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There are 799 results for: content related to: Parameter estimation of an agent-based stock price model

  1. Start-up demonstration tests: models, methods and applications, with some unifications

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 4, July/August 2014, Pages: 373–413, N. Balakrishnan, M.V. Koutras and F.S. Milienos

    Version of Record online : 10 JUN 2014, DOI: 10.1002/asmb.2040

  2. Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi-cyclic setup

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 6, November/December 2014, Pages: 723–739, Aleksey S. Polunchenko, Grigory Sokolov and Wenyu Du

    Version of Record online : 17 MAR 2014, DOI: 10.1002/asmb.2026

  3. Optimal scheduling of inspection times in a production process with a finite planning horizon

    Applied Stochastic Models in Business and Industry

    Honest Chipoyera

    Version of Record online : 21 SEP 2016, DOI: 10.1002/asmb.2201

  4. Post selection shrinkage estimation for high-dimensional data analysis

    Applied Stochastic Models in Business and Industry

    Xiaoli Gao, S. E. Ahmed and Yang Feng

    Version of Record online : 21 SEP 2016, DOI: 10.1002/asmb.2193

  5. On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 82–98, Hélène Cossette, Etienne Marceau and Fouad Marri

    Version of Record online : 14 SEP 2012, DOI: 10.1002/asmb.1928

  6. On data depth and the application of nonparametric multivariate statistical process control charts

    Applied Stochastic Models in Business and Industry

    Suk Joo Bae, Giang Do and Paul Kvam

    Version of Record online : 11 JUL 2016, DOI: 10.1002/asmb.2186

  7. Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 204–230, A.D. Banik

    Version of Record online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  8. Bayesian gamma processes for optimizing condition-based maintenance under uncertainty

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 3, May/June 2015, Pages: 360–379, N. Bousquet, M. Fouladirad, A. Grall and C. Paroissin

    Version of Record online : 28 NOV 2014, DOI: 10.1002/asmb.2076

  9. The impact of price skimming on supply and exit decisions

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 551–574, Ayşegül Toptal and Sıla Çetinkaya

    Version of Record online : 12 AUG 2014, DOI: 10.1002/asmb.2058

  10. Goal achieving probabilities of cone-constrained mean-variance portfolios

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 544–572, Chantal Labbé and François Watier

    Version of Record online : 9 DEC 2013, DOI: 10.1002/asmb.2002

  11. Some properties and applications of cumulative Kullback–Leibler information

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 6, November/December 2015, Pages: 875–891, Antonio Di Crescenzo and Maria Longobardi

    Version of Record online : 23 FEB 2015, DOI: 10.1002/asmb.2116

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    Capital adequacy and risk management in banking industry

    Applied Stochastic Models in Business and Industry

    Volume 32, Issue 1, January/February 2016, Pages: 113–132, Fatma Chakroun and Fathi Abid

    Version of Record online : 23 JUL 2015, DOI: 10.1002/asmb.2127

  13. Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 4, July/August 2014, Pages: 479–496, Eva María Ortega and José Alonso

    Version of Record online : 16 SEP 2013, DOI: 10.1002/asmb.1989

  14. On spatial contagion and multivariate GARCH models

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 303–327, Piotr Jaworski and Marcin Pitera

    Version of Record online : 25 APR 2013, DOI: 10.1002/asmb.1977

  15. Parameter estimation for partially observable systems subject to random failure

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 279–294, Michael Jong Kim, Viliam Makis and Rui Jiang

    Version of Record online : 24 APR 2012, DOI: 10.1002/asmb.1920

  16. Modeling credit portfolio derivatives, including both a default and a prepayment feature

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 479–495, Peter Hieber and Matthias Scherer

    Version of Record online : 12 JUL 2012, DOI: 10.1002/asmb.1931

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    Estimating structural credit risk models when market prices are contaminated with noise

    Applied Stochastic Models in Business and Industry

    Volume 32, Issue 1, January/February 2016, Pages: 18–32, Tae Yeon Kwon*†‡ and Yoonjung Lee

    Version of Record online : 5 MAY 2015, DOI: 10.1002/asmb.2120

  18. Modeling high-dimensional time-varying dependence using dynamic D-vine models

    Applied Stochastic Models in Business and Industry

    Carlos Almeida, Claudia Czado and Hans Manner

    Version of Record online : 13 JUN 2016, DOI: 10.1002/asmb.2182

  19. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Version of Record online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  20. You have free access to this content
    A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution

    Applied Stochastic Models in Business and Industry

    Volume 32, Issue 1, January/February 2016, Pages: 74–89, Víctor Leiva, Manoel Santos-Neto, Francisco José A. Cysneiros and Michelli Barros

    Version of Record online : 26 JUN 2015, DOI: 10.1002/asmb.2124