassan and Silvia Terzi

Point process analysis for Italian seismic activity pp. 75-105

B. Betrò and L. Ladelli

Bootstrap tests in correspondence analysis pp. 107-117

Jenö Reiczigel

Volume 12, issue 1, 1996

Recent models in data envelopment analysis: Theory and applications pp. 1-26

Jati K. Sengupta

The effect of variety seeking behaviour on optimal product positioning pp. 27-44

Emine Sarigollu and David C. Schmittlein

An empirical re‐examination of natural resource scarcity and economic growth pp. 45-61

Noel D. Uri

Volume 11, issue 4, 1995

Computational approaches to estimation in the principal component analysis of a stochastic process pp. 279-299

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

Stochastic modelling of household behaviour before, during and after a consumer price promotion pp. 301-313

Hirokazu Takada and Yu‐Min Chen

Joint test for functional forms and heteroscedasticity with property sales and valuation data pp. 315-321

Peijie Wang

Allfinanz, bancassurance and the future of banking pp. 323-347

GÖRan Bergendahl

Volume 11, issue 3, 1995

Editorial pp. 199-199

Hans Buhlmann

The effects of quantized data pp. 201-216

William S. Jewell

Balanced credibility estimation pp. 217-230

Walther Neuhaus

Applications of risk theory and multivariate analysis in insurance practice pp. 231-244

B. Niggemeyer, M. Radtke and A. Reich

A time‐continuous markov chain interest model with applications to insurance pp. 245-256

Ragnar Norberg

Operational time and a fundamental problem of insurance in a data‐rich environment pp. 257-269

D. H. Reid

Harald cramér and insurance mathematics pp. 271-276

Anders Martin‐Löf

Volume 11, issue 2, 1995

Daniels's association measures under right censoring pp. 109-119

John O'Quigley

Semi‐parametric estimation of covariate effects using the positive stable frailty model pp. 121-133

S. T. Wang, John P. Klein and M. L. Moeschberger

A stopping rule for a compound poisson random variable pp. 135-143

Paul Randolph and Mehmet Sahinoǧlu

Estimating a survival function with doubly censored data in a proportional hazard model pp. 145-157

M. D. Esteban and D. Morales

A periodic cointegration model of quarterly consumption pp. 159-166

Philip Hans Franses and Teun Kloek

A discrete‐time model of failure and repair pp. 167-180

José M. Rocha‐Martinez and Moshe Shaked

Optimal dynamic equilibrium in insurance policies pp. 181-198

Dominique Page and Raymond Tremolieres

Volume 11, issue 1, 1995

Editorial pp. 1-2

Jacques Janssen and Christos H. Skiadas

Acceptance sampling in a producer—supplier conflicting environment: Risk neutral case pp. 3-12

Charles S. Tapiero

Estimation and filtering on a doubly stochastic poisson process pp. 13-24

Mariano J. Valderrama, Francisco Jimenez, Ramon Gutierrez and Alfredo Martinez‐Almecija

Optimal control of dams pp. 25-34

Mohamed Abdel‐Hameed and Yasmin Nakhi

Dynamic modelling of life table data pp. 35-49

J. Janssen and C. H. Skiadas

Estimating the instantaneous volatility and covariance of risky assets pp. 51-58

Marc Chesney and Robert J. Elliott

Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process pp. 59-75

A. Katsamaki and C. H. Skiadas

A multivariate stochastic model with non‐stationary trend component pp. 77-95

Hiroko Kato, Sadao Naniwa and Makio Ishiguro

Multiattribute evaluation of greek banking performance pp. 97-107

C. Zopounidis, D. K. Despotis and E. Stavropoulou

Volume 10, issue 4, 1994

Behaviour of queueing approximations based on sample moments pp. 233-246

Mary A. Johnson and Jennifer A. Luhman

Examples of fitting structured phase–type distributions pp. 247-255

M. J. Faddy

Alternative optimality criteria of portfolio selection based upon threshold stopping rule pp. 257-268

Tadashi Dohi, Eiichi Kitaoka and Shunji Osaki

Periodicity of equilibrium structures in a time dependent markov model under stochastic environment pp. 269-277

N. Tsantas and A. C. Georgiou

Joint availability of systems modelled by finite semi–markov processes pp. 279-293

A. Csenki

Volume 10, issue 3, 1994

Reliability analysis of repairable systems from in–service failure count data pp. 141-151

R. Calabria, M. Guida and G. Pulcini

Time series analysis for ground penetrating radar (GPR) asphalt thickness profile pp. 153-167

B. Nii. Attoh‐Okine

Evaluating departures from fair representation pp. 169-185

Z. Bondarczuk, T. Kowalczyk, E. Pleszczyńska and W. Szczesny

A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data pp. 187-214

Michael J. Hartley

Non–parametric probability density function estimation on a bounded support: Applications to shape classification and speech coding pp. 215-231

S. Saoudi, A. Hillion and F. Ghorbel

Volume 10, issue 2, 1994

The nature and extent of the geographic market for hogs in the United States pp. 71-89

Noel D. Uri

Information theory approach in efficiency measurement pp. 91-102

Jati K. Sengupta

Nested sampling for estimating spatial semivariograms compared to other designs pp. 103-122

L. C. A. Corsten and A. Stein

Bounds on stochastic convex allocation problems pp. 123-140

Chanaka Edirisinghe, Derek Atkins and Paul Iyogun

Volume 10, issue 1, 1994

Discovering interesting statements from a database pp. 1-14

F. Gebhardt

Estimating household purchase rates for consumer nondurable goods pp. 15-26

Dipak C. Jain and Naufel J. Vilcassim

Assessing the predictive effectiveness of the variety seeking and reinforcement models pp. 27-46

Emine Sarigöllü

Parameter estimation in multi–component systems with failure interaction pp. 47-60

D. N. P. Murthy and R. J. Wilson

A reliability application of a mixture of inverse gaussian distributions pp. 61-69

Charles E. Smith and Petr Lánský