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May 2013, Volume 29, Issue 3
- 187-198 A Markov Chain Monte Carlo comparison of variance estimators for the sampling of particulate mixtures
by Hao Cheng & Bastiaan Geelhoed & Peter Bode - 199-207 Analysing markets within the latent class approach: an application to the pharma sector
by Francesca Bassi - 208-223 Stochastic optimization approach of car value depreciation
by Bader Alshamary & Ovidiu Calin - 224-240 An approach to the study of multistate insurance contracts
by Joanna Dȩbicka - 241-253 A multiblock PLS‐based algorithm applied to a causal model in marketing
by David Servera‐Francés & Francisco Arteaga‐Moreno & Irene Gil‐Saura & Martina G. Gallarza - 254-263 A parsimonious stochastic model for forecasting gamers' revenues in casinos
by Sam K. Hui - 264-278 Stochastic ordering properties for systems with dependent identically distributed components
by Jorge Navarro & Yolanda del Águila & Miguel A. Sordo & Alfonso Suárez‐Llorens - 279-294 Parameter estimation for partially observable systems subject to random failure
by Michael Jong Kim & Viliam Makis & Rui Jiang - 295-313 Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims
by Fenglong Guo & Dingcheng Wang
March 2013, Volume 29, Issue 2
- 93-93 Foreword: Special issue on statistical reliability and maintenance modeling
by Stefanka Chukova & Tadashi Dohi & Yi‐Kuei Lin - 94-109 System availability assessment using stochastic models
by Kishor S. Trivedi & Dong‐Seong Kim & Rahul Ghosh - 110-111 Comments for ‘System availability assessment using stochastic models’
by Toshio Nakagawa - 112-113 ‘System availability assessment using stochastic models’ by K. S. Trivedi, D. S. Kim and R. Ghosh
by Miroslaw Malek - 114-117 Rejoinder to reviewers’ comments on ‘system availability assessment using stochastic models’
by Kishor S. Trivedi & Dong‐Seon Kim & Rahul Ghosh - 118-126 Optimal random replacement models with continuously processing jobs
by Mingchih Chen - 127-140 Constructions and applications of lifetime distributions
by C.D. Lai - 141-156 Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
by Hiroyuki Okamura & Tadashi Dohi & Kishor S. Trivedi - 157-169 Optimal upgrade strategy, warranty policy and sale price for second‐hand products
by Mahmood Shafiee & Stefanka Chukova
January 2013, Volume 29, Issue 1
- 1-18 Five examples of assessment and expression of measurement uncertainty
by Antonio Possolo - 19-23 Discussion on ‘Five examples of assessment and expression of measurement uncertainty’ by Antonio Possolo
by Leon J. Gleser - 24-26 Discussion of five examples of assessment and expression of measurement uncertainty by Antonio Possolo
by Maurice G. Cox & Alistair B. Forbes & Peter M. Harris - 27-30 Five examples of assessment and expression of measurement uncertainty—rejoinder
by Antonio Possolo - 31-44 Pricing of mountain range derivatives under a principal component stochastic volatility model
by Marcos Escobar & Pablo Olivares - 45-60 Second‐order performance analysis of discrete‐time queues fed by DAR(2) sources with a focus on the marginal effect of the additional traffic parameter
by Daniel Wei‐Chung Miao & Hsou‐Chun Lee - 61-78 Software rejuvenation and resource reservation policies for optimizing server resource availability using cyclic nonhomogeneous Markov chains
by V. P. Koutras & A. N. Platis & G. A. Gravvanis - 79-91 A new control chart in contaminated data of t‐Student distribution for individual observations
by José Luis Alfaro & Juan Fco. Ortega
November 2012, Volume 28, Issue 6
- 485-499 An approach for identifying and predicting economic recessions in real‐time using time–frequency functional models
by Scott H. Holan & Wen‐Hsi Yang & David S. Matteson & Christopher K. Wikle - 500-501 Discussion of “An approach for identifying and predicting economic recessions in real‐time using time‐frequency functional models”by Holan, Yang, Matteson, and Wikle
by Eric Ghysels & Michael T. Owyang - 502-503 Discussion on an approach for identifying and predicting economic recessions in real‐time using time‐frequency functional models
by Katherine B. Ensor - 504-505 Rejoinder – An approach for identifying and predicting economic recessions in real‐time using time–frequency functional models
by Scott H. Holan & Wen‐Hsi Yang & Christopher K. Wikle & David S. Matteson - 506-528 Optimal investment and reinsurance policies in insurance markets under the effect of inside information
by I.D. Baltas & N.E. Frangos & A.N. Yannacopoulos - 529-541 Estimating intermediate price transitions in online auctions
by Fredrik Ødegaard & Martin L. Puterman - 542-557 Estimating production test properties from test measurement data
by Simon P. Wilson & Suresh Goyal - 558-570 Restricted Kalman filter applied to dynamic style analysis of actuarial funds
by Reinaldo Marques & Adrian Pizzinga & Luciano Vereda - 571-584 Bayesian hierarchical models to analyze customer satisfaction data for quality improvement: a case study
by Mauro Gasparini & Franco Pellerey & Mauro Proietti - 585-597 Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
by Zhibin Liang & Kam Chuen Yuen & Ka Chun Cheung - 598-606 Some properties of the bivariate lognormal distribution for reliability applications
by Pushpa L. Gupta & Ramesh C. Gupta - 607-614 Optimal maintenance strategy for non‐renewing replacement–repair warranty
by Ki Mun Jung & Minjae Park & Dong Ho Park
September 2012, Volume 28, Issue 5
- 395-415 Hierarchical Bayesian autoregressive models for large space–time data with applications to ozone concentration modelling
by Sujit Kumar Sahu & Khandoker Shuvo Bakar - 416-416 Discussions on ‘Hierarchical Bayesian auto‐regressive models for large space time data with applications to ozone concentration modelling’ by S. K. Sahu and K. S. Bakar
by Debasis Kundu - 417-417 Discussion on ‘Hierarchical Bayesian auto‐regressive models for large space time data with applications to ozone concentration modelling’ by Sujit Kumar Sahu and Khandoker Shuvo Bakar
by Ashis Sengupta - 420-429 Joint distributions of some actuarial random vectors for the Cox risk model
by Xu Lin & Wang Rongming & Yao Dingjun - 430-447 A Bayesian approach to term structure modeling using heavy‐tailed distributions
by Carlos Antonio Abanto‐Valle & Victor H. Lachos & Pulak Ghosh - 448-466 A Bayesian approach to vectorization of object boundaries from digital images and to geometrical uncertainty assessment
by Francesco Finazzi - 467-484 New multivariate orderings based on conditional distributions
by Félix Belzunce & Julio Mulero & José M. Ruiz & Alfonso Suárez‐Llorens
July 2012, Volume 28, Issue 4
- 297-315 Real‐time road traffic forecasting using regime‐switching space‐time models and adaptive LASSO
by Yiannis Kamarianakis & Wei Shen & Laura Wynter - 316-318 Discussion
by Matthew G. Karlaftis - 319-321 ‘Real‐time road traffic forecasting using regime‐switching space‐time models and adaptive lasso’ by Y. Kamarianakis, W. Shen, and L. Wynter
by Billy M. Williams - 322-323 Rejoinder: real‐time road traffic forecasting using regime‐switching space–time models and adaptive lasso
by Yiannis Kamarianakis & Wei Shen & Laura Wynter - 324-341 A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options
by Yansheng Ma & Yong Li - 342-353 Test for dispersion constancy in stochastic differential equation models
by Sangyeol Lee & Meihui Guo - 354-361 How to choose the simulation model for computer experiments: a local approach
by Thomas Mühlenstädt & Marco Gösling & Sonja Kuhnt - 362-380 Full and 1‐year runoff risk in the credibility‐based additive loss reserving method
by Michael Merz & Mario V. Wüthrich - 381-394 Preservation of reliability classes associated with the mean residual life by a renewal process stopped at a random time
by F.G. Badía & E.T. Salehi
May 2012, Volume 28, Issue 3
- 175-193 Liquidity, risk, and return: specifying an objective function for the management of foreign reserves
by Yuliya Romanyuk - 194-205 A robust analysis of unreplicated factorials
by Víctor Aguirre‐Torres & Román de la Vara - 206-221 A case study to demonstrate a Pareto Frontier for selecting a best response surface design while simultaneously optimizing multiple criteria
by Lu Lu & Christine M. Anderson‐Cook & Timothy J. Robinson - 222-235 Extrinsic analysis on manifolds is computationally faster than intrinsic analysis with applications to quality control by machine vision
by R. N. Bhattacharya & L. Ellingson & X. Liu & V. Patrangenaru & M. Crane - 236-250 L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
by Saber Fallahpour & S. Ejaz Ahmed & Kjell A. Doksum - 251-263 A Laplacian spectral method in phase I analysis of profiles
by Francisco Moura Neto & Maysa S. De Magalhães - 264-281 Dominance and innovation: a returns‐based beliefs approach
by Chander Velu & Sriya Iyer & Jonathan R. Gair - 282-295 Business indicators of healthcare quality: Outlier detection in small samples
by Gaj Vidmar & Rok Blagus & Luboš Střelec & Milan Stehlík
March 2012, Volume 28, Issue 2
- 103-103 Special issue on statistics in quality, industry, and technology
by William F. Guthrie & Emmanuel Yashchin - 104-116 The COM‐Poisson model for count data: a survey of methods and applications
by Kimberly F. Sellers & Sharad Borle & Galit Shmueli - 117-121 ‘The COM‐Poisson model for count data: a survey of methods and applications’ by K. Sellers, S. Borle and G. Shmueli
by Ron S. Kenett - 122-127 The Conway–Maxwell–Poisson model for analyzing crash data
by Dominique Lord & Seth D. Guikema - 128-129 Rejoinder: The COM‐Poisson Model for count data: A survey of methods and applications
by Kimberly F. Sellers & Sharad Borle & Galit Shmueli - 130-140 Two simple Shewhart‐type multivariate nonparametric control charts
by J. M. Boone & S. Chakraborti - 141-151 Prognostic models based on statistical flowgraphs
by David H. Collins & Aparna V. Huzurbazar - 152-163 Pareto charting using multifield freestyle text data applied to Toyota Camry user reviews
by Theodore T. Allen & Hui Xiong - 164-173 A robust treatment of a dose–response study
by Douglas P. Wiens & Pengfei Li
January 2012, Volume 28, Issue 1
- 1-15 Optimal portfolio choice and stochastic volatility
by Anne Gron & Bjørn N. Jørgensen & Nicholas G. Polson - 16-34 Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
by Gilberto A. Paula & Víctor Leiva & Michelli Barros & Shuangzhe Liu - 35-59 American option prices in a Markov chain market model
by John van der Hoek & Robert J. Elliott - 60-72 Asset allocation under threshold autoregressive models
by Na Song & Tak Kuen Siu & Wa‐Ki Ching & Howell Tong & Hailiang Yang - 73-90 Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model
by Lanpeng Ji & Chunsheng Zhang - 91-102 On generating multivariate Poisson data in management science applications
by Inbal Yahav & Galit Shmueli
November 2011, Volume 27, Issue 6
- 567-578 A comparison of generalized multinomial logit and latent class approaches to studying consumer heterogeneity with some extensions of the generalized multinomial logit model
by Joseph Pancras & Dipak K. Dey - 579-579 A comparison of generalized multinomial logit (GMNL) and latent class approaches to studying consumer heterogeneity with some extensions of the GMNL model by J. Pancras and D.K. Dey
by Duncan K. H. Fong - 580-583 A comparison of generalized multinomial logit (GMNL) and latent class approaches to studying consumer heterogeneity with some extensions of the GMNL model by Peter J. Lenk
by Peter Lenk - 584-585 Rejoinder to Fong (2011) and Lenk (2011)'s comments on ‘A comparison of generalized multinomial logit and latent class approaches to studying consumer heterogeneity with some extensions of the generalized multinomial logit model’
by Joseph Pancras & Dipak K. Dey - 586-599 Statistical quality control for ternary ordinal quality data
by Emil Bashkansky & Tamar Gadrich - 600-618 On the Brown–Proschan model when repair effects are unknown
by Laurent Doyen - 619-632 Ruin problems under IBNR dynamics
by Julien Trufin & Hansjörg Albrecher & Michel Denuit - 633-648 Score tests for inverse Gaussian mixtures
by A. F. Desmond & Z. L. Yang - 649-659 Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines
by Márcio Poletti Laurini - 660-675 On the use of phase‐type distributions for inventory management with supply disruptions
by Barış Balcıog̃lu & Ülkü Gürler - 676-690 An intensity‐based approach for equity modeling
by M. Escobar & T. Friederich & M. Krayzler & L. Seco & R. Zagst - 691-706 Optimal portfolio‐consumption choice under stochastic inflation with nominal and indexed bonds
by Ying‐Yin Chou & Nan‐Wei Han & Mao‐Wei Hung - 707-722 Option hedging by an influential informed investor
by Anne Eyraud‐Loisel - 723-731 A discrete time model for software reliability with application to a flight control software
by Anup Dewanji & Debasis Sengupta & Ashis Kumar Chakraborty
September 2011, Volume 27, Issue 5
- 465-475 Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis
by Ron S. Kenett & Silvia Salini - 476-480 Discussion of ‘Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis’ by Kennett and Salini
by Christopher McCollin - 481-483 Comment on ‘Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis’
by Rainer Göb - 484-486 Rejoinder to ‘Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis’
by Ron S. Kenett & Silvia Salini - 487-502 Lower convex order bound approximations for sums of log‐skew normal random variables
by Oriol Roch & Emiliano A. Valdez - 503-518 Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings
by Romain Biard & Claude Lefèvre & Stéphane Loisel & Haikady N. Nagaraja - 519-530 The augmented semi‐Markov system and its asymptotic behaviour
by V. A. Dimitriou & N. Tsantas - 531-550 Robust designs for Haar wavelet approximation models
by Xiaojian Xu & Lin Zhao - 551-556 Limit of hazard rate function of coherent system with discrete life
by Jie Mi - 557-566 Optimal dividend strategies in discrete risk model with capital injections
by Yidong Wu & Junyi Guo & Lian Tang
July 2011, Volume 27, Issue 4
- 367-376 Nonstationarity in statistical process control — issues, cases, ideas
by Bart De Ketelaere & Kristof Mertens & Frank Mathijs & Daniel Sabin Diaz & Josse De Baerdemaeker - 377-378 ‘Nonstationarity in statistical process control – issues, cases, ideas’ by B. De Ketelaere, K. Mertens, F. Mathijs, D. Sabin Diaz and J. De Baerdemaeker
by Albert De Vries - 379-381 ‘Nonstationarity in statistical process control – issues, cases, ideas’ by B. De Ketelaere, K. Mertens, F. Mathijs, D. Sabin Diaz and J. De Baerdemaeker
by Alberto Ferrer - 382-383 Nonstationarity in statistical process control — issues, cases, ideas: rejoinder
by Bart De Ketelaere & Kristof Mertens & Frank Mathijs & Daniel Sabin Diaz & Josse De Baerdemaeker - 384-401 On Gaussian HJM framework for Eurodollar Futures
by Balaji Raman & Vladimir Pozdnyakov - 402-409 Bayesian process optimization using failure amplification method
by I‐Tang Yu & V. Roshan Joseph - 410-420 Cumulative conformance count chart with variable sampling intervals and control limits
by Yan‐Kwang Chen & Chien‐Yue Chen & Kuo‐Ching Chiou - 421-433 Unit root testing in the presence of ARFIMA–GARCH errors
by Gaowen Wang - 434-449 Oil production: A probabilistic model of the Hubbert curve
by Bertrand Michel - 450-464 Dynamic style analysis of Spanish balanced pension plans: A Bayesian approach
by L. Andreu & P. Gargallo & M. Salvador & J. L. Sarto
May 2011, Volume 27, Issue 3
- 173-188 The usefulness of Bayesian optimal designs for discrete choice experiments
by Roselinde Kessels & Bradley Jones & Peter Goos & Martina Vandebroek - 189-192 ‘The usefulness of Bayesian optimal designs for discrete choice experiments’ by Roselinde Kessels, Bradley Jones, Peter Goos and Martina Vandebroek
by Heinz Holling & Rainer Schwabe - 193-196 ‘The usefulness of Bayesian optimal designs for discrete choice experiments’ by R. Kessels, B. Jones, P. Goos and M. Vandebroek
by John M. Rose - 197-203 Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments
by Roselinde Kessels & Peter Goos & Bradley Jones & Martina Vandebroek - 204-221 An examination of HMM‐based investment strategies for asset allocation
by Christina Erlwein & Rogemar Mamon & Matt Davison - 222-234 A transformed random effects model with applications
by Zhenlin Yang & Jianhua Huang - 235-252 Percentile residual life orders
by Alba M. Franco‐Pereira & Rosa E. Lillo & Juan Romo & Moshe Shaked - 253-266 Modeling stock index returns by means of partial least‐squares methods: An out‐of‐sample analysis for three stock markets
by Cetin‐Behzet Cengiz & Helmut Herwartz - 267-279 Markov chain models for delinquency: Transition matrix estimation and forecasting
by Scott D. Grimshaw & William P. Alexander - 280-289 The importance of identifying different components of a mixture distribution in the prediction of field returns
by Yili Hong & William Q. Meeker - 290-300 Asymptotics for the ruin probabilities of a two‐dimensional renewal risk model with heavy‐tailed claims
by Yiqing Chen & Kam C. Yuen & Kai W. Ng - 301-314 Analysis of the determinants of survival for the Russian commercial banking industry: A new approach
by Jesus Orbe & Vicente Núñez‐Antón - 315-328 HGLMs for quality improvement
by Youngjo Lee & John A. Nelder & Heejin Park - 329-341 Monte Carlo exact goodness‐of‐fit tests for nonhomogeneous Poisson processes
by Bo H. Lindqvist & Bjarte Rannestad - 342-347 The price of quality claims
by Charles S. Tapiero - 348-363 A new system of skip‐lot sampling plans having a provision for reducing normal inspection
by S. Balamurali & Chi‐Hyuck Jun
March 2011, Volume 27, Issue 2
- 71-71 Foreword: special issue on games and decisions in risk and reliability analysis
by Refik Soyer - 72-86 Adversarial risk analysis: Borel games
by David Banks & Francesca Petralia & Shouqiang Wang - 87-88 Adversarial Risk Analysis: What's new, what isn't?: Discussion of Adversarial Risk Analysis: Borel Games
by Joseph B. Kadane - 89-91 Discussion on ‘Adversarial risk analysis: Borel games’
by Nicholas Polson - 92-94 Rejoinder to the discussion of ‘Adversarial risk analysis: Borel games’
by David Banks & Francesca Petralia & Shouqiang Wang - 95-114 Portfolio selection with imperfect information: A hidden Markov model
by Ethem Çanakoğlu & Süleyman Özekici - 115-130 Modeling and validating stakeholder preferences with probabilistic inversion
by R. E. J. Neslo & R. M. Cooke - 131-150 Information measures of Dirichlet distribution with applications
by Nader Ebrahimi & Ehsan S. Soofi & Shaoqiong (Annie) Zhao - 151-163 A simulation‐based approach to stochastic dynamic programming
by Nicholas G. Polson & Morten Sorensen - 164-171 Anatomy of the failure rate: A mathematical dissection
by Nozer D. Singpurwalla
January 2011, Volume 27, Issue 1
- 1-1 Foreword: Special issue on statistical modeling in insurance and finance
by Pedro A. Morettin & Ragnar Norberg - 2-16 Risk modelling with the mixed Erlang distribution
by Gordon E. Willmot & X. Sheldon Lin - 17-18 ‘Risk modelling with the mixed Erlang distribution’ by G. E. Willmot and S. Lin
by David A. Stanford - 19-20 Discussion of ‘Risk Modelling with the Mixed Erlang Distribution’ by Gordon E. Willmot and X. Sheldon Lin
by José Garrido - 23-36 Fitting non‐Gaussian persistent data
by Wilfredo Palma & Mauricio Zevallos - 37-50 Copulæ: Some mathematical aspects
by Carlo Sempi - 51-60 On orderings and bounds in a generalized Sparre Andersen risk model
by Eric C. K. Cheung & David Landriault & Gordon E. Willmot & Jae‐Kyung Woo - 61-69 Strategic investment decisions under fast mean‐reversion stochastic volatility
by Max O. Souza & Jorge P. Zubelli
November 2010, Volume 26, Issue 6
- 639-658 A modern Bayesian look at the multi‐armed bandit
by Steven L. Scott - 659-664 ‘A modern Bayesian look at the multi‐armed bandit’ by Steven L. Scott: Discussion
by Deepak K. Agarwal - 665-667 ‘A modern Bayesian look at the multi‐armed bandit’ by Steven L. Scott: Rejoinder
by Steven L. Scott - 668-688 Analysis of ordered categorical data to develop control charts for monitoring customer loyalty
by Y. Samimi & A. Aghaie & M. J. Tarokh - 689-704 System availability in a shock model under preventive repair and phase‐type distributions
by Delia Montoro‐Cazorla & Rafael Pérez‐Ocón - 705-736 Optimal server allocation in general, finite, multi‐server queueing networks
by J. MacGregor Smith & F. R. B. Cruz & T. van Woensel - 737-757 Exchangeable claim sizes in a compound Poisson‐type process
by Ramsés H. Mena & Luis E. Nieto‐Barajas - 758-774 Dynamic pricing model and algorithm for perishable products with fuzzy demand
by Yu Xiong & Gendao Li & Kiran Jude Fernandes - 775-791 Comparisons of series and parallel systems with components sharing the same copula
by Jorge Navarro & Fabio Spizzichino - 792-808 Optimal investment and consumption with stochastic dividends
by Xikui Wang & Yan Wang
September 2010, Volume 26, Issue 5
- 481-495 Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐images data
by Ming Li & Stephen D. Holland & William Q. Meeker - 496-501 ‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐images data’ by M. Li, S. D. Holland and W. Q. Meeker: Discussion 1
by Petr Volf - 502-508 ‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐image data’ by M. Li, S. D. Holland and W. Q. Meeker: Discussion 2
by Guérin Fabrice - 509-512 ‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐images data’ by M. Li, S. D. Holland and W. Q. Meeker: Rejoinder
by Ming Li & Stephen D. Holland & William Q. Meeker - 513-534 Using economic X control chart design methodology to estimate and optimize machine efficiency in the case of multimachine assignments
by A. Baki Engin - 535-550 Tracking customer portfolio composition: A factor analysis approach
by Elena Abascal & Ignacio García Lautre & Fermín Mallor - 551-564 Spatial contagion between financial markets: a copula‐based approach
by Fabrizio Durante & Piotr Jaworski - 565-576 Kriging as an alternative for a more precise analysis of output parameters in nuclear safety—Large break LOCA calculation
by Olivier Roustant & Jérôme Joucla & Pierre Probst - 577-594 A standby system with two types of repair persons
by Bruno Bieth & Liang Hong & Jyotirmoy Sarkar - 595-608 Maximum entropy probability method applied to assess voltage sag frequency due to transmission line fault in the electric power system
by Xian‐Yong Xiao & Chao MA & Hong‐Geng Yang & Hua‐Qiang Li - 609-623 Hedging unit‐linked life insurance contracts in a financial market driven by shot‐noise processes
by Junna Bi & Junyi Guo - 624-638 A stochastic model for a general load‐sharing system under overload condition
by Won Young Yun & Ji Hwan Cha
July 2010, Volume 26, Issue 4
- 331-348 Bayesian source detection and parameter estimation of a plume model based on sensor network measurements
by Chunfeng Huang & Tailen Hsing & Noel Cressie & Auroop R. Ganguly & Vladimir A. Protopopescu & Nageswara S. Rao - 349-352 ‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Discussion 1
by Alessandro Fassò & Francesco Finazzi - 353-357 ‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Discussion 2
by Scott H. Holan & Christopher K. Wikle - 358-359 ‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Discussion 3
by Michael Steinbach - 360-361 ‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Rejoinder
by Chunfeng Huang & Tailen Hsing & Noel Cressie & Auroop R. Ganguly & Vladimir A. Protopopescu & Nageswara S. Rao - 362-373 Upper bounds for ruin probabilities in two dependent risk models under rates of interest
by Dingjun Yao & Rongming Wang - 374-388 Inducing normality from non‐Gaussian long memory time series and its application to stock return data
by Kyungduk Ko - 389-400 A robust approach for assessing misclassification rates under the two‐component measurement error model
by Daniela Cocchi & Michele Scagliarini - 401-415 Risk‐minimizing hedging strategies with restricted information and cost
by Jianqi Yang & Qingxian Xiao - 416-430 An integrated inventory model with controllable lead time and distribution‐free demand
by Shu‐Lu Hsu & Yar‐Fen Huang - 431-447 Two‐strata rotatability in split‐plot central composite designs
by Li Wang & G. Geoffrey Vining & Scott M. Kowalski - 448-472 Divergences without probability vectors and their applications
by Athanasios Sachlas & Takis Papaioannou - 473-480 A note on transfer function model specification with noisy closed‐loop input data
by Johannes Ledolter
May 2010, Volume 26, Issue 3
- 205-223 Trend estimation of financial time series
by Víctor M. Guerrero & Adriana Galicia‐Vázquez - 224-253 On the estimation of the heavy‐tail exponent in time series using the max‐spectrum
by Stilian A. Stoev & George Michailidis - 254-276 Pricing credit derivatives under stochastic recovery in a hybrid model
by Stephan Höcht & Rudi Zagst - 277-307 Implementing loss distribution approach for operational risk
by Pavel V. Shevchenko - 308-330 Assessment of mortgage default risk via Bayesian reliability models
by Refik Soyer & Feng Xu
March 2010, Volume 26, Issue 2
- 103-124 Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes
by Sévérien Nkurunziza & S. Ejaz Ahmed - 125-141 Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities
by Ping Chen & Hailiang Yang - 142-156 Application in stochastic volatility models of nonlinear regression with stochastic design
by Ping Chen & Jinde Wang - 157-171 Robust optimization for multiple responses using response surface methodology
by Zhen He & Jing Wang & Jinho Oh & Sung H. Park - 172-193 Bayesian modeling of financial returns: A relationship between volatility and trading volume
by Carlos A. Abanto‐Valle & Helio S. Migon & Hedibert F. Lopes - 194-202 Do not adjust coefficients in Shapley value regression
by Ulrike Grömping & Sabine Landau - 203-204 Reply to the paper ‘Do not adjust coefficients in Shapley value regression’ by U. Gromping, S. Landau, Applied Stochastic Models in Business and Industry, 2009; DOI: 10.1002/asmb.773
by Stan Lipovetsky & W. Michael Conklin
January 2010, Volume 26, Issue 1
- 1-27 Data analytics and stochastic modeling in a semiconductor fab
by Sugato Bagchi & Robert J. Baseman & Andrew Davenport & Ramesh Natarajan & Noam Slonim & Sholom Weiss - 28-49 Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models
by Cathy W. S. Chen & Richard H. Gerlach & Ann M. H. Lin - 50-70 Sensitivity analysis of the moments of the profit on an Income Protection Policy
by Isabel Maria Cordeiro & Pedro Manuel Magalhães - 71-84 Mean–variance efficiency with extended CIR interest rates
by René Ferland & François Watier - 85-101 Mining performance data through nonlinear PCA with optimal scaling
by Paola Costantini & Marielle Linting & Giovanni C. Porzio
November 2009, Volume 25, Issue 6
- 643-663 Understanding the shape of the mixture failure rate (with engineering and demographic applications)
by Maxim Finkelstein