Pages that link to "Item:Q69913"

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

Displaying 50 items.

• Model selection of a switching mechanism for financial time series (Q4620173) (← links)
• Security design and firm dynamics under long‐term moral hazard (Q4620175) (← links)
• Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk (Q4620176) (← links)
• Deep learning for finance: deep portfolios (Q4620178) (← links)
• Discussion of ‘Deep learning for finance: deep portfolios’ (Q4620179) (← links)
• Discussion of ‘Deep learning for finance: deep portfolios’ (Q4620180) (← links)
• Rejoinder to ‘Deep learning for finance: deep portfolios’ (Q4620181) (← links)
• Power and reversal power links for binary regressions: An application for motor insurance policyholders (Q4620182) (← links)
• Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements (Q4620184) (← links)
• Optimal inventory and insurance decisions for a supply chain financing system with downside risk control (Q4620185) (← links)
• Mixed proportional hazard models with continuous finite mixture unobserved heterogeneity: an application to Canadian firm survival (Q4620186) (← links)
• Post selection shrinkage estimation for high‐dimensional data analysis (Q4620187) (← links)
• Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ (Q4620190) (← links)
• Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ (Q4620191) (← links)
• Objective Bayesian modelling of insurance risks with the skewed Student‐<i>t</i> distribution (Q4620196) (← links)
• A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops (Q4620197) (← links)
• Two‐tier healthcare service systems and cost of waiting for patients (Q4620198) (← links)
• Application of the phase‐type mortality law to life contingencies and risk management (Q4620199) (← links)
• Bayesian tail‐risk forecasting using realized GARCH (Q4620201) (← links)
• Special issue in honor of Kathryn Chaloner (Q4620204) (← links)
• Bayesian optimal experimental designs for binary responses in an adaptive framework (Q4620205) (← links)
• Bayesian <i>D</i>‐optimal designs for error‐in‐variables models (Q4620206) (← links)
• A decision‐theoretic approach to sample size determination under several priors (Q4620207) (← links)
• Clinical trial design as a decision problem (Q4620208) (← links)
• Combining Bayesian experimental designs and frequentist data analyses: motivations and examples (Q4620209) (← links)
• Design for low‐temperature microwave‐assisted crystallization of ceramic thin films (Q4620213) (← links)
• Mixture representation for the residual lifetime of a repairable system (Q4620215) (← links)
• Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions (Q4620217) (← links)
• Component and system active redundancies for coherent systems with dependent components (Q4620218) (← links)
• Unifying pricing formula for several stochastic volatility models with jumps (Q4620219) (← links)
• Some closed form robust moment‐based estimators for the MEM(1,1) (Q4620220) (← links)
• Two stochastic dominance criteria based on tail comparisons (Q4620221) (← links)
• A marginal contribution coefficient for sequences of nonstationary continuous Markov chains (Q4620223) (← links)
• Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee (Q4620224) (← links)
• Phase II monitoring of changes in mean from high‐dimensional data (Q4620225) (← links)
• The choice of screening design (Q4620227) (← links)
• Why indexing works (Q4620228) (← links)
• An evaluation of the multivariate dispersion charts with estimated parameters under non‐normality (Q4620230) (← links)
• Forecasting mortality rate by multivariate singular spectrum analysis (Q4620231) (← links)
• Control charts for monitoring correlated counts with a finite range (Q4620232) (← links)
• A dynamic fusion system for fast nuclear source detection and localization with mobile sensor networks (Q4620233) (← links)
• Combining binomial test data via two‐stage solutions (Q4620235) (← links)
• Correlated model fusion (Q4620236) (← links)
• Imputation for multisource data with comparison and assessment techniques (Q4620238) (← links)
• Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category (Q4620239) (← links)
• Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ (Q4620240) (← links)
• Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan (Q4620241) (← links)
• Rejoinder to ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ (Q4620242) (← links)
• American option pricing under financial crisis (Q4620243) (← links)
• Modeling vehicle traffic loads by the 2D compound Poisson process (Q4620245) (← links)