Found 97029 papers in total
Smoothed perturbation analysis for a class of discrete-event systems
1990,
This paper develops a gradient estimation procedure for a general class of stochastic discrete-event...
Optimization in simulation: Current issues and the future outlook
1990,
Simulation is commonly used to find the best values of decision variables for problems which defy...
Fusion of detection probabilities and comparison of multisensor systems
1990,
A Bayesian detection model is formulated for a distributed system of sensors, wherein each sensor provides...
Largest-first sequential selection with a sum constraint
1990,
Scan the order statistics XÅ( 1 Å)≥XÅ( 2 Å)≥ëëë≥XÅ(...
Distribution-free bounds on the expectation of the maximum with scheduling applications
1990,
Let X 1 ,X 2 ,...,X n be independent random variables with a fixed, common parent distribution for which...
A class of new KNN methods for low sample problems
1990,
The K -nearest neighbor (KNN) estimates proposed by Loftsgaarden and Quesenbery give unbiased and...
Improving and measuring the performance of a securities industry surveillance system
1990,
Recent disclosures of illegal trading practices in the securities industry have prompted the development...
Estimating population size from multiple recapture experiments
1990,
The size of a closed population is to be estimated using data from a multiple recapture study in either...
A cusum procedure based on sequential ranks
1990,
A nonparametric quality-control statistic is proposed. The procedure is a cusum (cumulative sum) based on...
Incomplete identification models for group-testable items
1990,
A set of items is called group-testable if for any subset of these items it is possible to carry out a...
Economic design of sampling plans with multi-decision alternatives
1990,
For situations where there are several markets with different profit-cost structures, economic attributes...
Observability of Discrete Event Dynamic Systems
1990,
A finite state automaton is adopted as a model for Discrete Event Dynamic Systems (DEDS). Observations are...
Transition density of one-dimensional diffusion with discontinuous drift
1990,
The paper studies the transition density of a one-dimensional diffusion process with a discontinuous drift...
Some conditions for stochastic equality
1990,
If two random vectors are stochastically ordered and have the same marginal distributions then they must...
Two-parameter optimal stopping problem with switching costs
1990,
This paper is concerned with the optimal stopping problem for discrete time two-parameter stochastic...
Portfolio selection with transaction costs
1990,
In this paper, optimal consumption and investment decisions are studied for an investor who has available...
Alternating renewal process models for electric power system loads
1990,
This note derives results for a class of stochastic processes called alternating renewal processes that...
On zero locations for sampled stochastic systems
1990,
Zero locations of stochastic models have significant influence on optimal prediction algorithms as well as...
Active set algorithms for isotonic regression; A unifying framework
1990,
In this and subsequent papers the authors will show that several algorithms for the isotonic regression...
Nonparametric regression estimation under mixing conditions
1990,
For let be a strictly stationary sequence of random variables, where the X' s and the Y' s are - valued...
Small-sample autocorrelation structure for long-memory time series
1990,
This paper provides results on the behaviour of the sample autocorrelation function for an ARUMA...
Exponential smoothing: Estimation by maximum likelihood
1990,
In this paper several forecasting methods based on exponential
Outliers in a multivariate autoregressive moving-average process
1990,
The paper deals with the problem of outliers in a multivariate ARMA-process. The location of the...
Interpreting measured serial correlation in univariate time series analysis, with an example from the New York Stock Exchange
1991,
This paper draws attention to the divergence of the observed serial correlations, for a typical given time...
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