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There are 11520 results for: content related to: On spatial contagion and multivariate GARCH models

  1. Stochastic ordering properties for systems with dependent identically distributed components

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 264–278, Jorge Navarro, Yolanda del Águila, Miguel A. Sordo and Alfonso Suárez-Llorens

    Version of Record online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis

    International Journal of Adaptive Control and Signal Processing

    Volume 26, Issue 9, September 2012, Pages: 861–878, Jinfang Liu and Zili Deng

    Version of Record online : 14 FEB 2012, DOI: 10.1002/acs.2277

  8. 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

  9. Statistical properties of the state obtained by solving a nonlinear multivariate inverse problem

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 424–438, Noel Cressie and Rui Wang

    Version of Record online : 18 OCT 2012, DOI: 10.1002/asmb.1946

  10. 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

  11. On allocating redundancies to k-out-of- n reliability systems

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 361–371, Yinping You and Xiaohu Li

    Version of Record online : 10 APR 2014, DOI: 10.1002/asmb.2032

  12. COPAR—multivariate time series modeling using the copula autoregressive model

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 495–514, Eike Christian Brechmann and Claudia Czado

    Version of Record online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  13. Higher-order generalized invexity in variational problems

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 11, 30 July 2013, Pages: 1334–1341, S.K. Padhan and C. Nahak

    Version of Record online : 12 SEP 2012, DOI: 10.1002/mma.2685

  14. L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 3, May/June 2012, Pages: 236–250, Saber Fallahpour, S. Ejaz Ahmed and Kjell A. Doksum

    Version of Record online : 15 NOV 2011, DOI: 10.1002/asmb.933

  15. Full and 1-year runoff risk in the credibility-based additive loss reserving method

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 4, July/August 2012, Pages: 362–380, Michael Merz and Mario V. Wüthrich

    Version of Record online : 8 SEP 2011, DOI: 10.1002/asmb.915

  16. An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 468–478, A. Hernández, M. Pilar Fernández, M. Martel and F.J. Vázquez-Polo

    Version of Record online : 5 JUL 2012, DOI: 10.1002/asmb.1930

  17. Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 240–257, Zhiping Chen and Daobao Xu

    Version of Record online : 2 APR 2013, DOI: 10.1002/asmb.1970

  18. Multivariate risk models under heavy-tailed risks

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 341–360, Wei Huang, Chengguo Weng and Yi Zhang

    Version of Record online : 2 MAY 2013, DOI: 10.1002/asmb.1981

  19. An approach to the study of multistate insurance contracts

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 224–240, Joanna Dȩbicka

    Version of Record online : 29 FEB 2012, DOI: 10.1002/asmb.1912

  20. Assessing the reliability of a nanocomponent using nanocrack growth

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 294–302, Nader Ebrahimi

    Version of Record online : 16 APR 2013, DOI: 10.1002/asmb.1974