Pages that link to "Item:Q69913"
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The following pages link to Applied Stochastic Models in Business and Industry (Q69913):
Displaying 50 items.
- 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 the 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)
- Cointegration analysis and category sales: Stationarity and long-run equilibrium in market shares (Q2744947) (← links)
- Stationary distribution for repairable systems (Q2744949) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- Stationary availability of a semi-Markov system with random maintenance (Q2744951) (← links)
- On martingale diffusions describing the `smile-effect' for implied volatilities (Q2756663) (← links)
- The input/output process of a queue (Q2756664) (← links)
- Maximum likelihood estimator for the drift of a Brownian flow (Q2756665) (← links)
- Modelling strike duration distribution: a controlled Wiener process approach (Q2756666) (← links)
- Weekday dependence of German stock market returns (Q2756667) (← links)
- The closed continuous-time homogeneous semi-Markov system as a non-Newtonian fluid (Q2756668) (← links)
- Multivariate analysis for the assessment of factors affecting industrial competitiveness: the case of Greek food and beverage industries (Q2756672) (← links)
- Modelling heterogeneity in a manpower system: a review (Q2756673) (← links)
- A point process approach to inventory models (Q2756674) (← links)
- Some alternatives for conditional principal component analysis (Q2756675) (← 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 error (Q2759390) (← links)
- Estimation in integer-valued moving average models (Q2759391) (← links)
- The range inter-event process in asymmetric birth-death random walk (Q2759392) (← links)
- Foreword: Special issue on statistical reliability and maintenance modeling (Q2839203) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Copulæ: 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)
- An intensity-based approach for equity modeling (Q2862438) (← links)
- Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds (Q2862440) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- A discrete time model for software reliability with application to a flight control software (Q2862442) (← links)
- Adversarial risk analysis: Borel games (Q2863714) (← links)
- Discussion on `Adversarial risk analysis: Borel games' (Q2863715) (← links)
- Rejoinder to the discussion of `Adversarial risk analysis: Borel games' (Q2863716) (← links)
- Portfolio selection with imperfect information: a hidden Markov model (Q2863717) (← links)
