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.
- REBUS-PLS: A response-based procedure for detecting unit segments in PLS path modelling (Q69918) (← links)
- Control charts for monitoring ship operating conditions and CO 2 emissions based on scalar‐on‐function regression (Q74597) (← links)
- The Pathmox approach for PLS path modeling segmentation (Q83567) (← links)
- The Pathmox approach for PLS path modeling: Discovering which constructs differentiate segments (Q83568) (← links)
- Improvement of expectation-maximization algorithm for phase-type distributions with grouped and truncated data (Q88132) (← links)
- Analysis of regression in game theory approach (Q102109) (← links)
- Control charts: a cost-optimization approach for processes with random shifts (Q111547) (← links)
- On generating multivariate Poisson data in management science applications (Q128673) (← links)
- Simulation of correlated Poisson variables (Q149730) (← links)
- On-line detection of a part of a sequence with unspecified distribution (Q951210) (← links)
- Stochastic modelling for evolution of stock prices by means of functional principal component analysis (Q2711689) (← links)
- Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (Q2711690) (← links)
- Usual operations with symbolic data under normal symbolic form (Q2711692) (← links)
- Dynamic graphics and model validation: An application to best-practice production functions (Q2711693) (← links)
- A stochastic model for financial evaluation: Applications to actuarial constructs (Q2711695) (← links)
- The effects of pruning methods on the predictive accuracy of induced decision trees (Q2711697) (← links)
- A simultaneous ~nonsymmetrical principal component analysis with a group structure (Q2711698) (← links)
- Analysing data on lengths of stay of hospital patients using phase-type distributions (Q2711699) (← links)
- Classification based on rules and thyroids dysfunctions (Q2711701) (← links)
- Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics (Q2711702) (← links)
- A simple graphical method for the comparison of two mortality experiences (Q2711703) (← links)
- A unified approach for reliability and performability evaluation of semi-Markov systems (Q2711704) (← links)
- A comparison between parallel algorithms for system parameter estimation in dynamic linear models (Q2711705) (← links)
- Fuzzy clustering and consensus methods: an application to the analysis of Italian banks (Q2711707) (← links)
- Multidimensional scaling and stock location assignment in a warehouse : an application (Q2711708) (← links)
- Safe-side requirements in the framework of multistate models for the insurances of the person (Q2711709) (← links)
- Design and selection of products via genetic algorithms and neural networks (Q2711710) (← links)
- Non-symmetrical factorial discriminant analysis for symbolic objects (Q2711711) (← links)
- Multistate models for long-term care insurance and related indexing problems (Q2711712) (← links)
- Application of the Poisson process model for the early detection of enterprises' bankruptcy (Q2711714) (← links)
- File grafting in market research (Q2711717) (← links)
- A ``maximum-path''-based classification (Q2711719) (← links)
- Exploratory analysis of three-way data by simultaneous latent budget model (Q2711721) (← links)
- New methods for ordering multivariate data: an application to the performance of investment funds (Q2711722) (← links)
- The \(N\)-limit of spectral gap of a class of birth-death Markov chains (Q2722278) (← links)
- Dynamic singular perturbation problems for multi-structures (Q2722279) (← links)
- A globally concave, monotone and flexible cost function: derivation and application (Q2722280) (← links)
- Price comparison results and super-replication: An application to passport options (Q2722281) (← links)
- Maximum likelihood estimation of a latent variable time-series model (Q2722282) (← links)
- Forecasting stock index volatility (Q2722284) (← links)
- Generalized dynamic linear models for financial time series (Q2722286) (← links)
- A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
- Financial analysis using Bayesian networks (Q2722290) (← links)
- Bayesian data mining, with application to benchmarking and credit scoring (Q2722292) (← links)
- Statistical challenges in credit card issuing (Q2722294) (← links)
- Volatility analysis during the Asia crisis: a multivariate GARCH-M model for stock returns in the U. S., Germany and Japan (Q2722295) (← links)
- Implementation and performance of various stochastic models for interest rate derivatives (Q2722296) (← links)
- An application of three bivariate time-varying volatility models (Q2722298) (← links)
- A comparison of several time-series models for assessing the value at risk of shares (Q2722300) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
