A semi-parametric approach for estimating critical fractiles under autocorrelated demand

DOI10.1016/J.EJOR.2013.10.055MaRDI QIDQ2256184zbMATH OpenOpenAlexFDO

Authors Jun-Shin Lee

Publication date 19 February 2015

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2013.10.055

zbMATH Keywords

forecastingmodel misspecificationnewsvendor modelretail operationsforecast biasautocorrelated demand

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20) Inventory, storage, reservoirs (90B05)

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Cites work

• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• Applying a bootstrap approach for setting reorder points in military supply systems
• Forecasting daily supermarket sales using exponentially weighted quantile regression
• Information sharing in a supply chain under ARMA demand
• Management of Multi-Item Retail Inventory Systems with Demand Substitution
• Optimal Centralized Ordering Policies in Multi-Echelon Inventory Systems with Correlated Demands
• Optimality of Myopic Inventory Policies for Certain Dependent Demand Processes
• Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
• Quantifying the bullwhip effect in a simple supply chain: the impact of forecasting, lead times, and information
• Safety Stock Determination with Serially Correlated Demand in a Periodic-Review Inventory System
• The Value of Information Sharing in a Two-Level Supply Chain
• The cost impact of using simple forecasting techniques in a supply chain
• The sampling distribution of forecasts from a first-order autoregression

Cited in

(2)

• Forecasting for Supply Chain and Portfolio Management
• Inventory performance under staggered deliveries and autocorrelated demand

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