Pages that link to "Item:Q69913"

The following pages link to Applied Stochastic Models in Business and Industry (Q69913):

Displaying 50 items.

• REBUS-PLS: A response-based procedure for detecting unit segments in PLS path modelling (Q69918) (← links)
• Control charts for monitoring ship operating conditions and CO 2 emissions based on scalar‐on‐function regression (Q74597) (← links)
• The Pathmox approach for PLS path modeling segmentation (Q83567) (← links)
• The Pathmox approach for PLS path modeling: Discovering which constructs differentiate segments (Q83568) (← links)
• Improvement of expectation-maximization algorithm for phase-type distributions with grouped and truncated data (Q88132) (← links)
• Analysis of regression in game theory approach (Q102109) (← links)
• Control charts: a cost-optimization approach for processes with random shifts (Q111547) (← links)
• On generating multivariate Poisson data in management science applications (Q128673) (← links)
• Simulation of correlated Poisson variables (Q149730) (← links)
• On-line detection of a part of a sequence with unspecified distribution (Q951210) (← links)
• Maximum likelihood estimation of a latent variable time-series model (Q2722282) (← links)
• Forecasting stock index volatility (Q2722284) (← links)
• Generalized dynamic linear models for financial time series (Q2722286) (← links)
• A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
• Financial analysis using Bayesian networks (Q2722290) (← links)
• Bayesian data mining, with application to benchmarking and credit scoring (Q2722292) (← links)
• Statistical challenges in credit card issuing (Q2722294) (← links)
• Volatility analysis during the Asia crisis: a multivariate GARCH-M model for stock returns in the U.S., Germany and Japan (Q2722295) (← links)
• Implementation and performance of various stochastic models for interest rate derivatives (Q2722296) (← links)
• An application of three bivariate time-varying volatility models (Q2722298) (← links)
• A comparison of several time-series models for assessing the value at risk of shares (Q2722300) (← links)
• Convex upper and lower bounds for present value functions (Q2739981) (← links)
• Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion (Q2739983) (← links)
• Exchange rate uncertainty and employment: an algorithm describing ‘play’ (Q2739984) (← links)
• On a discrimination problem for a class of stochastic processes with ordered first-passage times (Q2739985) (← links)
• On an inverse problem in mixture failure rates modelling (Q2739986) (← links)
• Incentive regulation and the change in productive efficiency in telecommunications in the United States (Q2759386) (← links)
• A comparison of methods of approximations for probabilities of death for fractions of a year (Q2759387) (← links)
• An analysis of Taguchi's on-line quality monitoring procedure for attributes with diagnosis errors (Q2759390) (← links)
• Estimation in integer-valued moving average models (Q2759391) (← links)
• The range inter-event process in a symmetric birth-death random walk (Q2759392) (← links)
• Foreword: Special issue on statistical reliability and maintenance modeling (Q2839203) (← links)
• Fitting non-Gaussian persistent data (Q2862418) (← links)
• Copulae: Some mathematical aspects (Q2862419) (← links)
• On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
• Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
• An examination of HMM-based investment strategies for asset allocation (Q2862422) (← links)
• Percentile residual life orders (Q2862423) (← links)
• Markov chain models for delinquency: Transition matrix estimation and forecasting (Q2862424) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• The price of quality claims (Q2862426) (← links)
• On Gaussian HJM framework for Eurodollar Futures (Q2862428) (← links)
• Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
• The augmented semi-Markov system and its asymptotic behaviour (Q2862430) (← links)
• Robust designs for Haar wavelet approximation models (Q2862431) (← links)
• Limit of hazard rate function of coherent system with discrete life (Q2862432) (← links)
• Optimal dividend strategies in discrete risk model with capital injections (Q2862434) (← links)
• Ruin problems under IBNR dynamics (Q2862435) (← links)
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
• On the use of phase-type distributions for inventory management with supply disruptions (Q2862437) (← links)