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

DOI10.1016/J.EJOR.2013.10.055zbMATH Open1305.62336OpenAlexW1965804938MaRDI QIDQ2256184FDOQ2256184

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

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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)

Cites Work

• Title not available (Why is that?)
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• The Value of Information Sharing in a Two-Level Supply Chain
• Optimality of Myopic Inventory Policies for Certain Dependent Demand Processes
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• Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
• Information sharing in a supply chain under ARMA demand
• The cost impact of using simple forecasting techniques in a supply chain
• Optimal Centralized Ordering Policies in Multi-Echelon Inventory Systems with Correlated Demands
• Forecasting daily supermarket sales using exponentially weighted quantile regression
• The sampling distribution of forecasts from a first-order autoregression
• Safety Stock Determination with Serially Correlated Demand in a Periodic-Review Inventory System
• Applying a bootstrap approach for setting reorder points in military supply systems

Cited In (2)

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

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