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Applied Stochastic Models and Data Analysis / John Wiley & Sons

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
8
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1985 0 13 13 0 0
1986 0 22 35 0 0
1987 0 19 54 0 0
1988 0 25 79 0 0
1989 0 27 106 0 0
1990 0 0.11 0.01 0.01 20 126 1 1 1 52 106 1 0 0 0.05
1991 0.02 0.1 0.01 0.02 25 151 27 2 3 47 1 113 2 0 0 0.05
1992 0 0.11 0.01 0 28 179 47 2 5 45 116 0 2 0.07 0.05
1993 0 0.13 0 0 25 204 16 5 53 125 0 0 0.06
1994 0.06 0.14 0.02 0.03 19 223 13 5 10 53 3 125 4 0 0 0.07
1995 0 0.22 0.02 0.02 27 250 34 6 16 44 117 2 0 0 0.1
1996 0 0.25 0.01 0.02 20 270 8 3 19 46 124 2 0 0 0.12
1997 0.04 0.24 0.02 0.03 40 310 38 5 24 47 2 119 3 1 20 0 0.11
1998 0 0.28 0.02 0.01 29 339 64 6 30 60 131 1 0 0 0.13
1999 0 0.31 0.01 0.02 5 344 26 5 35 69 135 3 0 1 0.2 0.15
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11992New concepts and algorithms for portfolio choice. (1992). Winker, Peter ; Dueck, Gunter. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:8:y:1992:i:3:p:159-178.

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33
21998Convergence of discretized stochastic (interest rate) processes with stochastic drift term. (1998). Delbaen, F ; Deelstra, G. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:1:p:77-84.

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27
31999Multifractal analysis of foreign exchange data. (1999). Schertzer, Daniel ; Schmitt, Franois ; Lovejoy, Shaun. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:15:y:1999:i:1:p:29-53.

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25
41991Interpreting multiple correspondence analysis. (1991). Greenacre, Michael J. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:2:p:195-210.

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11
51995Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process. (1995). Skiadas, C H ; Katsamaki, A. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:1:p:59-75.

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10
61997The evolution of the theory of non‐homogeneous Markov systems. (1997). Vassiliou, Pc G. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:159-176.

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10
71997A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece. (1997). Giovanis, A N ; Skiadas, C H. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:2:p:85-101.

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10
81998Mixture of Weibull distributions—parametric characterization of failure rate function. (1998). D. N. P. Murthy, ; Jiang, R. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:1:p:47-65.

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9
91993A scheduling algorithm for flexible flow lines with limited intermediate buffers. (1993). Sawik, Tadeusz. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:9:y:1993:i:2:p:127-138.

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7
101992Complexity models in financial markets. (1992). Loistl, Otto ; Landes, Thomas. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:8:y:1992:i:3:p:209-228.

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7
111986Analysis of choice behaviour via probabilistic ideal point and vector models. (1986). Gaul, W ; Bockenholt, I. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:2:y:1986:i:4:p:209-226.

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6
121998Determining the effects of observed and unobserved heterogeneity on consumer brand choice. (1998). Popkowski Leszczyc, Peter ; PEter, ; Bass, Frank M. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:2:p:95-115.

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6
131985The illogic of statistical inference for cumulative science. (1985). Guttman, Louis . In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:1:y:1985:i:1:p:3-9.

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6
141992Tracking models and the optimal regret distribution in asset allocation. (1992). King, Alan J ; Dembo, Ron S. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:8:y:1992:i:3:p:151-157.

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5
151994Joint availability of systems modelled by finite semi–markov processes. (1994). Csenki, A. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:10:y:1994:i:4:p:279-293.

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5
161997Family of Pearson discrete distributions generated by the univariate hypergeometric function 3F2(α1, α2, α3; γ1, γ2; λ). (1997). Avi, Jose Rodriguez ; Jaimez, Ramon Gutierrez. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:2:p:115-125.

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5
171998Inference and prediction in bulk arrival queues and queues with service in stages. (1998). Conesa, D ; Armero, C. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:1:p:35-46.

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5
181995Dynamic modelling of life table data. (1995). Skiadas, C H ; Janssen, J. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:1:p:35-49.

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5
191995Multiattribute evaluation of greek banking performance. (1995). Stavropoulou, E ; Despotis, D K ; Zopounidis, C. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:1:p:97-107.

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4
201998Stochastic interest rates with actuarial applications. (1998). Parker, Gary. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:4:p:335-341.

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4
211988A new stochastic ultrametric tree unfolding methodology for assessing competitive market structure and deriving market segments. (1988). Ramaswamy, V ; Carroll, J D ; de Soete, G ; Desarbo, W S. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:4:y:1988:i:3:p:185-204.

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4
221991Generalized linear models for the analysis of taguchi‐type experiments. (1991). Lee, Y ; Nelder, J A. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:1:p:107-120.

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4
231987Estimation for incomplete manpower data. (1987). Gribbin, J O ; McClean, S I. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:3:y:1987:i:1:p:13-25.

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4
241995Computational approaches to estimation in the principal component analysis of a stochastic process. (1995). Valderrama, Mariano J ; Ocaa, Francisco A ; Gutierrez, Ramon ; Aguilera, Ana M. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:4:p:279-299.

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3
251993Non‐parametric vs parametric forecasting in time series: A computational point of view. (1993). Delecroix, M ; Carbon, M. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:9:y:1993:i:3:p:215-229.

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3
261995A time‐continuous markov chain interest model with applications to insurance. (1995). Norberg, Ragnar. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:3:p:245-256.

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3
271998The mean–semivariances approach to realistic portfolio optimization subject to transaction costs. (1998). Janssen, J ; Hamza, F. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:4:p:275-283.

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3
281997A reliability comparison of basic systems using hazard rate functions. (1997). Boland, Philip J. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:377-384.

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3
291995Estimating the instantaneous volatility and covariance of risky assets. (1995). Elliott, Robert J ; Chesney, Marc. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:1:p:51-58.

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3
301993Manufacturing cell formation under capacity constraints. (1993). Xie, Xiaolan. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:9:y:1993:i:2:p:87-96.

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3
311995A periodic cointegration model of quarterly consumption. (1995). Franses, Philip Hans ; Kloek, Teun. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:2:p:159-166.

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3
321991An imputation method for dealing with missing data in regression. (1991). Sogomonian, Aram G ; de Leeuw, Jan ; deLeeuw, Jan ; Cooper, Lee G. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:3:p:213-235.

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3
331986Inequalities for stochastic flow shops and job shops. (1986). Wie, Sunghwan ; Pinedo, Michael. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:2:y:1986:i:1-2:p:61-69.

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3
341998Calculating the probability characteristics of a boundary functional of a semi‐continuous random process with reflecting and delaying screens. (1998). Ozdemir, Halim ; Khaniev, Tahir A ; Maden, Selahattin. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:2:p:117-123.

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3
351996Non‐parametric estimation for semi‐Markov kernels with application to reliability analysis. (1996). Limnios, N ; Ouhbi, B. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:12:y:1996:i:4:p:209-220.

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3
361991A non‐parametric competing risks model for manpower planning. (1991). Gribbin, Owen ; McClean, Sally. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:4:p:327-341.

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3
371994Behaviour of queueing approximations based on sample moments. (1994). Luhman, Jennifer A ; Johnson, Mary A. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:10:y:1994:i:4:p:233-246.

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2
381996An extended mover—stayer model for diagnosing the dynamics of trial and repeat for a new brand. (1996). Chatterjee, Rabikar ; Ramaswamy, Venkatram. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:12:y:1996:i:3:p:165-178.

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2
391991Mixture decomposition via the simulated annealing algorithm. (1991). Ingrassia, S. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:4:p:317-325.

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2
401997An approximated principal component prediction model for continuous‐time stochastic processes. (1997). Ocaa, Francisco A ; Aguilera, Ana M ; Valderrama, Mariano J. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:2:p:61-72.

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2
411997Non‐homogeneous continuous‐time Markov and semi‐Markov manpower models. (1997). Montgomery, Erin ; McClean, Sally ; Ugwuowo, Fidelis . In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:191-198.

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2
421991Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics. (1991). Perez, R ; Gonzalez, A ; Angulo, J M ; Gutierrez, R. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:4:p:295-316.

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2
431996The effect of variety seeking behaviour on optimal product positioning. (1996). Schmittlein, David C ; Sarigollu, Emine. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:12:y:1996:i:1:p:27-44.

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2
441993Manufacturing systems. (1993). Proth, Jean Marie ; Harhalakis, George. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:9:y:1993:i:2:p:85-86.

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2
451994Examples of fitting structured phase–type distributions. (1994). Faddy, M J. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:10:y:1994:i:4:p:247-255.

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2
461998Temporal aggregation in structural VAR models. (1998). Kouretas, Georgios ; Georgoutsos, Dimitris ; Tserkezos, Dikaios E. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:1:p:19-34.

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2
471998Hitting time in a finite non‐homogeneous Markov chain with applications. (1998). Limnios, N ; Platis, A ; le Du, M. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:3:p:241-253.

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2
481997Continuous‐time Markov models for geriatric patient behaviour. (1997). McClean, Sally ; TAYLOR, GORDON ; Millard, Peter. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:315-323.

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2
491988Block cutpoint decomposition for markovian queueing systems. (1988). Fox, Dale R. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:4:y:1988:i:2:p:101-114.

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2
501997Long‐term returns in stochastic interest rate models: different convergence results. (1997). Delbaen, Fred ; Deelstra, Griselda. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:401-407.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11991Interpreting multiple correspondence analysis. (1991). Greenacre, Michael J. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:7:y:1991:i:2:p:195-210.

Full description at Econpapers || Download paper

3
21998Convergence of discretized stochastic (interest rate) processes with stochastic drift term. (1998). Delbaen, F ; Deelstra, G. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:14:y:1998:i:1:p:77-84.

Full description at Econpapers || Download paper

3
31995Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process. (1995). Skiadas, C H ; Katsamaki, A. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:11:y:1995:i:1:p:59-75.

Full description at Econpapers || Download paper

2
41992Tracking models and the optimal regret distribution in asset allocation. (1992). King, Alan J ; Dembo, Ron S. In: Applied Stochastic Models and Data Analysis. RePEc:wly:apsmda:v:8:y:1992:i:3:p:151-157.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations