## Applied Stochastic Models and Data Analysis

 Short Title: Appl. Stochastic Models Data Anal. Publisher: John Wiley & Sons Ltd., Chichester ISSN: 8755-0024; 1099-0747/e Online: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1526-4025/issues Successor: Applied Stochastic Models in Business and Industry Comments: No longer indexed
 Documents Indexed: 206 Publications (1985–1999) References Indexed: 121 Publications with 2,509 References.
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### Latest Issues

 15, No. 1 (1999) 14, No. 4 (1998) 14, No. 3 (1998) 14, No. 2 (1998) 14, No. 1 (1998) 13, No. 3-4 (1997) 13, No. 2 (1997) 13, No. 1 (1997) 12, No. 4 (1996) 12, No. 3 (1996) 12, No. 2 (1996) 12, No. 1 (1996) 11, No. 4 (1995) 11, No. 3 (1995) 11, No. 2 (1995) 11, No. 1 (1995) 10, No. 4 (1994) 10, No. 3 (1994) 10, No. 1 (1994) 9, No. 4 (1993) 9, No. 3 (1993) 9, No. 1 (1993) 8, No. 4 (1992) 8, No. 3 (1992) 8, No. 2 (1992) 8, No. 1 (1992) 7, No. 4 (1991) 7, No. 3 (1991) 7, No. 2 (1991) 7, No. 1 (1991) 6, No. 4 (1990) 6, No. 3 (1990) 6, No. 2 (1990) 6, No. 1 (1990) 5, No. 4 (1989) 5, No. 3 (1989) 5, No. 2 (1989) 5, No. 1 (1989) 4, No. 4 (1988) 4, No. 3 (1988) 4, No. 2 (1988) 3 (1987) 2 (1986) 1 (1985)
all top 5

### Authors

 6 Janssen, Jacques 6 Valderrama, Mariano J. 5 Gutiérrez, Ramón 5 McClean, Sally I. 5 Skiadas, Christos H. 4 Proth, Jean-Marie 3 Abdel-Hameed, Mohamed S. 3 De Leeuw, Jan 3 Deelstra, Griselda 3 Lauro, Carlo Natale 3 Mazars, N. 3 Rodríguez-Póo, Juan Manuel 3 Sengupta, Jati K. 2 Aguilera, Ana M. 2 Chatelin, Francoise E. 2 Csenki, Attila 2 Delbaen, Freddy 2 Dohi, Tadashi 2 Elliott, Robert James 2 Faddy, Malcolm J. 2 Franses, Philip Hans 2 Gaver, Donald Paul jun. 2 Ghorbel, Faouzi 2 Govaert, Gérard 2 Harhalakis, George 2 Hillion, Alain 2 Jacobs, Patricia A. 2 Kloek, Teun 2 Kouikoglou, Vassilis S. 2 Millard, Peter H. 2 Murthy, D. N. Prabhakar 2 Nadif, Mohamed 2 Ocaña, Francisco A. 2 O’Quigley, John 2 Osaki, Shunji 2 Page, Dominique 2 Phillis, Yannis A. 2 Ramaswamy, Venkatram 2 Rocha-Martínez, José M. 2 Sahin, Izzet 2 Saoudi, Samir 2 Sarigollu, Emine 2 Tapiero, Charles S. 2 Tremolieres, Raymond 2 Tsantas, N. 2 van Dijk, Nico M. 2 Vassiliou, Panagiotis C. G. 2 Wets, Roger Jean-Baptiste 2 Williams, Byron K. 1 Abikhalil, Fadi 1 Akman, Olcay 1 Al-Mharman, Hisham Ahmad 1 Aldabe, Fermin 1 Alkhamis, Talal M. 1 Angulo, José Miguel 1 Arabie, Phipps 1 Armero, Carmen 1 Ashour, Samir Kamel 1 Balbi, Simona 1 Bar-Lev, Shaul K. 1 Barone-Adesi, Giovanni 1 Bass, Frank M. 1 Bassan, Bruno 1 Bedecarrax, C. 1 Belaid, D. 1 Bennett, Matthew J. 1 Bergendahl, Göran 1 Berhane, Kiros 1 Bertolino, Francesco 1 Betrò, Bruno 1 Böckenholt, I. 1 Boland, Philip J. 1 Bondarczuk, Z. 1 Bouckaert, Andre 1 Brambilla, Carla 1 Brandt, Andreas 1 Bruni, Carlo 1 Burford, Roger L. 1 Calabria, R. 1 Capobianco, Enrico 1 Carbon, Michel 1 Carette, Philippe 1 Carroll, J. Douglas 1 Chatterjee, Rabikar 1 Chauveau, Thierry 1 Chemouil, Prosper 1 Chen, Yumin 1 Chesney, Marc 1 Cinlar, Erhan 1 Conesa, David 1 Cooper, Gregory F. 1 Cooper, Lee G. 1 Craveirinha, José F. 1 Dargahi-Noubary, G. R. 1 Dattero, Ronald 1 Davidov, Ori 1 De Soete, Geert 1 Delecroix, Michel 1 Derquenne, Christian 1 DeSarbo, Wayne S. ...and 184 more Authors
all top 5

### Fields

 119 Statistics (62-XX) 77 Probability theory and stochastic processes (60-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Operations research, mathematical programming (90-XX) 12 Numerical analysis (65-XX) 10 Biology and other natural sciences (92-XX) 9 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Geophysics (86-XX)

### Citations contained in zbMATH Open

111 Publications have been cited 516 times in 513 Documents Cited by Year
Convergence of discretized stochastic (interest rate) processes with stochastic drift term. Zbl 0915.60064
Deelstra, G.; Delbaen, F.
1998
The evolution of the theory of non-homogeneous Markov systems. Zbl 0918.60062
Vassiliou, P.-C. G.
1997
Multifractal analysis of foreign exchange data chains. Zbl 0927.62110
Schmitt, Francois; Schertzer, Daniel; Lovjoy, Shaun
1999
A time-continuous Markov chain interest model with applications to insurance. Zbl 1067.91509
Norberg, Ragnar
1995
An imperfect maintenance model with block replacements. Zbl 0641.60097
Abdel-Hameed, Mohamed
1987
Clustering for binary data and mixture models – choice of the model. Zbl 0910.62021
1997
An approximated principal component prediction model for continuous time stochastic processes. Zbl 0885.62109
Aguilera, Ana M.; Ocana, Francisco A.; Valderrama, Mariano J.
1997
Mixture of Weibull distributions – parametric characterization of failure rate function. Zbl 0915.60016
Jiang, R.; Murthy, D. N. P.
1998
Non-parametric estimation for semi-Markov kernel with application to reliability analysis. Zbl 0922.62083
Ouhbi, B.; Limnios, N.
1996
Inference and prediction in bulk arrival queues and queues with service in stages. Zbl 0915.60080
Armero, C.; Conesa, D.
1998
Non-homogeneous continuous-time Markov and semi-Markov manpower models. Zbl 0913.60056
McClean, Sally; Montgomery, Erin; Ugwuowo, Fidelis
1997
Computational approaches to estimation in the principal component analysis of a stochastic process. Zbl 0938.65012
Aguilera, Ana M.; Gutiérrez, Ramón; Ocaña, Francisco A.; Valderrama, Mariano J.
1995
A reliability comparison of basic systems using hazard rate functions. Zbl 0913.60075
Boland, Philip J.
1997
On the numerical expansion of a second order stochastic process. Zbl 0800.65039
Gutiérrez, Ramón; Ruiz, Juan Carlos; Valderrama, Mariano J.
1992
Inequalities for stochastic flow shops and job shops. Zbl 0633.90027
Pinedo, Michael; Wie, Sung-Hwan
1986
Examples of fitting structured phase-type distributions. Zbl 0822.60085
1994
Parameter estimation in multi-component systems with failure interaction. Zbl 0800.62589
Murthy, D. N. P.; Wilson, R. J.
1994
A unified theory for coherent systems in reliability. I: A generalization for some classic theory: Monotone binary coherent systems. Zbl 0800.62586
Mazars, N.
1989
Analysis of choice behaviour via probabilistic ideal point and vector models. Zbl 0624.62109
Böckenholt, I.; Gaul, W.
1986
On the optimal ordering policies in maintenance theory - survey and applications. Zbl 0924.90054
Dohi, Tadashi; Kaio, Naoto; Osaki, Shunji
1998
Estimation for incomplete manpower data. Zbl 0613.62147
McClean, S. I.; Gribbin, J. O.
1987
Block seriation problems: A unified approach. Reply to the problem of H. Garcia and J. M. Proth. Zbl 0624.90048
Marcotorchino, F.
1987
Discriminant versus rough sets approach to vague data analysis. Zbl 0800.62006
Krusińska, Ewa; Słowiński, Roman; Stefanowski, Jerzy
1992
Hitting time in a finite non-homogeneous Markov chain with applications. Zbl 0926.60058
Platis, A.; Limnios, N.; Le Du, M.
1998
Counting transitions-entrance probabilities in non-homogeneous semi-Markov systems. Zbl 0913.60055
1997
Constrained estimation: Consistency and asymptotics. Zbl 0800.62187
Wets, Roger J.-B.
1991
Description of movements of geriatric patients with Markov model. Zbl 0927.60072
Taylor, G. J.; McClean, S. I.; Millard, P. H.
1998
Family of Pearson discrete distributions generated by the univariate hypergeometric function $${}_{3}F_{2}(\alpha_{1},\alpha_{2},\alpha_{3};\gamma_{1},\gamma_{2};\lambda)$$. Zbl 0885.62012
Gutiérrez Jáimez, Ramón; Rodriguez Avi, José
1997
Long-term returns in stochastic interest rate models: different convergence results. Zbl 0914.60021
Deelstra, Griselda; Delbaen, Fred
1997
Dynamic modelling of life table data. Zbl 0821.62070
1995
A discrete-time model of failure and repair. Zbl 0821.62068
Rocha-Martinez, José M.; Shaked, Moshe
1995
Non-parametric vs. parametric forecasting in time series: A computational point of view. Zbl 0800.62563
Carbon, M.; Delecroix, M.
1993
Linear-quadratic efficient frontiers for portfolio optimization. Zbl 0800.90055
King, Alan J.; Jensen, David L.
1992
Use of the multinomial jack-knife and bootstrap in generalized nonlinear canonical correlation analysis. Zbl 0800.62307
van der Burg, Eeke; De Leeuw, Jan
1988
Particle systems on flows. Zbl 0800.60029
Çinlar, Erhan; Kao, John S.
1991
Foundations of the likelihood linkage analysis (LLA) classification method. Zbl 0800.62320
Lerman, I. C.
1991
Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics. Zbl 0800.62504
Gutiérrez, R.; Angulo, J. M.; González, A.; Pérez, R.
1991
Data analysis for numerical and categorical individual time-series. Zbl 0587.62172
Saporta, G.
1985
The steady-state probabilities for regenerative semi-Markov processes with applications to prevention and screening chains. Zbl 0927.62111
Davidov, Ori
1999
A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece. Zbl 0887.90097
Skiadas, C. H.; Giovanis, A. N.
1997
Partial maintainability of a population model in a stochastic environment. Zbl 0913.60057
Tsantas, N.; Gergiou, A. C.
1997
Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process. Zbl 0821.62048
1995
Semi-parametric estimation of covariate effects using the positive stable frailty model. Zbl 0821.62091
Wang, S. T.; Klein, John P.; Moeschberger, M. L.
1995
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002
Rockafellar, R. T.; Wets, Roger J.-B.
1992
Group technology in production management: The short horizon planning level. Zbl 0583.90044
Garcia, Hervé; Proth, Jean Marie
1985
The population-sample decomposition approach to multivariate estimation methods. Zbl 0628.62052
van Praag, Bernard M. S.; De Leeuw, Jan; Kloek, Teun
1986
Stochastic interest rates with actuarial applications. Zbl 0924.90022
Parker, Gary
1998
The continuous-time homogeneous Markov system with fixed size as a Newtonian fluid. Zbl 0913.60066
Tsaklidis, George M.
1997
The perturbed non-homogeneous Markov system in continuous time. Zbl 0913.60058
Vassiliou, P.-C. G.; Symeonaki, M. A.
1997
Longitudinal data analysis: nonstationary error structures and antedependent models. Zbl 0910.62057
Núñez-Antón, Vicente
1997
Acceptance sampling in a producer-supplier conflicting environment: risk neutral case. Zbl 0821.62069
Tapiero, Charles S.
1995
Estimating the instantaneous volatility and covariance of risky assets. Zbl 0821.62047
Chesney, Marc; Elliott, Robert J.
1995
A stopping rule for a compound Poisson random variable. Zbl 0821.62045
Randolph, Paul; Şahinoğlu, Mehmet
1995
A periodic cointegration model of quarterly consumption. Zbl 0822.62099
Franses, Philip Hans; Kloek, Teun
1995
A reliability application of a mixture of inverse Gaussian distributions. Zbl 0800.62588
Smith, Charles E.; Lánský, Petr
1994
Binary clustering with missing data. Zbl 0800.62322
1993
Block cutpoint decomposition for Markovian queueing systems. Zbl 0648.60096
Fox, Dale R.
1988
Condorcet - a man of the avant-garde. Zbl 0626.01014
Michaud, Pierre
1987
Probability characteristics of a boundary functional. Zbl 0928.60068
Khaniev, Tahir A.; Özdemir, Halim; Maden, Selahattin
1998
New features in the class of association models. Zbl 0924.62061
Kateri, Maria; Ahmad, Rashid; Papaioannou, Takis
1998
Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes. Zbl 0924.62056
Bassan, Bruno; Terzi, Silvia
1996
Point processes analysis for Italian seismic activity. Zbl 0926.62074
1996
Analysis of the MAP/PH/1/K queue with service control. Zbl 0930.60076
Chakravarthy, S.
1996
State-space stochastic volatility models: a review of estimation algorithms. Zbl 0924.62107
Capobianco, Enrico
1996
The analysis of structured qualitative data chains. Zbl 0927.62062
Lauro, Carlo; Balbi, Simona
1999
On the partial and total progeny of a bisexual Galton-Watson branching process. Zbl 0917.60079
González, Miguel; Molina, Manuel
1997
Continuous-time Markov models for geriatric patient behaviour. Zbl 0910.92018
Taylor, Gordon; McClean, Sally; Millard, Peter
1997
Failure, repair and replacement analysis of a navy subsystem: case study of a pump. Zbl 0913.60078
Gaver, Donald P.; Jacobs, Patricia A.; Dudenhoeffer, Donald D.
1997
Behaviour of queueing approximations based on sample moments. Zbl 0824.60099
Johnson, Mary A.; Luhman, Jennifer A.
1994
A new stochastic ultrametric tree unfolding methodology for assessing competitive market structure and deriving market segments. Zbl 0800.90103
Desarbo, W. S.; De Soete, G.; Carroll, J. D.; Ramaswamy, V.
1988
A comparison of counting process models for complicated life histories. Zbl 0800.62686
Mau, Jochen
1988
Asymptotic behaviour of Ornstein-Uhlenbeck first-passage-time density through periodic boundaries. Zbl 0800.60033
Sacerdote, L.
1990
On a new naturally indexed quick clustering method with a global objective function. Zbl 0800.62319
Owsiński, Jan W.
1990
Recursive partition and amalgamation with the exponential family: Theory and applications. Zbl 0800.62427
Ciampi, A.; Lou, Z.; Lin, Qian; Negassa, A.
1991
A mathematical model of pricing in a large system of cash bonds. Zbl 0592.90012
Abikhalil, F.; Dupont, P.; Janssen, J.; van Ossel, P.
1985
Bayesian estimation of mixed Weibull exponential in life testing. Zbl 0613.62124
Ashour, S. K.
1987
Identities for stopped Markov chains and their applications. Zbl 0619.60067
Abdel-Hameed, Mohamed
1986
Exponential family non-linear models for categorical data with errors of observation. Zbl 0634.62063
Palmgren, Juni; Ekholm, Anders
1987
Numerical analysis for factorial data analysis. II: Special purpose hardware - the programmable systolic array SARDA. Zbl 0636.62055
Chatelin, F.; Porta, T.
1987
On some applications of a discrete-time model of failure and repair. Zbl 0926.60071
Rocha-Martínez, José M.
1998
Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087
Franses, Philip Hans; Hobijn, Bart
1998
A multidimensional approach to conjoint analysis. Zbl 0922.62046
Lauro, C. N.; Giordano, G.; Verde, R.
1998
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs. Zbl 0924.90015
Hamza, F.; Janssen, J.
1998
Survival model with random effects and covariate-dependent selection. Zbl 0922.62115
Scheike, Thomas H.; Ekstrom, Claus T.
1998
Recent models in data envelopment analysis: Theory and applications. Zbl 0924.90032
Sengupta, Jati K.
1996
Estimation of coefficient of variation in weighted inverse Gaussian model. Zbl 0930.60030
Gupta, Ramesh C.; Akman, Olcay
1996
Near-optimal analysis of homogeneous central-server queueing networks. Zbl 0922.68018
Pentzaropoulos, G. C.; Giokas, D. I.
1997
Allfinanz, bankassurance, and the future of banking. Zbl 1025.91501
Bergendahl, Göran
1995
Review of a fast simulation method for the analysis of queueing networks. Zbl 0887.90080
Kouikoglou, Vassilis S.; Phillis, Yannis A.
1997
Markov and semi-Markov option pricing models with arbitrage possibility. Zbl 0887.90013
Janssen, Jacques; Manca, Raimondo; Di Biase, Giuseppe
1997
Temporal aggregation in structural VAR models. Zbl 0910.62121
Georgoutsos, Dimitis A.; Kouretas, Georgios P.; Tserkezos, Dikaios E.
1998
A study of different ageing classes via total time on test transform and Lorentz curve. Zbl 0913.60076
Pérez-Ocón, Rafael; Gámiz-Pérez, M. Luz; Ruíz-Castro, J. Eloy
1997
Conditional expectations and residual analysis for the linear model. Zbl 0910.62055
Haslett, John
1997
Tree-structured analysis of survival data-search for latent diagnostic factors in a tumour study. Zbl 0910.92013
Brambilla, Carla; Rossi, Carla; Schinaia, Giuseppe
1997
Imperfect repair models for systems subject to shocks. Zbl 0913.60079
Finkelstein, M. S.
1997
Periodicity of equilibrium structures in a time dependent Markov model under stochastic environment. Zbl 0824.60074
Tsantas, N.; Georgiou, A. C.
1994
Joint availability of systems modelled by finite semi-Markov processes. Zbl 0824.60093
Csenki, A.
1994
Non-parametric probability density function estimation on a bounded support: Applications to shape classification and speech coding. Zbl 0822.62027
Saoudi, S.; Hillion, A.; Ghorbel, F.
1994
Estimation and filtering on a doubly stochastic Poisson process. Zbl 0823.60036
Valderrama, Mariano J.; Jiménez, Francisco; Gutiérrez, Ramon; Martínez-Almecija, Alfredo
1995
A multivariate stochastic model with non-stationary trend component. Zbl 0821.62052
Kato, Hiroko; Naniwa, Sadao; Ishiguro, Makio
1995
Multifractal analysis of foreign exchange data chains. Zbl 0927.62110
Schmitt, Francois; Schertzer, Daniel; Lovjoy, Shaun
1999
The steady-state probabilities for regenerative semi-Markov processes with applications to prevention and screening chains. Zbl 0927.62111
Davidov, Ori
1999
The analysis of structured qualitative data chains. Zbl 0927.62062
Lauro, Carlo; Balbi, Simona
1999
Convergence of discretized stochastic (interest rate) processes with stochastic drift term. Zbl 0915.60064
Deelstra, G.; Delbaen, F.
1998
Mixture of Weibull distributions – parametric characterization of failure rate function. Zbl 0915.60016
Jiang, R.; Murthy, D. N. P.
1998
Inference and prediction in bulk arrival queues and queues with service in stages. Zbl 0915.60080
Armero, C.; Conesa, D.
1998
On the optimal ordering policies in maintenance theory - survey and applications. Zbl 0924.90054
Dohi, Tadashi; Kaio, Naoto; Osaki, Shunji
1998
Hitting time in a finite non-homogeneous Markov chain with applications. Zbl 0926.60058
Platis, A.; Limnios, N.; Le Du, M.
1998
Description of movements of geriatric patients with Markov model. Zbl 0927.60072
Taylor, G. J.; McClean, S. I.; Millard, P. H.
1998
Stochastic interest rates with actuarial applications. Zbl 0924.90022
Parker, Gary
1998
Probability characteristics of a boundary functional. Zbl 0928.60068
Khaniev, Tahir A.; Özdemir, Halim; Maden, Selahattin
1998
New features in the class of association models. Zbl 0924.62061
Kateri, Maria; Ahmad, Rashid; Papaioannou, Takis
1998
On some applications of a discrete-time model of failure and repair. Zbl 0926.60071
Rocha-Martínez, José M.
1998
Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087
Franses, Philip Hans; Hobijn, Bart
1998
A multidimensional approach to conjoint analysis. Zbl 0922.62046
Lauro, C. N.; Giordano, G.; Verde, R.
1998
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs. Zbl 0924.90015
Hamza, F.; Janssen, J.
1998
Survival model with random effects and covariate-dependent selection. Zbl 0922.62115
Scheike, Thomas H.; Ekstrom, Claus T.
1998
Temporal aggregation in structural VAR models. Zbl 0910.62121
Georgoutsos, Dimitis A.; Kouretas, Georgios P.; Tserkezos, Dikaios E.
1998
The evolution of the theory of non-homogeneous Markov systems. Zbl 0918.60062
Vassiliou, P.-C. G.
1997
Clustering for binary data and mixture models – choice of the model. Zbl 0910.62021
1997
An approximated principal component prediction model for continuous time stochastic processes. Zbl 0885.62109
Aguilera, Ana M.; Ocana, Francisco A.; Valderrama, Mariano J.
1997
Non-homogeneous continuous-time Markov and semi-Markov manpower models. Zbl 0913.60056
McClean, Sally; Montgomery, Erin; Ugwuowo, Fidelis
1997
A reliability comparison of basic systems using hazard rate functions. Zbl 0913.60075
Boland, Philip J.
1997
Counting transitions-entrance probabilities in non-homogeneous semi-Markov systems. Zbl 0913.60055
1997
Family of Pearson discrete distributions generated by the univariate hypergeometric function $${}_{3}F_{2}(\alpha_{1},\alpha_{2},\alpha_{3};\gamma_{1},\gamma_{2};\lambda)$$. Zbl 0885.62012
Gutiérrez Jáimez, Ramón; Rodriguez Avi, José
1997
Long-term returns in stochastic interest rate models: different convergence results. Zbl 0914.60021
Deelstra, Griselda; Delbaen, Fred
1997
A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece. Zbl 0887.90097
Skiadas, C. H.; Giovanis, A. N.
1997
Partial maintainability of a population model in a stochastic environment. Zbl 0913.60057
Tsantas, N.; Gergiou, A. C.
1997
The continuous-time homogeneous Markov system with fixed size as a Newtonian fluid. Zbl 0913.60066
Tsaklidis, George M.
1997
The perturbed non-homogeneous Markov system in continuous time. Zbl 0913.60058
Vassiliou, P.-C. G.; Symeonaki, M. A.
1997
Longitudinal data analysis: nonstationary error structures and antedependent models. Zbl 0910.62057
Núñez-Antón, Vicente
1997
On the partial and total progeny of a bisexual Galton-Watson branching process. Zbl 0917.60079
González, Miguel; Molina, Manuel
1997
Continuous-time Markov models for geriatric patient behaviour. Zbl 0910.92018
Taylor, Gordon; McClean, Sally; Millard, Peter
1997
Failure, repair and replacement analysis of a navy subsystem: case study of a pump. Zbl 0913.60078
Gaver, Donald P.; Jacobs, Patricia A.; Dudenhoeffer, Donald D.
1997
Near-optimal analysis of homogeneous central-server queueing networks. Zbl 0922.68018
Pentzaropoulos, G. C.; Giokas, D. I.
1997
Review of a fast simulation method for the analysis of queueing networks. Zbl 0887.90080
Kouikoglou, Vassilis S.; Phillis, Yannis A.
1997
Markov and semi-Markov option pricing models with arbitrage possibility. Zbl 0887.90013
Janssen, Jacques; Manca, Raimondo; Di Biase, Giuseppe
1997
A study of different ageing classes via total time on test transform and Lorentz curve. Zbl 0913.60076
Pérez-Ocón, Rafael; Gámiz-Pérez, M. Luz; Ruíz-Castro, J. Eloy
1997
Conditional expectations and residual analysis for the linear model. Zbl 0910.62055
Haslett, John
1997
Tree-structured analysis of survival data-search for latent diagnostic factors in a tumour study. Zbl 0910.92013
Brambilla, Carla; Rossi, Carla; Schinaia, Giuseppe
1997
Imperfect repair models for systems subject to shocks. Zbl 0913.60079
Finkelstein, M. S.
1997
Non-parametric estimation for semi-Markov kernel with application to reliability analysis. Zbl 0922.62083
Ouhbi, B.; Limnios, N.
1996
Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes. Zbl 0924.62056
Bassan, Bruno; Terzi, Silvia
1996
Point processes analysis for Italian seismic activity. Zbl 0926.62074
1996
Analysis of the MAP/PH/1/K queue with service control. Zbl 0930.60076
Chakravarthy, S.
1996
State-space stochastic volatility models: a review of estimation algorithms. Zbl 0924.62107
Capobianco, Enrico
1996
Recent models in data envelopment analysis: Theory and applications. Zbl 0924.90032
Sengupta, Jati K.
1996
Estimation of coefficient of variation in weighted inverse Gaussian model. Zbl 0930.60030
Gupta, Ramesh C.; Akman, Olcay
1996
A time-continuous Markov chain interest model with applications to insurance. Zbl 1067.91509
Norberg, Ragnar
1995
Computational approaches to estimation in the principal component analysis of a stochastic process. Zbl 0938.65012
Aguilera, Ana M.; Gutiérrez, Ramón; Ocaña, Francisco A.; Valderrama, Mariano J.
1995
Dynamic modelling of life table data. Zbl 0821.62070
1995
A discrete-time model of failure and repair. Zbl 0821.62068
Rocha-Martinez, José M.; Shaked, Moshe
1995
Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process. Zbl 0821.62048
1995
Semi-parametric estimation of covariate effects using the positive stable frailty model. Zbl 0821.62091
Wang, S. T.; Klein, John P.; Moeschberger, M. L.
1995
Acceptance sampling in a producer-supplier conflicting environment: risk neutral case. Zbl 0821.62069
Tapiero, Charles S.
1995
Estimating the instantaneous volatility and covariance of risky assets. Zbl 0821.62047
Chesney, Marc; Elliott, Robert J.
1995
A stopping rule for a compound Poisson random variable. Zbl 0821.62045
Randolph, Paul; Şahinoğlu, Mehmet
1995
A periodic cointegration model of quarterly consumption. Zbl 0822.62099
Franses, Philip Hans; Kloek, Teun
1995
Allfinanz, bankassurance, and the future of banking. Zbl 1025.91501
Bergendahl, Göran
1995
Estimation and filtering on a doubly stochastic Poisson process. Zbl 0823.60036
Valderrama, Mariano J.; Jiménez, Francisco; Gutiérrez, Ramon; Martínez-Almecija, Alfredo
1995
A multivariate stochastic model with non-stationary trend component. Zbl 0821.62052
Kato, Hiroko; Naniwa, Sadao; Ishiguro, Makio
1995
Examples of fitting structured phase-type distributions. Zbl 0822.60085
1994
Parameter estimation in multi-component systems with failure interaction. Zbl 0800.62589
Murthy, D. N. P.; Wilson, R. J.
1994
A reliability application of a mixture of inverse Gaussian distributions. Zbl 0800.62588
Smith, Charles E.; Lánský, Petr
1994
Behaviour of queueing approximations based on sample moments. Zbl 0824.60099
Johnson, Mary A.; Luhman, Jennifer A.
1994
Periodicity of equilibrium structures in a time dependent Markov model under stochastic environment. Zbl 0824.60074
Tsantas, N.; Georgiou, A. C.
1994
Joint availability of systems modelled by finite semi-Markov processes. Zbl 0824.60093
Csenki, A.
1994
Non-parametric probability density function estimation on a bounded support: Applications to shape classification and speech coding. Zbl 0822.62027
Saoudi, S.; Hillion, A.; Ghorbel, F.
1994
Non-parametric vs. parametric forecasting in time series: A computational point of view. Zbl 0800.62563
Carbon, M.; Delecroix, M.
1993
Binary clustering with missing data. Zbl 0800.62322
1993
Sojourn times with finite time-horizon in finite semi-Markov processes. Zbl 0925.60107
Csenki, Attila
1993
A continuous time Markov-renewal replacement model for manpower systems. Zbl 0800.60036
Gerontidis, Ioannis I.
1993
On the numerical expansion of a second order stochastic process. Zbl 0800.65039
Gutiérrez, Ramón; Ruiz, Juan Carlos; Valderrama, Mariano J.
1992
Discriminant versus rough sets approach to vague data analysis. Zbl 0800.62006
Krusińska, Ewa; Słowiński, Roman; Stefanowski, Jerzy
1992
Linear-quadratic efficient frontiers for portfolio optimization. Zbl 0800.90055
King, Alan J.; Jensen, David L.
1992
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002
Rockafellar, R. T.; Wets, Roger J.-B.
1992
Product forms for availability models. Zbl 0800.90463
Smeitink, Eric; van Dijk, Nico M.; Haverkort, Boudewijn R.
1992
A unified theory for coherent systems in reliability. III: Two special cases for multinary systems – binary-type coherence and homogeneous coherence. Zbl 0800.90462
Mazars, N.
1992
Estimation of stress-strength reliability based on tail-modelling. Zbl 0925.62404
Dargahi-Noubary, G. R.
1992
A simple proof for the matrix-geometric theorem. Zbl 0925.60072
Latouche, Guy
1992
Constrained estimation: Consistency and asymptotics. Zbl 0800.62187
Wets, Roger J.-B.
1991
Particle systems on flows. Zbl 0800.60029
Çinlar, Erhan; Kao, John S.
1991
Foundations of the likelihood linkage analysis (LLA) classification method. Zbl 0800.62320
Lerman, I. C.
1991
Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics. Zbl 0800.62504
Gutiérrez, R.; Angulo, J. M.; González, A.; Pérez, R.
1991
Recursive partition and amalgamation with the exponential family: Theory and applications. Zbl 0800.62427
Ciampi, A.; Lou, Z.; Lin, Qian; Negassa, A.
1991
Asymptotic behaviour of Ornstein-Uhlenbeck first-passage-time density through periodic boundaries. Zbl 0800.60033
Sacerdote, L.
1990
On a new naturally indexed quick clustering method with a global objective function. Zbl 0800.62319
Owsiński, Jan W.
1990
Exploratory data analysis for planar tessellations: Structural analysis and point process methods. Zbl 0800.62005
Stoyan, D.; Stoyan, H.
1990
A unified theory for coherent systems in reliability. I: A generalization for some classic theory: Monotone binary coherent systems. Zbl 0800.62586
Mazars, N.
1989
Current research directions in the development of expert systems based on belief networks. Zbl 0800.68900
Cooper, Gregory F.
1989
Combinatorial data analysis: Confirmatory comparisons between sets of matrices. Zbl 0925.62009
Hubert, Lawrence; Arabie, Phipps
1989
System availability: Time dependence and statistical inference by (semi) non-parametric methods. Zbl 0800.90461
Gaver, D. P.; Jacobs, P. A.
1989
Use of the multinomial jack-knife and bootstrap in generalized nonlinear canonical correlation analysis. Zbl 0800.62307
van der Burg, Eeke; De Leeuw, Jan
1988
Block cutpoint decomposition for Markovian queueing systems. Zbl 0648.60096
Fox, Dale R.
1988
A new stochastic ultrametric tree unfolding methodology for assessing competitive market structure and deriving market segments. Zbl 0800.90103
Desarbo, W. S.; De Soete, G.; Carroll, J. D.; Ramaswamy, V.
1988
A comparison of counting process models for complicated life histories. Zbl 0800.62686
Mau, Jochen
1988
Markov: A methodology for the solution of infinite time horizon Markov decision processes. Zbl 0800.90757
Williams, Byron K.
1988
An imperfect maintenance model with block replacements. Zbl 0641.60097
Abdel-Hameed, Mohamed
1987
Estimation for incomplete manpower data. Zbl 0613.62147
McClean, S. I.; Gribbin, J. O.
1987
Block seriation problems: A unified approach. Reply to the problem of H. Garcia and J. M. Proth. Zbl 0624.90048
Marcotorchino, F.
1987
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### Cited by 817 Authors

 16 Valderrama, Mariano J. 14 Aguilera, Ana M. 13 Vassiliou, Panagiotis C. G. 8 Gutierrez-Sanchez, Ramon 8 Nafidi, Ahmed 8 Tsaklidis, George M. 7 Chien, Yu-Hung 7 Sheu, Sheyhuei 6 Escabias, Manuel 6 Limnios, Nikolaos 6 Nadif, Mohamed 6 Papadopoulou, Aleka A. 5 De Feyter, Tim 5 De Leeuw, Jan 5 Guerry, Marie-Anne 5 Ocaña, Francisco A. 5 Ruiz-Molina, Juan Carlos 5 Skiadas, Christos H. 5 Tsantas, N. 5 Vasiliadis, George 4 Barbu, Vlad Stefan 4 Bouzas, Paula R. 4 Chang, Chin-Chih 4 Conde-Sánchez, Antonio 4 D’Amico, Guglielmo 4 Dimitriou, V. A. 4 Georgiou, Andreas C. 4 Marshall, Adele H. 4 McClean, Sally I. 4 Mishura, Yuliya Stepanivna 4 Özekici, Süleyman 4 Phelan, Michael J. 4 Rodríguez-Avi, José 4 Skiadas, Charilaos 3 Baier, Daniel 3 Biernacki, Christophe 3 Böckenholt, Ulf 3 Chang, Yen-Chang 3 Cruz, Frederico R. B. 3 Gaul, Wolfgang 3 Gutiérrez, Ramón 3 Labiod, Lazhar 3 Mak, Tak K. 3 Manca, Raimondo 3 Navarro-Moreno, Jesús 3 Norberg, Ragnar 3 Ostrovskii, Dmitrii M. 3 Ouhbi, Brahim 3 Preda, Cristian 3 Ruiz-Fuentes, Nuria 3 Sáez-Castillo, Antonio José 3 Słowiński, Roman 3 Sluys, Lambertus Johannes 3 Tapiero, Charles S. 3 Valdés, José E. 3 Wang, Chih-Hsiung 3 Wang, Hongzhou 3 Wets, Roger Jean-Baptiste 3 Wiper, Michael P. 3 Zenga, Mariangela 3 Zequeira, Rómulo I. 2 Ahmad, Jamaal 2 Alaya, Mohamed Ben 2 Alcaide, David 2 Alfonsi, Aurélien 2 Ausín, María Concepción 2 Barczy, Mátyás 2 Biffis, Enrico 2 Birrell, Jeremiah 2 Çanakoğlu, Ethem 2 Chen, Jih-An 2 Chen, Yen-Luan 2 Chu, Jian 2 Cozma, Andrei 2 Csenki, Attila 2 DeSarbo, Wayne S. 2 Dimitras, Augustinos I. 2 Dohi, Tadashi 2 Dudin, Alexander N. 2 Fastrich, Björn 2 Fernández-Alcalá, Rosa Maria 2 Franses, Philip Hans 2 Frenk, Johannes B. G. 2 Galvani, Marta 2 Govaert, Gérard 2 Grahovac, Danijel 2 Guerreiro, Gracinda Rita 2 Hefter, Mario 2 Higle, Julia L. 2 Jacques, Julien 2 Jentzen, Arnulf 2 Kaio, Naoto 2 Kale, Balvant Keshav 2 Kebaier, Ahmed 2 King, Alan J. 2 Kokonendji, Célestin Clotaire 2 Komarudin 2 Lai, Chin-Diew 2 Leonenko, Nikolai N. 2 Lerman, Israël-César ...and 717 more Authors
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### Cited in 158 Journals

 37 Communications in Statistics. Theory and Methods 32 European Journal of Operational Research 20 Computational Statistics and Data Analysis 17 Annals of Operations Research 14 Insurance Mathematics & Economics 14 Methodology and Computing in Applied Probability 12 Applied Stochastic Models in Business and Industry 11 Journal of Statistical Planning and Inference 10 Psychometrika 9 Applied Mathematical Modelling 9 Journal of Applied Statistics 8 Applied Mathematics and Computation 8 Stochastic Analysis and Applications 8 Journal of Nonparametric Statistics 7 Statistics & Probability Letters 7 Computational Statistics 7 Communications in Statistics. Simulation and Computation 7 Probability in the Engineering and Informational Sciences 6 International Journal of Systems Science 6 Physica A 6 International Journal for Numerical Methods in Engineering 6 Journal of Econometrics 6 Journal of Statistical Computation and Simulation 6 Linear Algebra and its Applications 6 Stochastic Processes and their Applications 6 International Journal of Theoretical and Applied Finance 6 Scandinavian Actuarial Journal 6 Stochastic Models 5 Biometrics 5 Statistics 5 Test 5 Quantitative Finance 4 Computers & Mathematics with Applications 4 Chaos, Solitons and Fractals 4 Applied Stochastic Models and Data Analysis 3 Computer Methods in Applied Mechanics and Engineering 3 Journal of Statistical Physics 3 Biometrical Journal 3 Fuzzy Sets and Systems 3 Journal of Applied Probability 3 Mathematics and Computers in Simulation 3 International Journal of Production Research 3 Computers & Operations Research 3 Mathematical and Computer Modelling 3 Queueing Systems 3 Communications in Numerical Methods in Engineering 3 Statistical Papers 3 Mathematical Problems in Engineering 3 Communications in Nonlinear Science and Numerical Simulation 3 Stochastic Environmental Research and Risk Assessment 3 Advances in Data Analysis and Classification. ADAC 3 Journal of Statistical Theory and Practice 2 Annals of the Institute of Statistical Mathematics 2 Journal of Mathematical Psychology 2 Journal of Multivariate Analysis 2 Journal of Optimization Theory and Applications 2 Statistica Neerlandica 2 Operations Research Letters 2 International Journal of Approximate Reasoning 2 The Annals of Applied Probability 2 Mathematical Programming. Series A. Series B 2 Fractals 2 International Transactions in Operational Research 2 Finance and Stochastics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Applied Mathematics and Decision Sciences 2 Journal of Discrete Mathematical Sciences & Cryptography 2 RAIRO. Operations Research 2 Statistical Modelling 2 Statistical Methods in Medical Research 2 Computational Management Science 2 International Journal of Computational Intelligence and Applications 2 AStA. Advances in Statistical Analysis 2 Statistics and Computing 2 Modern Stochastics. Theory and Applications 2 Journal de la Société Française de Statistique & Revue de Statistique Appliquée 1 Advances in Applied Probability 1 Biological Cybernetics 1 The Canadian Journal of Statistics 1 Discrete Applied Mathematics 1 International Journal of General Systems 1 International Journal for Numerical and Analytical Methods in Geomechanics 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Letters in Mathematical Physics 1 Lithuanian Mathematical Journal 1 Linear and Multilinear Algebra 1 Mathematical Biosciences 1 Metrika 1 Nonlinearity 1 Ukrainian Mathematical Journal 1 Mathematics of Computation 1 Theory of Probability and its Applications 1 Information Sciences 1 International Statistical Review 1 Journal of Computational and Applied Mathematics 1 Kybernetika 1 Naval Research Logistics 1 Numerische Mathematik ...and 58 more Journals
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### Cited in 33 Fields

 245 Statistics (62-XX) 190 Probability theory and stochastic processes (60-XX) 133 Operations research, mathematical programming (90-XX) 119 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 63 Numerical analysis (65-XX) 18 Computer science (68-XX) 15 Biology and other natural sciences (92-XX) 11 Statistical mechanics, structure of matter (82-XX) 10 Mechanics of deformable solids (74-XX) 8 Systems theory; control (93-XX) 7 Mathematical logic and foundations (03-XX) 6 Geophysics (86-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Integral equations (45-XX) 4 Combinatorics (05-XX) 4 Measure and integration (28-XX) 4 Ordinary differential equations (34-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Functional analysis (46-XX) 4 Information and communication theory, circuits (94-XX) 3 Special functions (33-XX) 3 Approximations and expansions (41-XX) 3 Fluid mechanics (76-XX) 2 History and biography (01-XX) 2 Partial differential equations (35-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Difference and functional equations (39-XX) 1 Differential geometry (53-XX) 1 Classical thermodynamics, heat transfer (80-XX)