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March 1999, Volume 15, Issue 1
- 1-27 The analysis of structured qualitative data
by Carlo Lauro & Simona Balbi - 29-53 Multifractal analysis of foreign exchange data
by François Schmitt & Daniel Schertzer & Shaun Lovejoy - 55-63 The steady‐state probabilities for regenerative semi‐Markov processes with application to prevention and screening
by Ori Davidov - 65-75 Asymptotical optimality in cluster analysis
by Yurij S. Kharin & Eugene E. Zhuk - 77-86 Average performance of adaptive algorithms for programming co‐ordinate measuring machines under budget constraint
by Hisham Ahmad Al‐Mharmah
December 1998, Volume 14, Issue 4
- 263-263 Editorial
by Carlo Lauro - 265-274 A multidimensional approach to conjoint analysis
by C. N. Lauro & G. Giordano & R. Verde - 275-283 The mean–semivariances approach to realistic portfolio optimization subject to transaction costs
by F. Hamza & J. Janssen - 285-294 Option pricing with regulated fractional Brownian motion
by F. Aldabe & G. Barone‐Adesi & R. J. Elliott - 295-307 Interaction between asset liability management and risk theory
by Griselda Deelstra & Jacques Janssen - 309-321 On the optimal ordering policies in maintenance theory—survey and applications
by Tadashi Dohi & Naoto Kaio & Shunji Osaki - 323-334 Text Mining in different languages
by Ludovic Lebart - 335-341 Stochastic interest rates with actuarial applications
by Gary Parker
September 1998, Volume 14, Issue 3
- 189-198 On some applications of a discrete‐time model of failure and repair
by José M. Rocha‐Martínez - 199-217 Time‐inhomogeneous discrete stochastic search methods for optimal Bernoulli parameters
by Mohamed A. Ahmed & Talal M. Alkhamis & Douglas R. Miller - 219-228 Compatibility of multi‐wave panel data and the continuous‐time homogeneous Markov chain. An analysis of a continuous‐time process by means of discrete‐time longitudinal observations
by Philippe Carette - 229-240 Bernoulli thinning of a Markov renewal process
by Orly Manor - 241-253 Hitting time in a finite non‐homogeneous Markov chain with applications
by A. Platis & N. Limnios & M. Le Du - 255-261 Increasing seasonal variation; unit roots versus shifts in mean and trend
by Philip Hans Franses & Bart Hobijn
June 1998, Volume 14, Issue 2
- 95-115 Determining the effects of observed and unobserved heterogeneity on consumer brand choice
by Peter T. L. Popkowski Leszczyc & Frank M. Bass - 117-123 Calculating the probability characteristics of a boundary functional of a semi‐continuous random process with reflecting and delaying screens
by Tahir A. Khaniev & Halim Özdemir & Selahattin Maden - 125-136 New features in the class of association models
by Maria Kateri & Rashid Ahmad & Takis Papaioannou - 137-151 An investigation of stock price dynamics in emerging markets
by David W. K. Yeung & Jessie P. H. Poon - 153-163 A discrete survival model with random effects and covariate‐dependent selection
by Thomas H. Scheike & Claus T. Ekstrøm - 165-174 Using a continuous‐time Markov model with Poisson arrivals to describe the movements of geriatric patients
by G. J. Taylor & S. I. McClean & P. H. Millard - 175-187 Satiation and switching: the dynamic attribute satiation model meets observed choice patterns
by Emine Sarigöllü
March 1998, Volume 14, Issue 1
- 1-10 Semiparametric smoothing splines
by Juan M. Rodriguez‐Poo - 11-18 Least squared estimation for distributed parameter systems with uncertain observations: Part 1: linear prediction and filtering
by M. J. García‐Ligero & A. Hermoso & J. Linares - 19-34 Temporal aggregation in structural VAR models
by Dimitris A. Georgoutsos & Georgios P. Kouretas & Dikaios E. Tserkezos - 35-46 Inference and prediction in bulk arrival queues and queues with service in stages
by C. Armero & D. Conesa - 47-65 Mixture of Weibull distributions—parametric characterization of failure rate function
by R. Jiang & D. N. P. Murthy - 67-76 Efficiency distribution and the cost frontier
by Jati K. Sengupta - 77-84 Convergence of discretized stochastic (interest rate) processes with stochastic drift term
by G. Deelstra & F. Delbaen - 85-94 Consumer heterogeneity and the shape of purchase rate functions
by Demetrios Vakratsas
September 1997, Volume 13, Issue 3‐4
- 149-158 Introduction
by J Janssen & S McClean - 159-176 The evolution of the theory of non‐homogeneous Markov systems
by P.‐C. G. Vassiliou - 177-182 The continuous‐time homogeneous Markov system with fixed size as a Newtonian fluid
by George M. Tsaklidis - 183-189 Partial maintainability of a population model in a stochastic environment
by N. Tsantas & A. C. Georgiou - 191-198 Non‐homogeneous continuous‐time Markov and semi‐Markov manpower models
by Sally McClean & Erin Montgomery & Fidelis Ugwuowo - 199-206 Counting transitions—entrance probabilities in non‐homogeneous semi‐Markov systems
by A. A. Papadopoulou - 207-216 The perturbed non‐homogeneous Markov system in continuous time
by P.‐C. G. Vassiliou & M. A. Symeonaki - 217-223 Markov process modelling and analysis of discrete data
by M. J. Faddy - 225-232 On the partial and total progeny of a bisexual Galton–Watson branching process
by Miguel González & Manuel Molina - 233-239 Growth curve models with non‐stationary errors
by Eva Ferreira‐Garcıa & Vicente Núñez‐Antón & Juan Rodríguez‐Póo - 241-248 A study of different ageing classes via total time on test transform and Lorenz curves
by Rafael Pérez‐Ocón & M. Luz Gámiz‐Pérez & J. Eloy Ruíz‐Castro - 249-258 A general procedure for stochastic modelling of systems consisting of a large number of interacting components
by Christian H. Hesse - 259-268 Conditional expectations and residual analysis for the linear model
by John Haslett - 269-278 Clustering for binary data and mixture models—choice of the model
by M. Nadif & G. Govaert - 279-287 Longitudinal data analysis: non‐stationary error structures and antedependent models
by Vicente Núñez‐Antón - 289-296 Automatic smoothing parameter selection in non‐parametric models for longitudinal data
by Kiros Berhane & J. Sunil Rao - 297-306 Semiparametric estimation of a female labour participation model
by Ana I. Fernández Sainz & Juan M. Rodríguez Póo - 307-314 Three statistical tests for detecting overcounting of individuals in serological test data
by Murray T. Doyle & David Greenhalgh & Janet Mortimer - 315-323 Continuous‐time Markov models for geriatric patient behaviour
by Gordon Taylor & Sally McClean & Peter Millard - 325-332 Monotonic smoothing of visual acuity measurements in diabetics
by Philip Young - 333-343 Tree‐structured analysis of survival data—search for latent diagnostic factors in a tumour study
by Carla Brambilla & Carla Rossi & Giuseppe Schinaia - 345-355 Analysis of variance on ordinal variables: application to opinion research
by S. Bernard & C. Derquenne & P. Oger - 357-367 Application of diffusion models to forecast industrial energy demand
by C. H. Skiadas & L. Papagiannakis & A. Mourelatos - 369-376 Failure, repair and replacement analysis of a navy subsystem: case study of a pump
by Donald P. Gaver & Patricia A. Jacobs & Donald D. Dudenhoeffer - 377-384 A reliability comparison of basic systems using hazard rate functions
by Philip J. Boland - 385-390 Imperfect repair models for systems subject to shocks
by M. S. Finkelstein - 391-400 Diagnostic tools for the needs of analysing the reliability of machines
by Jan Kaźmierczak - 401-407 Long‐term returns in stochastic interest rate models: different convergence results
by Griselda Deelstra & Fred Delbaen - 409-414 Application of sensitivity analysis to neural network determination of financial variable relationships
by E. S. Gillespie & R. N. Wilson - 415-422 Hypothetico‐deductive data mining
by David McSherry
June 1997, Volume 13, Issue 2
- 61-72 An approximated principal component prediction model for continuous‐time stochastic processes
by Ana M. Aguilera & Francisco A. Ocaña & Mariano J. Valderrama - 73-83 Review of a fast simulation method for the analysis of queueing networks
by Vassilis S. Kouikoglou & Yannis A. Phillis - 85-101 A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece
by C. H. Skiadas & A. N. Giovanis - 103-113 Markov and semi‐Markov option pricing models with arbitrage possibility
by Jacques Janssen & Raimondo Manca & Giuseppe Di Biase - 115-125 Family of Pearson discrete distributions generated by the univariate hypergeometric function 3F2(α1, α2, α3; γ1, γ2; λ)
by Ramón Gutiérrez Jáimez & José Rodríguez Avi - 127-148 Pension expectations as disincentives to job mobility
by Izzet Sahin
March 1997, Volume 13, Issue 1
- 1-13 Evaluating partially observed survival histories: retrospective projection of covariate trajectories
by Anatoli I. Yashin & Kenneth G. Manton & Gene R. Lowrimore - 15-27 Near‐optimal analysis of homogeneous central‐server queueing networks
by G. C. Pentzaropoulos & D. I. Giokas - 29-38 Linear programming with estimatable parameters
by Jati K. Sengupta - 39-58 Some statistical properties of the kernel‐diffeomorphism estimator
by S. Saoudi & F. Ghorbel & A. Hillion
December 1996, Volume 12, Issue 4
- 209-220 Non‐parametric estimation for semi‐Markov kernels with application to reliability analysis
by B. Ouhbi & N. Limnios - 221-237 Analysis of a two‐sided production policy with inventory‐level‐dependent production rates
by S. K. Bar‐Lev & M. Parlar & D. Perry - 239-253 Beyond Simpson's paradox: A descriptive approach
by Kazue Yamaoka - 255-263 Estimation of coefficient of variation in a weighted inverse Gaussian model
by Ramesh C. Gupta & Olcay Akman - 265-279 State‐space stochastic volatility models: A review of estimation algorithms
by Enrico Capobianco - 281-281 Book review: Probability, 2nd edn. Albert N, Shiryaev, Springer‐Verlag, Berlin, 1994. xiv+609pp. DM89 (hardcover) ISBN 0‐387‐94549‐0
by J. Janssen - 281-282 Book review: Discrete‐time Markov control processes: Basic optimality criteria. O. Hernandexz‐Lerma and J.‐B. Lasserre. Springer‐Verlag, Berlin, 1996. xiv+216pp. DM84 (hardcover/softcover) ISBN 0‐387‐94579‐2
by J. Janssen - 282-282 Book review: Introduction to stochastic processes. G.F. Lawler, Chapman & Hall, New York, 1996. ix+176pp. £27.00 (hardback) ISBN 0‐412‐99511‐5
by J. Janssen - 283-283 Book review: Stochastic differential equations: An introduction with applications, 4th edn. B. Oksendal, Springer‐Verlag, Berlin, 1995. xvi+272pp. DM84 (hardcover) ISBN 3‐540‐60243‐7
by J. Janssen - 283-284 Book review: Multivariate dependencies: Models, analysis and interpretation. D.R. Cox and N. Wermuth. Chapman and Hall, London, 1996. xii+255pp. £30.00 (hardcover) ISBN 0‐412‐775410‐X
by J. Janssen
September 1996, Volume 12, Issue 3
- 119-164 Demographic transition and social security policies in France: A welfare analysis
by Thierry Chauveau & Rahim Loufir - 165-178 An extended mover—stayer model for diagnosing the dynamics of trial and repeat for a new brand
by Rabikar Chatterjee & Venkatram Ramaswamy - 179-191 Analysis of the MAP/PH/1/K queue with service control
by S. Chakravarthy - 193-207 On a class of nonlinear time series models for biological population abundance data
by Sauchi Stephen Lee
June 1996, Volume 12, Issue 2
- 63-73 Parameter estimation in systems of differential equations, based on three‐way data arrays and random time changes
by Bruno Bassan & Silvia Terzi - 75-105 Point process analysis for Italian seismic activity
by B. Betrò & L. Ladelli - 107-117 Bootstrap tests in correspondence analysis
by Jenö Reiczigel
March 1996, Volume 12, Issue 1
- 1-26 Recent models in data envelopment analysis: Theory and applications
by Jati K. Sengupta - 27-44 The effect of variety seeking behaviour on optimal product positioning
by Emine Sarigollu & David C. Schmittlein - 45-61 An empirical re‐examination of natural resource scarcity and economic growth
by Noel D. Uri
December 1995, Volume 11, Issue 4
- 279-299 Computational approaches to estimation in the principal component analysis of a stochastic process
by Ana M. Aguilera & Ramón Gutiérrez & Francisco A. Ocaña & Mariano J. Valderrama - 301-313 Stochastic modelling of household behaviour before, during and after a consumer price promotion
by Hirokazu Takada & Yu‐Min Chen - 315-321 Joint test for functional forms and heteroscedasticity with property sales and valuation data
by Peijie Wang - 323-347 Allfinanz, bancassurance and the future of banking
by GÖRan Bergendahl
September 1995, Volume 11, Issue 3
- 199-199 Editorial
by Hans Buhlmann - 201-216 The effects of quantized data
by William S. Jewell - 217-230 Balanced credibility estimation
by Walther Neuhaus - 231-244 Applications of risk theory and multivariate analysis in insurance practice
by B. Niggemeyer & M. Radtke & A. Reich - 245-256 A time‐continuous markov chain interest model with applications to insurance
by Ragnar Norberg - 257-269 Operational time and a fundamental problem of insurance in a data‐rich environment
by D. H. Reid - 271-276 Harald cramér and insurance mathematics
by Anders Martin‐Löf
June 1995, Volume 11, Issue 2
- 109-119 Daniels's association measures under right censoring
by John O'Quigley - 121-133 Semi‐parametric estimation of covariate effects using the positive stable frailty model
by S. T. Wang & John P. Klein & M. L. Moeschberger - 135-143 A stopping rule for a compound poisson random variable
by Paul Randolph & Mehmet Sahinoǧlu - 145-157 Estimating a survival function with doubly censored data in a proportional hazard model
by M. D. Esteban & D. Morales - 159-166 A periodic cointegration model of quarterly consumption
by Philip Hans Franses & Teun Kloek - 167-180 A discrete‐time model of failure and repair
by José M. Rocha‐Martinez & Moshe Shaked - 181-198 Optimal dynamic equilibrium in insurance policies
by Dominique Page & Raymond Tremolieres
March 1995, Volume 11, Issue 1
- 1-2 Editorial
by Jacques Janssen & Christos H. Skiadas - 3-12 Acceptance sampling in a producer—supplier conflicting environment: Risk neutral case
by Charles S. Tapiero - 13-24 Estimation and filtering on a doubly stochastic poisson process
by Mariano J. Valderrama & Francisco Jimenez & Ramon Gutierrez & Alfredo Martinez‐Almecija - 25-34 Optimal control of dams
by Mohamed Abdel‐Hameed & Yasmin Nakhi - 35-49 Dynamic modelling of life table data
by J. Janssen & C. H. Skiadas - 51-58 Estimating the instantaneous volatility and covariance of risky assets
by Marc Chesney & Robert J. Elliott - 59-75 Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process
by A. Katsamaki & C. H. Skiadas - 77-95 A multivariate stochastic model with non‐stationary trend component
by Hiroko Kato & Sadao Naniwa & Makio Ishiguro - 97-107 Multiattribute evaluation of greek banking performance
by C. Zopounidis & D. K. Despotis & E. Stavropoulou
1994, Volume 10, Issue 4
- 233-246 Behaviour of queueing approximations based on sample moments
by Mary A. Johnson & Jennifer A. Luhman - 247-255 Examples of fitting structured phase–type distributions
by M. J. Faddy - 257-268 Alternative optimality criteria of portfolio selection based upon threshold stopping rule
by Tadashi Dohi & Eiichi Kitaoka & Shunji Osaki - 269-277 Periodicity of equilibrium structures in a time dependent markov model under stochastic environment
by N. Tsantas & A. C. Georgiou - 279-293 Joint availability of systems modelled by finite semi–markov processes
by A. Csenki
1994, Volume 10, Issue 3
- 141-151 Reliability analysis of repairable systems from in–service failure count data
by R. Calabria & M. Guida & G. Pulcini - 153-167 Time series analysis for ground penetrating radar (GPR) asphalt thickness profile
by B. Nii. Attoh‐Okine - 169-185 Evaluating departures from fair representation
by Z. Bondarczuk & T. Kowalczyk & E. Pleszczyńska & W. Szczesny - 187-214 A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data
by Michael J. Hartley - 215-231 Non–parametric probability density function estimation on a bounded support: Applications to shape classification and speech coding
by S. Saoudi & A. Hillion & F. Ghorbel
1994, Volume 10, Issue 2
- 71-89 The nature and extent of the geographic market for hogs in the United States
by Noel D. Uri - 91-102 Information theory approach in efficiency measurement
by Jati K. Sengupta - 103-122 Nested sampling for estimating spatial semivariograms compared to other designs
by L. C. A. Corsten & A. Stein - 123-140 Bounds on stochastic convex allocation problems
by Chanaka Edirisinghe & Derek Atkins & Paul Iyogun
1994, Volume 10, Issue 1
- 1-14 Discovering interesting statements from a database
by F. Gebhardt - 15-26 Estimating household purchase rates for consumer nondurable goods
by Dipak C. Jain & Naufel J. Vilcassim - 27-46 Assessing the predictive effectiveness of the variety seeking and reinforcement models
by Emine Sarigöllü - 47-60 Parameter estimation in multi–component systems with failure interaction
by D. N. P. Murthy & R. J. Wilson - 61-69 A reliability application of a mixture of inverse gaussian distributions
by Charles E. Smith & Petr Lánský
December 1993, Volume 9, Issue 4
- 279-299 A stochastic system with MMPP input and an access function
by Lino Tralhão & José Craveirinha & José Paixão - 301-317 The exploratory analysis of qualitative variables by means of three‐way analysis of two types of quantification matrices
by Henk A. L. Kiers - 319-333 Monitoring a class of discrete point processes
by Y. Chandramouli - 335-340 Estimating a linear functional relationship under linear constraints for errors
by Juha Lappi & Risto Sievänen - 341-361 A mean reverting process for pricing treasury bills and futures contracts
by Ieuan G. Morgan & Edwin H. Neave
September 1993, Volume 9, Issue 3
- 187-213 A comprehensive approach of planning and scheduling based on petri nets
by George Harhalakis & Jean‐Marie Proth & Xiao‐Lan Xie - 215-229 Non‐parametric vs parametric forecasting in time series: A computational point of view
by M. Carbon & M. Delecroix - 231-244 Improving scoring techniques in banking applications
by Pascal Perrodo - 245-250 Minimax design of two‐state k‐out‐of‐n systems
by Vassilis S. Kouikoglou & Yannis A. Phillis - 251-265 Sojourn times with finite time‐horizon in finite semi‐markov processes
by Attila Csenki - 267-278 On the limiting joint distribution of the extreme order statistics
by P. A. Scarf
June 1993, Volume 9, Issue 2
- 85-86 Manufacturing systems
by George Harhalakis & Jean‐Marie Proth - 87-96 Manufacturing cell formation under capacity constraints
by Xiaolan Xie - 97-109 Design of cellular manufacturing systems with refixturing and material handling considerations
by V. Damodaran & N. Singh & R. S. Lashkari - 111-125 Analysis of a closed‐loop manufacturing system with finite buffers
by Abdellatif Bouhchouch & Yannick Frein & Yves Dallery - 127-138 A scheduling algorithm for flexible flow lines with limited intermediate buffers
by Tadeusz J. Sawik - 139-152 Stochastic dispersive transport: An excursion from statistical physics to automated production line design
by M.‐O. Hongler - 153-162 A language for numerical construction of applied stochastic models via redundant data
by P. Chand Samaratunga - 163-175 Unsupervised learning methodology: Application to nuclear power plants
by G. Mourot & F. Kratz & N. Heraud - 177-185 Job‐shop scheduling to minimize total waiting time
by Chengbin Chu & Marie‐Claude Portmann
March 1993, Volume 9, Issue 1
- 1-17 Stochastic models for the plastic rotation process in heat straightening of damaged steel plates
by Luis A. de Bejar & Paul F. Robinson & R. Richard Avent - 19-38 Fractional brownian motion modelling of pressure fluctuations in multiphase flow systems
by D. Neogi & R. Nassar & L. T. Fan - 39-58 A continuous time markov‐renewal replacement model for manpower systems
by Ioannis I. Gerontidis - 59-71 Binary clustering with missing data
by M. Nadif & G. Govaert - 73-83 On a stochastic model for particle sedimentation in fluids
by C. H. Hesse
December 1992, Volume 8, Issue 4
- 259-281 Run orders and quantitative factors in asymmetrical designs
by A. El Mossadeq & A. Koblinsky - 283-302 Product forms for availability models
by Eric Smeitink & Nico M. van Dijk & Boudewijn R. Haverkort - 303-309 A modified candecomp algorithm for fitting the latent class model: Implementation and evaluation
by J. Douglas Carroll & Geert De Soete & Victor Kamensky - 311-326 On the generation of high‐quality white noise series
by J. Figwer & A. Niederlinski
September 1992, Volume 8, Issue 3
- 1-1 Applied stochastic models and data analysis. Special Issue on Finance
by Jacques Janssen - 135-136 Financial mathematics and computing
by Diem Ho - 137-150 Embedded options in commercial banking and their impact on asset liability management
by J. F. Boulier & P. Schoeffler - 151-157 Tracking models and the optimal regret distribution in asset allocation
by Ron S. Dembo & Alan J. King - 159-178 New concepts and algorithms for portfolio choice
by Gunter Dueck & Peter Winker - 179-188 Portfolio insurance and synthetic securities
by Hélyette Geman - 189-194 Quadratic programming for portfolio optimization
by Diem Ho - 195-207 Linear‐quadratic efficient frontiers for portfolio optimization
by Alan J. King & David L. Jensen - 209-228 Complexity models in financial markets
by Thomas Landes & Otto Loistl - 229-243 Numerically intensive computing in Japanese financial institutions
by Keiji Ohmori - 245-255 A dual strategy for the implementation of the aggregation principle in decision making under uncertainty
by R. T. Rockafellar & Roger J.‐B. Wets
June 1992, Volume 8, Issue 2
- 67-77 On the numerical expansion of a second order stochastic process
by Ramón Gutiérrez & Juan Carlos Ruiz & Mariano J. Valderrama - 79-90 Repairable failure‐delay systems with elementary structure
by N. Limnios - 91-98 On the performance of peeling algorithms
by Michel Petitjean & Gilbert Saporta - 99-119 A unified theory for coherent systems in reliability part III: Two special cases for multinary systems—binary‐type coherence and homogeneous coherence
by N. Mazars - 121-128 Clusterwise aggregation of relations: The case of paired comparisons of cognac ads
by Jan W. Owsinski & Sławomir Zadrożny - 129-132 Note model‐checking in non‐stationary poisson processes
by Andrew R. Solow
March 1992, Volume 8, Issue 1
- 1-5 A note about the Gaussian property of the Brownian bridge
by Ramón Gutiérrez & Mariano J. Valderrama - 7-16 Semantics and factor analysis: An approach to the interpretation of factors
by B. F. Lara & E. Tartas & P. Oyarzabal - 17-24 Estimation of stress‐strength reliability based on tail‐modelling
by G. R. Dargahi‐Noubary - 25-29 A simple proof for the matrix‐geometric theorem
by Guy Latouche - 31-42 Considerations on modelling the market for softwood lumber in the United States
by Noel D. Uri & Roy Boyd - 43-56 Discriminant versus rough sets approach to vague data analysis
by Ewa Krusińska & Roman Slowinski & Jerzy Stefanowski - 57-65 Interaction between data analysis and telecommunications
by Michel Volle
December 1991, Volume 7, Issue 4
- 295-316 Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics
by R. Gutiérrez & J. M. Angulo & A. González & R. Pérez - 317-325 Mixture decomposition via the simulated annealing algorithm
by S. Ingrassia - 327-341 A non‐parametric competing risks model for manpower planning
by Sally McClean & Owen Gribbin - 343-360 Hierarchical production control of a flexible manufacturing system
by Xiao‐Lan Xie - 361-370 A general model of insurance and investment risk diversification
by Dominique Page & Raymond Tremolieres
September 1991, Volume 7, Issue 3
- 213-235 An imputation method for dealing with missing data in regression
by Lee G. Cooper & Jan De Leeuw & Aram G. Sogomonian