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. all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 0915.60064Deelstra, G.; Delbaen, F. 41 1998 The evolution of the theory of non-homogeneous Markov systems. Zbl 0918.60062Vassiliou, P.-C. G. 26 1997 Multifractal analysis of foreign exchange data chains. Zbl 0927.62110Schmitt, Francois; Schertzer, Daniel; Lovjoy, Shaun 25 1999 A time-continuous Markov chain interest model with applications to insurance. Zbl 1067.91509Norberg, Ragnar 21 1995 An imperfect maintenance model with block replacements. Zbl 0641.60097Abdel-Hameed, Mohamed 17 1987 Clustering for binary data and mixture models – choice of the model. Zbl 0910.62021Nadif, M.; Govaert, G. 15 1997 An approximated principal component prediction model for continuous time stochastic processes. Zbl 0885.62109Aguilera, Ana M.; Ocana, Francisco A.; Valderrama, Mariano J. 13 1997 Mixture of Weibull distributions – parametric characterization of failure rate function. Zbl 0915.60016Jiang, R.; Murthy, D. N. P. 12 1998 Non-parametric estimation for semi-Markov kernel with application to reliability analysis. Zbl 0922.62083Ouhbi, B.; Limnios, N. 11 1996 Inference and prediction in bulk arrival queues and queues with service in stages. Zbl 0915.60080Armero, C.; Conesa, D. 11 1998 Non-homogeneous continuous-time Markov and semi-Markov manpower models. Zbl 0913.60056McClean, Sally; Montgomery, Erin; Ugwuowo, Fidelis 11 1997 Computational approaches to estimation in the principal component analysis of a stochastic process. Zbl 0938.65012Aguilera, Ana M.; Gutiérrez, Ramón; Ocaña, Francisco A.; Valderrama, Mariano J. 10 1995 A reliability comparison of basic systems using hazard rate functions. Zbl 0913.60075Boland, Philip J. 10 1997 On the numerical expansion of a second order stochastic process. Zbl 0800.65039Gutiérrez, Ramón; Ruiz, Juan Carlos; Valderrama, Mariano J. 10 1992 Inequalities for stochastic flow shops and job shops. Zbl 0633.90027Pinedo, Michael; Wie, Sung-Hwan 9 1986 Examples of fitting structured phase-type distributions. Zbl 0822.60085Faddy, M. J. 9 1994 Parameter estimation in multi-component systems with failure interaction. Zbl 0800.62589Murthy, D. N. P.; Wilson, R. J. 9 1994 A unified theory for coherent systems in reliability. I: A generalization for some classic theory: Monotone binary coherent systems. Zbl 0800.62586Mazars, N. 9 1989 Analysis of choice behaviour via probabilistic ideal point and vector models. Zbl 0624.62109Böckenholt, I.; Gaul, W. 8 1986 On the optimal ordering policies in maintenance theory - survey and applications. Zbl 0924.90054Dohi, Tadashi; Kaio, Naoto; Osaki, Shunji 8 1998 Estimation for incomplete manpower data. Zbl 0613.62147McClean, S. I.; Gribbin, J. O. 7 1987 Block seriation problems: A unified approach. Reply to the problem of H. Garcia and J. M. Proth. Zbl 0624.90048Marcotorchino, F. 7 1987 Discriminant versus rough sets approach to vague data analysis. Zbl 0800.62006Krusińska, Ewa; Słowiński, Roman; Stefanowski, Jerzy 7 1992 Hitting time in a finite non-homogeneous Markov chain with applications. Zbl 0926.60058Platis, A.; Limnios, N.; Le Du, M. 6 1998 Counting transitions-entrance probabilities in non-homogeneous semi-Markov systems. Zbl 0913.60055Papadopoulou, A. A. 6 1997 Constrained estimation: Consistency and asymptotics. Zbl 0800.62187Wets, Roger J.-B. 6 1991 Description of movements of geriatric patients with Markov model. Zbl 0927.60072Taylor, G. J.; McClean, S. I.; Millard, P. H. 5 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 0885.62012Gutiérrez Jáimez, Ramón; Rodriguez Avi, José 5 1997 Long-term returns in stochastic interest rate models: different convergence results. Zbl 0914.60021Deelstra, Griselda; Delbaen, Fred 5 1997 Dynamic modelling of life table data. Zbl 0821.62070Janssen, J.; Skiadas, C. H. 5 1995 A discrete-time model of failure and repair. Zbl 0821.62068Rocha-Martinez, José M.; Shaked, Moshe 5 1995 Non-parametric vs. parametric forecasting in time series: A computational point of view. Zbl 0800.62563Carbon, M.; Delecroix, M. 5 1993 Linear-quadratic efficient frontiers for portfolio optimization. Zbl 0800.90055King, Alan J.; Jensen, David L. 5 1992 Use of the multinomial jack-knife and bootstrap in generalized nonlinear canonical correlation analysis. Zbl 0800.62307van der Burg, Eeke; De Leeuw, Jan 5 1988 Particle systems on flows. Zbl 0800.60029Çinlar, Erhan; Kao, John S. 5 1991 Foundations of the likelihood linkage analysis (LLA) classification method. Zbl 0800.62320Lerman, I. C. 5 1991 Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics. Zbl 0800.62504Gutiérrez, R.; Angulo, J. M.; González, A.; Pérez, R. 5 1991 Data analysis for numerical and categorical individual time-series. Zbl 0587.62172Saporta, G. 4 1985 The steady-state probabilities for regenerative semi-Markov processes with applications to prevention and screening chains. Zbl 0927.62111Davidov, Ori 4 1999 A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece. Zbl 0887.90097Skiadas, C. H.; Giovanis, A. N. 4 1997 Partial maintainability of a population model in a stochastic environment. Zbl 0913.60057Tsantas, N.; Gergiou, A. C. 4 1997 Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process. Zbl 0821.62048Katsamaki, A.; Skiadas, C. H. 4 1995 Semi-parametric estimation of covariate effects using the positive stable frailty model. Zbl 0821.62091Wang, S. T.; Klein, John P.; Moeschberger, M. L. 4 1995 A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002Rockafellar, R. T.; Wets, Roger J.-B. 4 1992 Group technology in production management: The short horizon planning level. Zbl 0583.90044Garcia, Hervé; Proth, Jean Marie 3 1985 The population-sample decomposition approach to multivariate estimation methods. Zbl 0628.62052van Praag, Bernard M. S.; De Leeuw, Jan; Kloek, Teun 3 1986 Stochastic interest rates with actuarial applications. Zbl 0924.90022Parker, Gary 3 1998 The continuous-time homogeneous Markov system with fixed size as a Newtonian fluid. Zbl 0913.60066Tsaklidis, George M. 3 1997 The perturbed non-homogeneous Markov system in continuous time. Zbl 0913.60058Vassiliou, P.-C. G.; Symeonaki, M. A. 3 1997 Longitudinal data analysis: nonstationary error structures and antedependent models. Zbl 0910.62057Núñez-Antón, Vicente 3 1997 Acceptance sampling in a producer-supplier conflicting environment: risk neutral case. Zbl 0821.62069Tapiero, Charles S. 3 1995 Estimating the instantaneous volatility and covariance of risky assets. Zbl 0821.62047Chesney, Marc; Elliott, Robert J. 3 1995 A stopping rule for a compound Poisson random variable. Zbl 0821.62045Randolph, Paul; Şahinoğlu, Mehmet 3 1995 A periodic cointegration model of quarterly consumption. Zbl 0822.62099Franses, Philip Hans; Kloek, Teun 3 1995 A reliability application of a mixture of inverse Gaussian distributions. Zbl 0800.62588Smith, Charles E.; Lánský, Petr 3 1994 Binary clustering with missing data. Zbl 0800.62322Nadif, M.; Govaert, G. 3 1993 Block cutpoint decomposition for Markovian queueing systems. Zbl 0648.60096Fox, Dale R. 2 1988 Condorcet - a man of the avant-garde. Zbl 0626.01014Michaud, Pierre 2 1987 Probability characteristics of a boundary functional. Zbl 0928.60068Khaniev, Tahir A.; Özdemir, Halim; Maden, Selahattin 2 1998 New features in the class of association models. Zbl 0924.62061Kateri, Maria; Ahmad, Rashid; Papaioannou, Takis 2 1998 Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes. Zbl 0924.62056Bassan, Bruno; Terzi, Silvia 2 1996 Point processes analysis for Italian seismic activity. Zbl 0926.62074Betro, B.; Ladelli, L. 2 1996 Analysis of the MAP/PH/1/K queue with service control. Zbl 0930.60076Chakravarthy, S. 2 1996 State-space stochastic volatility models: a review of estimation algorithms. Zbl 0924.62107Capobianco, Enrico 2 1996 The analysis of structured qualitative data chains. Zbl 0927.62062Lauro, Carlo; Balbi, Simona 2 1999 On the partial and total progeny of a bisexual Galton-Watson branching process. Zbl 0917.60079González, Miguel; Molina, Manuel 2 1997 Continuous-time Markov models for geriatric patient behaviour. Zbl 0910.92018Taylor, Gordon; McClean, Sally; Millard, Peter 2 1997 Failure, repair and replacement analysis of a navy subsystem: case study of a pump. Zbl 0913.60078Gaver, Donald P.; Jacobs, Patricia A.; Dudenhoeffer, Donald D. 2 1997 Behaviour of queueing approximations based on sample moments. Zbl 0824.60099Johnson, Mary A.; Luhman, Jennifer A. 2 1994 A new stochastic ultrametric tree unfolding methodology for assessing competitive market structure and deriving market segments. Zbl 0800.90103Desarbo, W. S.; De Soete, G.; Carroll, J. D.; Ramaswamy, V. 2 1988 A comparison of counting process models for complicated life histories. Zbl 0800.62686Mau, Jochen 2 1988 Asymptotic behaviour of Ornstein-Uhlenbeck first-passage-time density through periodic boundaries. Zbl 0800.60033Sacerdote, L. 2 1990 On a new naturally indexed quick clustering method with a global objective function. Zbl 0800.62319Owsiński, Jan W. 2 1990 Recursive partition and amalgamation with the exponential family: Theory and applications. Zbl 0800.62427Ciampi, A.; Lou, Z.; Lin, Qian; Negassa, A. 2 1991 A mathematical model of pricing in a large system of cash bonds. Zbl 0592.90012Abikhalil, F.; Dupont, P.; Janssen, J.; van Ossel, P. 1 1985 Bayesian estimation of mixed Weibull exponential in life testing. Zbl 0613.62124Ashour, S. K. 1 1987 Identities for stopped Markov chains and their applications. Zbl 0619.60067Abdel-Hameed, Mohamed 1 1986 Exponential family non-linear models for categorical data with errors of observation. Zbl 0634.62063Palmgren, Juni; Ekholm, Anders 1 1987 Numerical analysis for factorial data analysis. II: Special purpose hardware - the programmable systolic array SARDA. Zbl 0636.62055Chatelin, F.; Porta, T. 1 1987 On some applications of a discrete-time model of failure and repair. Zbl 0926.60071Rocha-Martínez, José M. 1 1998 Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087Franses, Philip Hans; Hobijn, Bart 1 1998 A multidimensional approach to conjoint analysis. Zbl 0922.62046Lauro, C. N.; Giordano, G.; Verde, R. 1 1998 The mean-semivariances approach to realistic portfolio optimization subject to transaction costs. Zbl 0924.90015Hamza, F.; Janssen, J. 1 1998 Survival model with random effects and covariate-dependent selection. Zbl 0922.62115Scheike, Thomas H.; Ekstrom, Claus T. 1 1998 Recent models in data envelopment analysis: Theory and applications. Zbl 0924.90032Sengupta, Jati K. 1 1996 Estimation of coefficient of variation in weighted inverse Gaussian model. Zbl 0930.60030Gupta, Ramesh C.; Akman, Olcay 1 1996 Near-optimal analysis of homogeneous central-server queueing networks. Zbl 0922.68018Pentzaropoulos, G. C.; Giokas, D. I. 1 1997 Allfinanz, bankassurance, and the future of banking. Zbl 1025.91501Bergendahl, Göran 1 1995 Review of a fast simulation method for the analysis of queueing networks. Zbl 0887.90080Kouikoglou, Vassilis S.; Phillis, Yannis A. 1 1997 Markov and semi-Markov option pricing models with arbitrage possibility. Zbl 0887.90013Janssen, Jacques; Manca, Raimondo; Di Biase, Giuseppe 1 1997 Temporal aggregation in structural VAR models. Zbl 0910.62121Georgoutsos, Dimitis A.; Kouretas, Georgios P.; Tserkezos, Dikaios E. 1 1998 A study of different ageing classes via total time on test transform and Lorentz curve. Zbl 0913.60076Pérez-Ocón, Rafael; Gámiz-Pérez, M. Luz; Ruíz-Castro, J. Eloy 1 1997 Conditional expectations and residual analysis for the linear model. Zbl 0910.62055Haslett, John 1 1997 Tree-structured analysis of survival data-search for latent diagnostic factors in a tumour study. Zbl 0910.92013Brambilla, Carla; Rossi, Carla; Schinaia, Giuseppe 1 1997 Imperfect repair models for systems subject to shocks. Zbl 0913.60079Finkelstein, M. S. 1 1997 Periodicity of equilibrium structures in a time dependent Markov model under stochastic environment. Zbl 0824.60074Tsantas, N.; Georgiou, A. C. 1 1994 Joint availability of systems modelled by finite semi-Markov processes. Zbl 0824.60093Csenki, A. 1 1994 Non-parametric probability density function estimation on a bounded support: Applications to shape classification and speech coding. Zbl 0822.62027Saoudi, S.; Hillion, A.; Ghorbel, F. 1 1994 Estimation and filtering on a doubly stochastic Poisson process. Zbl 0823.60036Valderrama, Mariano J.; Jiménez, Francisco; Gutiérrez, Ramon; Martínez-Almecija, Alfredo 1 1995 A multivariate stochastic model with non-stationary trend component. Zbl 0821.62052Kato, Hiroko; Naniwa, Sadao; Ishiguro, Makio 1 1995 Multifractal analysis of foreign exchange data chains. Zbl 0927.62110Schmitt, Francois; Schertzer, Daniel; Lovjoy, Shaun 25 1999 The steady-state probabilities for regenerative semi-Markov processes with applications to prevention and screening chains. Zbl 0927.62111Davidov, Ori 4 1999 The analysis of structured qualitative data chains. Zbl 0927.62062Lauro, Carlo; Balbi, Simona 2 1999 Convergence of discretized stochastic (interest rate) processes with stochastic drift term. Zbl 0915.60064Deelstra, G.; Delbaen, F. 41 1998 Mixture of Weibull distributions – parametric characterization of failure rate function. Zbl 0915.60016Jiang, R.; Murthy, D. N. P. 12 1998 Inference and prediction in bulk arrival queues and queues with service in stages. Zbl 0915.60080Armero, C.; Conesa, D. 11 1998 On the optimal ordering policies in maintenance theory - survey and applications. Zbl 0924.90054Dohi, Tadashi; Kaio, Naoto; Osaki, Shunji 8 1998 Hitting time in a finite non-homogeneous Markov chain with applications. Zbl 0926.60058Platis, A.; Limnios, N.; Le Du, M. 6 1998 Description of movements of geriatric patients with Markov model. Zbl 0927.60072Taylor, G. J.; McClean, S. I.; Millard, P. H. 5 1998 Stochastic interest rates with actuarial applications. Zbl 0924.90022Parker, Gary 3 1998 Probability characteristics of a boundary functional. Zbl 0928.60068Khaniev, Tahir A.; Özdemir, Halim; Maden, Selahattin 2 1998 New features in the class of association models. Zbl 0924.62061Kateri, Maria; Ahmad, Rashid; Papaioannou, Takis 2 1998 On some applications of a discrete-time model of failure and repair. Zbl 0926.60071Rocha-Martínez, José M. 1 1998 Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087Franses, Philip Hans; Hobijn, Bart 1 1998 A multidimensional approach to conjoint analysis. Zbl 0922.62046Lauro, C. N.; Giordano, G.; Verde, R. 1 1998 The mean-semivariances approach to realistic portfolio optimization subject to transaction costs. Zbl 0924.90015Hamza, F.; Janssen, J. 1 1998 Survival model with random effects and covariate-dependent selection. Zbl 0922.62115Scheike, Thomas H.; Ekstrom, Claus T. 1 1998 Temporal aggregation in structural VAR models. Zbl 0910.62121Georgoutsos, Dimitis A.; Kouretas, Georgios P.; Tserkezos, Dikaios E. 1 1998 The evolution of the theory of non-homogeneous Markov systems. Zbl 0918.60062Vassiliou, P.-C. G. 26 1997 Clustering for binary data and mixture models – choice of the model. Zbl 0910.62021Nadif, M.; Govaert, G. 15 1997 An approximated principal component prediction model for continuous time stochastic processes. Zbl 0885.62109Aguilera, Ana M.; Ocana, Francisco A.; Valderrama, Mariano J. 13 1997 Non-homogeneous continuous-time Markov and semi-Markov manpower models. Zbl 0913.60056McClean, Sally; Montgomery, Erin; Ugwuowo, Fidelis 11 1997 A reliability comparison of basic systems using hazard rate functions. Zbl 0913.60075Boland, Philip J. 10 1997 Counting transitions-entrance probabilities in non-homogeneous semi-Markov systems. Zbl 0913.60055Papadopoulou, A. A. 6 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 0885.62012Gutiérrez Jáimez, Ramón; Rodriguez Avi, José 5 1997 Long-term returns in stochastic interest rate models: different convergence results. Zbl 0914.60021Deelstra, Griselda; Delbaen, Fred 5 1997 A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece. Zbl 0887.90097Skiadas, C. H.; Giovanis, A. N. 4 1997 Partial maintainability of a population model in a stochastic environment. Zbl 0913.60057Tsantas, N.; Gergiou, A. C. 4 1997 The continuous-time homogeneous Markov system with fixed size as a Newtonian fluid. Zbl 0913.60066Tsaklidis, George M. 3 1997 The perturbed non-homogeneous Markov system in continuous time. Zbl 0913.60058Vassiliou, P.-C. G.; Symeonaki, M. A. 3 1997 Longitudinal data analysis: nonstationary error structures and antedependent models. Zbl 0910.62057Núñez-Antón, Vicente 3 1997 On the partial and total progeny of a bisexual Galton-Watson branching process. Zbl 0917.60079González, Miguel; Molina, Manuel 2 1997 Continuous-time Markov models for geriatric patient behaviour. Zbl 0910.92018Taylor, Gordon; McClean, Sally; Millard, Peter 2 1997 Failure, repair and replacement analysis of a navy subsystem: case study of a pump. Zbl 0913.60078Gaver, Donald P.; Jacobs, Patricia A.; Dudenhoeffer, Donald D. 2 1997 Near-optimal analysis of homogeneous central-server queueing networks. Zbl 0922.68018Pentzaropoulos, G. C.; Giokas, D. I. 1 1997 Review of a fast simulation method for the analysis of queueing networks. Zbl 0887.90080Kouikoglou, Vassilis S.; Phillis, Yannis A. 1 1997 Markov and semi-Markov option pricing models with arbitrage possibility. Zbl 0887.90013Janssen, Jacques; Manca, Raimondo; Di Biase, Giuseppe 1 1997 A study of different ageing classes via total time on test transform and Lorentz curve. Zbl 0913.60076Pérez-Ocón, Rafael; Gámiz-Pérez, M. Luz; Ruíz-Castro, J. Eloy 1 1997 Conditional expectations and residual analysis for the linear model. Zbl 0910.62055Haslett, John 1 1997 Tree-structured analysis of survival data-search for latent diagnostic factors in a tumour study. Zbl 0910.92013Brambilla, Carla; Rossi, Carla; Schinaia, Giuseppe 1 1997 Imperfect repair models for systems subject to shocks. Zbl 0913.60079Finkelstein, M. S. 1 1997 Non-parametric estimation for semi-Markov kernel with application to reliability analysis. Zbl 0922.62083Ouhbi, B.; Limnios, N. 11 1996 Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes. Zbl 0924.62056Bassan, Bruno; Terzi, Silvia 2 1996 Point processes analysis for Italian seismic activity. Zbl 0926.62074Betro, B.; Ladelli, L. 2 1996 Analysis of the MAP/PH/1/K queue with service control. Zbl 0930.60076Chakravarthy, S. 2 1996 State-space stochastic volatility models: a review of estimation algorithms. Zbl 0924.62107Capobianco, Enrico 2 1996 Recent models in data envelopment analysis: Theory and applications. Zbl 0924.90032Sengupta, Jati K. 1 1996 Estimation of coefficient of variation in weighted inverse Gaussian model. Zbl 0930.60030Gupta, Ramesh C.; Akman, Olcay 1 1996 A time-continuous Markov chain interest model with applications to insurance. Zbl 1067.91509Norberg, Ragnar 21 1995 Computational approaches to estimation in the principal component analysis of a stochastic process. Zbl 0938.65012Aguilera, Ana M.; Gutiérrez, Ramón; Ocaña, Francisco A.; Valderrama, Mariano J. 10 1995 Dynamic modelling of life table data. Zbl 0821.62070Janssen, J.; Skiadas, C. H. 5 1995 A discrete-time model of failure and repair. Zbl 0821.62068Rocha-Martinez, José M.; Shaked, Moshe 5 1995 Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process. Zbl 0821.62048Katsamaki, A.; Skiadas, C. H. 4 1995 Semi-parametric estimation of covariate effects using the positive stable frailty model. Zbl 0821.62091Wang, S. T.; Klein, John P.; Moeschberger, M. L. 4 1995 Acceptance sampling in a producer-supplier conflicting environment: risk neutral case. Zbl 0821.62069Tapiero, Charles S. 3 1995 Estimating the instantaneous volatility and covariance of risky assets. Zbl 0821.62047Chesney, Marc; Elliott, Robert J. 3 1995 A stopping rule for a compound Poisson random variable. Zbl 0821.62045Randolph, Paul; Şahinoğlu, Mehmet 3 1995 A periodic cointegration model of quarterly consumption. Zbl 0822.62099Franses, Philip Hans; Kloek, Teun 3 1995 Allfinanz, bankassurance, and the future of banking. Zbl 1025.91501Bergendahl, Göran 1 1995 Estimation and filtering on a doubly stochastic Poisson process. Zbl 0823.60036Valderrama, Mariano J.; Jiménez, Francisco; Gutiérrez, Ramon; Martínez-Almecija, Alfredo 1 1995 A multivariate stochastic model with non-stationary trend component. Zbl 0821.62052Kato, Hiroko; Naniwa, Sadao; Ishiguro, Makio 1 1995 Examples of fitting structured phase-type distributions. Zbl 0822.60085Faddy, M. J. 9 1994 Parameter estimation in multi-component systems with failure interaction. Zbl 0800.62589Murthy, D. N. P.; Wilson, R. J. 9 1994 A reliability application of a mixture of inverse Gaussian distributions. Zbl 0800.62588Smith, Charles E.; Lánský, Petr 3 1994 Behaviour of queueing approximations based on sample moments. Zbl 0824.60099Johnson, Mary A.; Luhman, Jennifer A. 2 1994 Periodicity of equilibrium structures in a time dependent Markov model under stochastic environment. Zbl 0824.60074Tsantas, N.; Georgiou, A. C. 1 1994 Joint availability of systems modelled by finite semi-Markov processes. Zbl 0824.60093Csenki, A. 1 1994 Non-parametric probability density function estimation on a bounded support: Applications to shape classification and speech coding. Zbl 0822.62027Saoudi, S.; Hillion, A.; Ghorbel, F. 1 1994 Non-parametric vs. parametric forecasting in time series: A computational point of view. Zbl 0800.62563Carbon, M.; Delecroix, M. 5 1993 Binary clustering with missing data. Zbl 0800.62322Nadif, M.; Govaert, G. 3 1993 Sojourn times with finite time-horizon in finite semi-Markov processes. Zbl 0925.60107Csenki, Attila 1 1993 A continuous time Markov-renewal replacement model for manpower systems. Zbl 0800.60036Gerontidis, Ioannis I. 1 1993 On the numerical expansion of a second order stochastic process. Zbl 0800.65039Gutiérrez, Ramón; Ruiz, Juan Carlos; Valderrama, Mariano J. 10 1992 Discriminant versus rough sets approach to vague data analysis. Zbl 0800.62006Krusińska, Ewa; Słowiński, Roman; Stefanowski, Jerzy 7 1992 Linear-quadratic efficient frontiers for portfolio optimization. Zbl 0800.90055King, Alan J.; Jensen, David L. 5 1992 A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002Rockafellar, R. T.; Wets, Roger J.-B. 4 1992 Product forms for availability models. Zbl 0800.90463Smeitink, Eric; van Dijk, Nico M.; Haverkort, Boudewijn R. 1 1992 A unified theory for coherent systems in reliability. III: Two special cases for multinary systems – binary-type coherence and homogeneous coherence. Zbl 0800.90462Mazars, N. 1 1992 Estimation of stress-strength reliability based on tail-modelling. Zbl 0925.62404Dargahi-Noubary, G. R. 1 1992 A simple proof for the matrix-geometric theorem. Zbl 0925.60072Latouche, Guy 1 1992 Constrained estimation: Consistency and asymptotics. Zbl 0800.62187Wets, Roger J.-B. 6 1991 Particle systems on flows. Zbl 0800.60029Çinlar, Erhan; Kao, John S. 5 1991 Foundations of the likelihood linkage analysis (LLA) classification method. Zbl 0800.62320Lerman, I. C. 5 1991 Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics. Zbl 0800.62504Gutiérrez, R.; Angulo, J. M.; González, A.; Pérez, R. 5 1991 Recursive partition and amalgamation with the exponential family: Theory and applications. Zbl 0800.62427Ciampi, A.; Lou, Z.; Lin, Qian; Negassa, A. 2 1991 Asymptotic behaviour of Ornstein-Uhlenbeck first-passage-time density through periodic boundaries. Zbl 0800.60033Sacerdote, L. 2 1990 On a new naturally indexed quick clustering method with a global objective function. Zbl 0800.62319Owsiński, Jan W. 2 1990 Exploratory data analysis for planar tessellations: Structural analysis and point process methods. Zbl 0800.62005Stoyan, D.; Stoyan, H. 1 1990 A unified theory for coherent systems in reliability. I: A generalization for some classic theory: Monotone binary coherent systems. Zbl 0800.62586Mazars, N. 9 1989 Current research directions in the development of expert systems based on belief networks. Zbl 0800.68900Cooper, Gregory F. 1 1989 Combinatorial data analysis: Confirmatory comparisons between sets of matrices. Zbl 0925.62009Hubert, Lawrence; Arabie, Phipps 1 1989 System availability: Time dependence and statistical inference by (semi) non-parametric methods. Zbl 0800.90461Gaver, D. P.; Jacobs, P. A. 1 1989 Use of the multinomial jack-knife and bootstrap in generalized nonlinear canonical correlation analysis. Zbl 0800.62307van der Burg, Eeke; De Leeuw, Jan 5 1988 Block cutpoint decomposition for Markovian queueing systems. Zbl 0648.60096Fox, Dale R. 2 1988 A new stochastic ultrametric tree unfolding methodology for assessing competitive market structure and deriving market segments. Zbl 0800.90103Desarbo, W. S.; De Soete, G.; Carroll, J. D.; Ramaswamy, V. 2 1988 A comparison of counting process models for complicated life histories. Zbl 0800.62686Mau, Jochen 2 1988 Markov: A methodology for the solution of infinite time horizon Markov decision processes. Zbl 0800.90757Williams, Byron K. 1 1988 An imperfect maintenance model with block replacements. Zbl 0641.60097Abdel-Hameed, Mohamed 17 1987 Estimation for incomplete manpower data. Zbl 0613.62147McClean, S. I.; Gribbin, J. O. 7 1987 Block seriation problems: A unified approach. Reply to the problem of H. Garcia and J. M. Proth. Zbl 0624.90048Marcotorchino, F. 7 1987 ...and 11 more Documents all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 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) Citations by Year