Applied Stochastic Models and Data Analysis

1985 - 1999

From John Wiley & Sons
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A stochastic system with MMPP input and an access function pp. 279-299: Lino Tralhão, José Craveirinha and José Paixão
The exploratory analysis of qualitative variables by means of three‐way analysis of two types of quantification matrices pp. 301-317: Henk A. L. Kiers
Monitoring a class of discrete point processes pp. 319-333: Y. Chandramouli
Estimating a linear functional relationship under linear constraints for errors pp. 335-340: Juha Lappi and Risto Sievänen
A mean reverting process for pricing treasury bills and futures contracts pp. 341-361: Ieuan G. Morgan and Edwin H. Neave

A comprehensive approach of planning and scheduling based on petri nets pp. 187-213: George Harhalakis, Jean‐Marie Proth and Xiao‐Lan Xie
Non‐parametric vs parametric forecasting in time series: A computational point of view pp. 215-229: M. Carbon and M. Delecroix
Improving scoring techniques in banking applications pp. 231-244: Pascal Perrodo
Minimax design of two‐state k‐out‐of‐n systems pp. 245-250: Vassilis S. Kouikoglou and Yannis A. Phillis
Sojourn times with finite time‐horizon in finite semi‐markov processes pp. 251-265: Attila Csenki
On the limiting joint distribution of the extreme order statistics pp. 267-278: P. A. Scarf

Manufacturing systems pp. 85-86: George Harhalakis and Jean‐Marie Proth
Manufacturing cell formation under capacity constraints pp. 87-96: Xiaolan Xie
Design of cellular manufacturing systems with refixturing and material handling considerations pp. 97-109: V. Damodaran, N. Singh and R. S. Lashkari
Analysis of a closed‐loop manufacturing system with finite buffers pp. 111-125: Abdellatif Bouhchouch, Yannick Frein and Yves Dallery
A scheduling algorithm for flexible flow lines with limited intermediate buffers pp. 127-138: Tadeusz Sawik
Stochastic dispersive transport: An excursion from statistical physics to automated production line design pp. 139-152: M.‐O. Hongler
A language for numerical construction of applied stochastic models via redundant data pp. 153-162: P. Chand Samaratunga
Unsupervised learning methodology: Application to nuclear power plants pp. 163-175: G. Mourot, F. Kratz and N. Heraud
Job‐shop scheduling to minimize total waiting time pp. 177-185: Chengbin Chu and Marie‐Claude Portmann

Stochastic models for the plastic rotation process in heat straightening of damaged steel plates pp. 1-17: Luis A. de Bejar, Paul F. Robinson and R. Richard Avent
Fractional brownian motion modelling of pressure fluctuations in multiphase flow systems pp. 19-38: D. Neogi, R. Nassar and L. T. Fan
A continuous time markov‐renewal replacement model for manpower systems pp. 39-58: Ioannis I. Gerontidis
Binary clustering with missing data pp. 59-71: M. Nadif and G. Govaert
On a stochastic model for particle sedimentation in fluids pp. 73-83: C. H. Hesse

Run orders and quantitative factors in asymmetrical designs pp. 259-281: A. El Mossadeq and A. Koblinsky
Product forms for availability models pp. 283-302: Eric Smeitink, Nico M. van Dijk and Boudewijn R. Haverkort
A modified candecomp algorithm for fitting the latent class model: Implementation and evaluation pp. 303-309: J. Douglas Carroll, Geert De Soete and Victor Kamensky
On the generation of high‐quality white noise series pp. 311-326: J. Figwer and A. Niederlinski

Applied stochastic models and data analysis. Special Issue on Finance pp. i-i: Jacques Janssen
Financial mathematics and computing pp. 135-136: Diem Ho
Embedded options in commercial banking and their impact on asset liability management pp. 137-150: J. F. Boulier and P. Schoeffler
Tracking models and the optimal regret distribution in asset allocation pp. 151-157: Ron S. Dembo and Alan J. King
New concepts and algorithms for portfolio choice pp. 159-178: Gunter Dueck and Peter Winker
Portfolio insurance and synthetic securities pp. 179-188: Hélyette Geman
Quadratic programming for portfolio optimization pp. 189-194: Diem Ho
Linear‐quadratic efficient frontiers for portfolio optimization pp. 195-207: Alan J. King and David L. Jensen
Complexity models in financial markets pp. 209-228: Thomas Landes and Otto Loistl
Numerically intensive computing in Japanese financial institutions pp. 229-243: Keiji Ohmori
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty pp. 245-255: R. T. Rockafellar and Roger J.‐B. Wets

On the numerical expansion of a second order stochastic process pp. 67-77: Ramón Gutiérrez, Juan Carlos Ruiz and Mariano J. Valderrama
Repairable failure‐delay systems with elementary structure pp. 79-90: N. Limnios
On the performance of peeling algorithms pp. 91-98: Michel Petitjean and Gilbert Saporta
A unified theory for coherent systems in reliability part III: Two special cases for multinary systems—binary‐type coherence and homogeneous coherence pp. 99-119: N. Mazars
Clusterwise aggregation of relations: The case of paired comparisons of cognac ads pp. 121-128: Jan W. Owsinski and Sławomir Zadrożny
Note model‐checking in non‐stationary poisson processes pp. 129-132: Andrew R. Solow

A note about the Gaussian property of the Brownian bridge pp. 1-5: Ramón Gutiérrez and Mariano J. Valderrama
Semantics and factor analysis: An approach to the interpretation of factors pp. 7-16: B. F. Lara, E. Tartas and P. Oyarzabal
Estimation of stress‐strength reliability based on tail‐modelling pp. 17-24: G. R. Dargahi‐Noubary
A simple proof for the matrix‐geometric theorem pp. 25-29: Guy Latouche
Considerations on modelling the market for softwood lumber in the United States pp. 31-42: Noel D. Uri and Roy Boyd
Discriminant versus rough sets approach to vague data analysis pp. 43-56: Ewa Krusińska, Roman Slowinski and Jerzy Stefanowski
Interaction between data analysis and telecommunications pp. 57-65: Michel Volle