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Statistical forecasting for stochastic processes
1987,
Basawa I.V.
The main purpose of this paper is to review the efficiency properties of least-squares predictors when the...
Uncertainty estimation for stochastic process parameters
1987,
Thompson M.S.
When a simple Markov or semi-Markov model is fitted to a large set of data over several points in time,...
A note on threshold theorems for epidemics with bunching
1987,
Gani J.
This note begins by reviewing the Kermack-McKendrick and Whittle Threshold Theorems for the general...
Statistical analysis of hierarchical stochastic models: Examples and approaches
1987,
Gaver D.R.
This paper introduces and illustrates the concept of hierarchical or random parameter stochastic process...
Some statistical problems in random translations of stochastic point processes
1987,
Ramalhoto M.F.
A random translation of a marked point process is considered. The distribution of random translation is...
Evolution of the nth probability density and entropy function in stochastic systems
1988,
Riganti Riccardo
The time evolution of dynamical systems with random initial conditions is considered, by deriving the n th...
A stochastic model for the analysis of occupational injuries on jobs of varying physical stress
1988,
Herrin Gary D.
A stochastic model is used to analyze occupational injuries associated with heterogeneous job exposures,...
Modeling time-dependent arrivals to service systems: A case in using a piecewise-polynomial rate function in a nonhomogeneous Poisson process
1988,
Kao Edward P.C.
The authors consider the use of a nonhomogeneous Poisson process in modeling time-dependent arrivals to...
Optimal impulse control of portfolios
1988,
Eastham Jerome F.
An investor has the opportunity of holding shares in n risky assets and one nonrisky asset at every time...
Detection of the number, locations and magnitudes of jumps
1988,
Yin Y.Q.
Let x ( t )= f ( t )+ w ( t ), where f ( t )= Ex ( t ) has finitely many jumps only and no w ( t ) is...
Technology and the services sector: The hidden competitive challenge
1988,
Roach Stephen S.
Information technology has always played an important role in the services sector of the U.S. economy. In...
Large finite population queueing systems, Part I: The infinite server model
1988,
Louchard Guy
A wide variety of stochastic variables associated with an infinite server queueing system having a finite...
Generalized sensitivity analysis of ergodic stochastic systems
1989,
Kreimer Joseph
The tools for sensitivity analysis of stochastic systems whose behavior is described by ergodic stationary...
Improved ARMA spectral estimation
1987,
Gray H.L.
The autoregressive (AR) spectral estimator has been studied by several authors, Parzen, Burg, and Marple...
Fractionally differenced models for water quality time series
1987,
Smith W.
This paper deals with the selection and evaluation of statistical techniques for use in the modeling and...
On a class of threshold AR(k) processes
1987,
Petruccelli J.D.
The authors consider the model Z t =Σ k ab22 i Å= 1 ø ( i,j ) Z t Å- i + a t...
Fitting of growth curves over time when the data are obtained from a single realization
1988,
Wiorkowski J.J.
This paper focuses on the general problem of forecasting the maximum value of a time series which by the...
Correctly evaluating a solution method that is based on an approximate model
1988,
Silver Edward A
Suppose that in some facet of industrial engineering one is faced with a difficult mathematical...
The going rate for OR
1989,
Hare A.
Early in 1988, heads of Operational Research OR units and senior practitioners were sent a questionnaire...
Data processing for earthquake victims in Greece
1988,
Sideridis Alexander B.
The fact that public administration can use computers as an administrative tool has been discussed by many...
Non-uniformly shared access to a database: A probabilistic approach on modelisation
1986,
Force Christine
The study of transaction processing systems providing access to a database involves the taking into...
The speed and cost of industrial innovation in Japan and the United States: External vs. internal technology
1988,
Mansfield Edwin
This study, based on detailed data obtained from carefully selected samples of about 200 Japanese and...
Comparative invention performance of major industrial countries: Patterns and explanations
1988,
Glismann Hans H.
The paper presents an analysis of invention performance, as measured by patenting activities, of six...
Managerial influence in the implementation of new technology
1988,
Leonard-Barton Dorothy
In the implementation of an organizational innovation, managers are usually presumed to influence the...
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