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There are 18432 results for: content related to: Test for dispersion constancy in stochastic differential equation models

  1. Optimal upgrade strategy, warranty policy and sale price for second-hand products

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 2, March/April 2013, Pages: 157–169, Mahmood Shafiee and Stefanka Chukova

    Article first published online : 27 MAR 2012, DOI: 10.1002/asmb.1908

  2. Electrical load forecasting by exponential smoothing with covariates

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 6, November/December 2013, Pages: 629–645, Rainer Göb, Kristina Lurz and Antonio Pievatolo

    Article first published online : 9 DEC 2013, DOI: 10.1002/asmb.2008

  3. 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

    Article first published online : 24 APR 2012, DOI: 10.1002/asmb.1920

  4. 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

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  5. Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 157–171, Long Yang and Chuanjiang He

    Article first published online : 6 DEC 2012, DOI: 10.1002/asmb.1953

  6. 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

    Article first published online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  7. 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

    Article first published online : 18 OCT 2012, DOI: 10.1002/asmb.1946

  8. 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

    Article first published online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  9. Optimal bi-level Stackelberg strategies for supply chain financing with both capital-constrained buyers and sellers

    Applied Stochastic Models in Business and Industry

    Nina Yan, Hongyan Dai and Baowen Sun

    Article first published online : 4 FEB 2014, DOI: 10.1002/asmb.2021

  10. Optimum life testing plans in presence of hybrid censoring: A cost function approach

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 519–528, R. Bhattacharya, B. Pradhan and A. Dewanji

    Article first published online : 16 AUG 2013, DOI: 10.1002/asmb.1997

  11. 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

    Article first published online : 14 SEP 2012, DOI: 10.1002/asmb.1928

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

    Applied Stochastic Models in Business and Industry

    Eike Christian Brechmann and Claudia Czado

    Article first published online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  13. 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

    A.D. Banik

    Article first published online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  14. Bayesian estimation of nonlinear equilibrium models with random coefficients

    Applied Stochastic Models in Business and Industry

    V. Brian Viard, Anne Gron and Nicholas G. Polson

    Article first published online : 4 MAY 2014, DOI: 10.1002/asmb.2036

  15. A Bayesian approach to vectorization of object boundaries from digital images and to geometrical uncertainty assessment

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 448–466, Francesco Finazzi

    Article first published online : 8 SEP 2011, DOI: 10.1002/asmb.922

  16. 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

    Article first published online : 15 NOV 2011, DOI: 10.1002/asmb.933

  17. 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

    Article first published online : 8 SEP 2011, DOI: 10.1002/asmb.915

  18. 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

    Article first published online : 2 APR 2013, DOI: 10.1002/asmb.1970

  19. 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

    Article first published online : 2 MAY 2013, DOI: 10.1002/asmb.1981

  20. 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

    Article first published online : 29 FEB 2012, DOI: 10.1002/asmb.1912