Search Results

There are 53371 results for: content related to: Monte Carlo exact goodness-of-fit tests for nonhomogeneous Poisson processes

  1. Optimal investment and consumption with stochastic dividends

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 6, November/December 2010, Pages: 792–808, Xikui Wang and Yan Wang

    Version of Record online : 17 DEC 2009, DOI: 10.1002/asmb.823

  2. On the Brown–Proschan model when repair effects are unknown

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 600–618, Laurent Doyen

    Version of Record online : 5 DEC 2010, DOI: 10.1002/asmb.869

  3. Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 5, September/October 2010, Pages: 609–623, Junna Bi and Junyi Guo

    Version of Record online : 18 SEP 2009, DOI: 10.1002/asmb.807

  4. Risk-minimizing hedging strategies with restricted information and cost

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 401–415, Jianqi Yang and Qingxian Xiao

    Version of Record online : 11 JUN 2009, DOI: 10.1002/asmb.794

  5. On the use of phase-type distributions for inventory management with supply disruptions

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 660–675, Barış Balcıog̃lu and Ülkü Gürler

    Version of Record online : 21 FEB 2011, DOI: 10.1002/asmb.879

  6. Estimating the Period of a Cyclic Non-Homogeneous Poisson Process

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 204–218, EDUARD BELITSER, PAULO SERRA and HARRY VAN ZANTEN

    Version of Record online : 18 JUL 2012, DOI: 10.1111/j.1467-9469.2012.00806.x

  7. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 290–300, Yiqing Chen, Kam C. Yuen and Kai W. Ng

    Version of Record online : 9 MAR 2010, DOI: 10.1002/asmb.834

  8. On Gaussian HJM framework for Eurodollar Futures

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 384–401, Balaji Raman and Vladimir Pozdnyakov

    Version of Record online : 12 MAY 2010, DOI: 10.1002/asmb.845

  9. Semiparametric regression models and sensitivity analysis of longitudinal data with non-random dropouts

    Statistica Neerlandica

    Volume 64, Issue 2, May 2010, Pages: 133–156, David Todem, KyungMann Kim, Jason Fine and Limin Peng

    Version of Record online : 18 NOV 2009, DOI: 10.1111/j.1467-9574.2009.00435.x

  10. Modeling stock index returns by means of partial least-squares methods: An out-of-sample analysis for three stock markets

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 253–266, Cetin-Behzet Cengiz and Helmut Herwartz

    Version of Record online : 2 MAR 2010, DOI: 10.1002/asmb.826

  11. Two-strata rotatability in split-plot central composite designs

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 431–447, Li Wang, G. Geoffrey Vining and Scott M. Kowalski

    Version of Record online : 26 JUN 2009, DOI: 10.1002/asmb.796

  12. A note on transfer function model specification with noisy closed-loop input data

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 473–480, Johannes Ledolter

    Version of Record online : 30 NOV 2009, DOI: 10.1002/asmb.821

  13. Statistical inference on seemingly unrelated varying coefficient partially linear models

    Statistica Neerlandica

    Volume 64, Issue 2, May 2010, Pages: 227–253, Jinhong You and Xian Zhou

    Version of Record online : 26 JAN 2010, DOI: 10.1111/j.1467-9574.2010.00450.x

  14. Exchangeable claim sizes in a compound Poisson-type process

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 6, November/December 2010, Pages: 737–757, Ramsés H. Mena and Luis E. Nieto-Barajas

    Version of Record online : 27 NOV 2009, DOI: 10.1002/asmb.814

  15. Inducing normality from non-Gaussian long memory time series and its application to stock return data

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 374–388, Kyungduk Ko

    Version of Record online : 21 MAY 2009, DOI: 10.1002/asmb.784

  16. Spatial contagion between financial markets: a copula-based approach

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 5, September/October 2010, Pages: 551–564, Fabrizio Durante and Piotr Jaworski

    Version of Record online : 13 AUG 2009, DOI: 10.1002/asmb.799

  17. Ruin probabilities of small noise jump-diffusions with heavy tails

    Applied Stochastic Models in Business and Industry

    Volume 24, Issue 1, January/February 2008, Pages: 65–82, Ilya Pavlyukevich

    Version of Record online : 6 NOV 2007, DOI: 10.1002/asmb.696

  18. Optimal server allocation in general, finite, multi-server queueing networks

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 6, November/December 2010, Pages: 705–736, J. MacGregor Smith, F. R. B. Cruz and T. van Woensel

    Version of Record online : 18 NOV 2009, DOI: 10.1002/asmb.813

  19. Asymptotic finite-time ruin probabilities for a class of path-dependent heavy-tailed claim amounts using Poisson spacings

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 503–518, Romain Biard, Claude Lefèvre, Stéphane Loisel and Haikady N. Nagaraja

    Version of Record online : 4 NOV 2010, DOI: 10.1002/asmb.857

  20. Bayesian hierarchical modeling of drug stability data

    Statistics in Medicine

    Volume 27, Issue 13, 15 June 2008, Pages: 2361–2380, Jie Chen, Jinglin Zhong and Lei Nie

    Version of Record online : 12 MAR 2008, DOI: 10.1002/sim.3220