Pages that link to "Item:Q69913"

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

Displaying 50 items.

• Information measures of Dirichlet distribution with applications (Q2863719) (← links)
• A simulation-based approach to stochastic dynamic programming (Q2863720) (← links)
• Anatomy of the failure rate: a mathematical dissection (Q2863721) (← links)
• Quality management and quality practice: Perspectives on their history and their future (Q3077451) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
• Optimal predictive densities and fractional moments (Q3077454) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
• Assessment of uncertainty in computer experiments from Universal to Bayesian Kriging (Q3077456) (← links)
• A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments (Q3077457) (← links)
• Kriging-based sequential inspection plans for coordinate measuring machines (Q3077458) (← links)
• A computer experiment application to the design and optimization of a capacitive accelerometer (Q3077463) (← links)
• Issues in the optimal design of computer simulation experiments (Q3077464) (← links)
• Robust designs for misspecified exponential regression models (Q3077465) (← links)
• Sequential design in quality control and validation of land cover databases (Q3077467) (← links)
• Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
• A scenario-based stochastic programming model for the control or dummy wafers downgrading problem (Q3077470) (← links)
• Assessment and propagation of input uncertainty in tree-based option pricing models (Q3077471) (← links)
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
• Generalized mixtures in reliability modelling: Applications to the construction of bathtub shaped hazard models and the study of systems (Q3077473) (← links)
• A multivariate IFR notion based on the multivariate dispersive ordering (Q3077475) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
• Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
• Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain (Q3077478) (← links)
• Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← links)
• Performance of nonlinear smoothers in signal recovery (Q3077480) (← links)
• Maximum likelihood estimators of clock offset and skew under exponential delays (Q3077481) (← links)
• A patent analysis of cluster analysis (Q3077483) (← links)
• An adaptive hierarchical Bayes quality measurement plan (Q3077484) (← links)
• Implementation of Design of Experiments projects in industry (Q3077485) (← links)
• Post-financial meltdown: What do the services industries need from us now? (Q3077488) (← links)
• On multiple-class prediction of issuer credit ratings (Q3077489) (← links)
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
• Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process (Q3077492) (← links)
• Misclassification rates, critical values and size of the design in measurement systems capability studies (Q3077493) (← links)
• Optimal corrective maintenance contract planning for aging multi-state system (Q3077495) (← links)
• Some new results involving general standby systems (Q3077496) (← links)
• Trend estimation of financial time series (Q3103150) (← links)
• On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
• Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
• Implementing loss distribution approach for operational risk (Q3103153) (← links)
• Assessment of mortgage default risk via Bayesian reliability models (Q3103154) (← links)
• Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
• Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
• A robust approach for assessing misclassification rates under the two-component measurement error model (Q3103157) (← links)
• Risk-minimizing hedging strategies with restricted information and cost (Q3103158) (← links)
• An integrated inventory model with controllable lead time and distribution-free demand (Q3103160) (← links)
• Two-strata rotatability in split-plot central composite designs (Q3103162) (← links)
• Divergences without probability vectors and their applications (Q3103163) (← links)
• A note on transfer function model specification with noisy closed-loop input data (Q3103164) (← links)