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Applied Stochastic Models in Business and Industry / John Wiley & Sons

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
18
Impact Factor (IF)
0.28
5 Years IF
0.28
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
1999 0 0.3 0 0 35 35 18 0 0 0 0 0 0.15
2000 0 0.35 0 0 19 54 20 0 35 35 0 0 0.16
2001 0.04 0.38 0.03 0.04 26 80 119 2 2 54 2 54 2 0 0 0.17
2002 0.07 0.41 0.03 0.04 31 111 31 3 5 45 3 80 3 0 0 0.21
2003 0.07 0.44 0.03 0.04 24 135 47 4 9 57 4 111 4 0 0 0.22
2004 0.02 0.49 0.04 0.05 27 162 37 7 16 55 1 135 7 0 0 0.22
2005 0.02 0.5 0.03 0.04 67 229 98 8 24 51 1 127 5 0 3 0.04 0.23
2006 0.04 0.5 0.03 0.04 42 271 45 8 32 94 4 175 7 0 0 0.23
2007 0.06 0.46 0.06 0.08 35 306 94 19 51 109 7 191 15 0 0 0.2
2008 0.06 0.49 0.09 0.09 40 346 109 32 83 77 5 195 17 1 3.1 3 0.08 0.23
2009 0.13 0.47 0.09 0.1 56 402 92 35 118 75 10 211 22 3 8.6 1 0.02 0.23
2010 0.1 0.48 0.08 0.09 52 454 113 36 154 96 10 240 22 2 5.6 2 0.04 0.21
2011 0.1 0.52 0.09 0.12 68 522 95 46 200 108 11 225 27 0 2 0.03 0.24
2012 0.09 0.51 0.12 0.15 51 573 59 66 267 120 11 251 37 0 2 0.04 0.22
2013 0.06 0.56 0.08 0.08 57 630 68 48 317 119 7 267 21 0 1 0.02 0.24
2014 0.07 0.55 0.1 0.09 68 698 74 68 385 108 8 284 26 0 0 0.23
2015 0.08 0.55 0.1 0.09 78 776 184 76 461 125 10 296 27 0 3 0.04 0.23
2016 0.08 0.53 0.12 0.1 70 846 119 98 559 146 12 322 32 0 1 0.01 0.21
2017 0.18 0.55 0.12 0.13 62 908 100 111 670 148 26 324 41 2 1.8 1 0.02 0.21
2018 0.19 0.57 0.13 0.17 84 992 37 124 794 132 25 335 57 1 0.8 1 0.01 0.24
2019 0.14 0.6 0.2 0.24 103 1095 74 219 1016 146 21 362 86 1 0.5 1 0.01 0.24
2020 0.16 0.73 0.23 0.28 82 1177 54 269 1285 187 29 397 113 9 3.3 6 0.07 0.34
2021 0.28 1.02 0.26 0.28 17 1194 8 308 1593 185 52 401 112 2 0.6 6 0.35 0.38
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
12015Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32.

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77
22015Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36.

Full description at Econpapers || Download paper

54
32017Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12.

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43
42001Managing uncertainty in call centres using Poisson mixtures. (2001). Koole, Ger ; Jongbloed, Geurt. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:307-318.

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38
52001Analysis of regression in game theory approach. (2001). Conklin, Michael ; Lipovetsky, Stan. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:319-330.

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34
62010Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791.

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27
72007Fitting combinations of exponentials to probability distributions. (2007). Dufresne, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:23-48.

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27
82011The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188.

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26
92011Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203.

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25
102015COPAR—multivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514.

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24
112020Vector error correction models to measure connectedness of Bitcoin exchange markets. (2020). Giudici, Paolo ; Pagnottoni, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:1:p:95-109.

Full description at Econpapers || Download paper

24
122010Spatial contagion between financial markets: a copula‐based approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564.

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22
132003Applications of Hilbert–Huang transform to non‐stationary financial time series analysis. (2003). , Samuel ; Long, Steven R ; Qu, Wendong ; Wu, Manli ; Huang, Norden E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268.

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21
142008Some stochastic comparisons of conditional coherent systems. (2008). Li, Xiaohu ; Zhang, Zhengcheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:6:p:541-549.

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20
152017Rejoinder to ‘Deep learning for finance: deep portfolios’. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21.

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20
162007Bankruptcy prediction by generalized additive models. (2007). Berg, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:129-143.

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20
172009A multivariate time series approach to projected life tables. (2009). Denuit, Michel M ; Lazar, Dorina. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:806-823.

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19
182010A modern Bayesian look at the multi‐armed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658.

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18
192014Predicting bank loan recovery rates with a mixed continuous‐discrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114.

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16
202012Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance. (2012). Paula, Gilberto A ; Liu, Shuangzhe ; Barros, Michelli ; Leiva, Victor. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:1:p:16-34.

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15
212005Spatial models in marketing research and practice. (2005). Bronnenberg, Bart J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:335-343.

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14
222011Risk modelling with the mixed Erlang distribution. (2011). Willmot, Gordon E ; Lin, Sheldon X. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:1:p:2-16.

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14
232016Comparisons in the mean residual life order of coherent systems with identically distributed components. (2016). Navarro, Jorge ; Gomis, Carmen M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:1:p:33-47.

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13
242008Modelling a general standby system and evaluation of its performance. (2008). Hwan, JI ; Yun, Won Young ; Mi, Jie. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:2:p:159-169.

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13
252010Implementing loss distribution approach for operational risk. (2010). Shevchenko, Pavel V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:277-307.

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12
262001Exchange rate uncertainty and employment: an algorithm describing ‘play’. (2001). Göcke, Matthias ; Belke, Ansgar ; Gocke, Matthias. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:2:p:181-204.

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12
272011Markov chain models for delinquency: Transition matrix estimation and forecasting. (2011). Grimshaw, Scott D ; Alexander, William P. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:267-279.

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12
282013Statistical inference in massive data sets. (2013). Li, Runze ; Dennis, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:5:p:399-409.

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12
292015Reliability of demand‐based warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393.

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12
302016Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332.

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12
312005Asymmetric extreme interdependence in emerging equity markets. (2005). de Melo, Beatriz Vaz. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:6:p:483-498.

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12
322011Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475.

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12
332016Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638.

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11
342002Modelling recruitment training in mathematical human resource planning. (2002). Tsantas, N ; Georgiou, A C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:18:y:2002:i:1:p:53-74.

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11
352016Optimal replacement and allocation of multi‐state elements in k‐within‐m‐from‐r/n sliding window systems. (2016). Xiao, Hui ; Levitin, Gregory ; Peng, Rui. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:184-198.

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11
362008On estimating the conditional expected shortfall. (2008). Peracchi, Franco ; Tanase, Andrei V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:471-493.

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10
372014A condition‐based imperfect replacement policy for a periodically inspected system with two dependent wear indicators. (2014). Mercier, Sophie ; Ha, Hai . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:6:p:766-782.

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10
382005Retail assortment, shelf and stockout management: issues, interplay and future challenges. (2005). Gijsbrechts, Els ; Campo, Katia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:383-392.

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10
392000Modelling heterogeneity in a manpower system: a review. (2000). Ugwuowo, F I ; McClean, S I. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:16:y:2000:i:2:p:99-110.

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10
402005Analysis of call centre arrival data using singular value decomposition. (2005). Huang, Jianhua Z ; Shen, Haipeng. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:3:p:251-263.

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10
412009Understanding the shape of the mixture failure rate (with engineering and demographic applications). (2009). Finkelstein, Maxim. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:643-663.

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9
422019Birnbaum‐Saunders distribution: A review of models, analysis, and applications. (2019). Kundu, Debasis ; Balakrishnan, N. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:1:p:4-49.

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9
432008On the use of archetypes as benchmarks. (2008). Vistocco, Domenico ; Ragozini, Giancarlo ; Porzio, Giovanni C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:419-437.

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9
442006Copula models of joint last survivor analysis. (2006). Youn, Heekyung ; Shemyakin, Arkady E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:22:y:2006:i:2:p:211-224.

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9
452016Preventive maintenance of multistate systems subject to shocks. (2016). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:283-291.

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9
462005Predictability and model selection in the context of ARCH models. (2005). Degiannakis, Stavros ; Xekalaki, Evdokia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:1:p:55-82.

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8
472016Nonlinear general path models for degradation data with dynamic covariates. (2016). Xu, Zhibing ; Jin, Ran ; Hong, Yili. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:153-167.

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8
482007Strong dependence in the nominal exchange rates of the Polish zloty. (2007). Gil-Alana, Luis ; Nazarski, M ; Gilalana, L A. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:97-116.

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8
492006Group testing procedures with incomplete identification and unreliable testing results. (2006). van der Duyn, Frank A ; Stadje, Wolfgang ; Barlev, Shaul K. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:22:y:2006:i:3:p:281-296.

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8
502008Optimal replacement policy for obsolete components with general failure rates. (2008). Mercier, Sophie. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:3:p:221-235.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32.

Full description at Econpapers || Download paper

47
22015Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36.

Full description at Econpapers || Download paper

40
32017Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12.

Full description at Econpapers || Download paper

36
42020Vector error correction models to measure connectedness of Bitcoin exchange markets. (2020). Giudici, Paolo ; Pagnottoni, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:1:p:95-109.

Full description at Econpapers || Download paper

22
52001Analysis of regression in game theory approach. (2001). Conklin, Michael ; Lipovetsky, Stan. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:319-330.

Full description at Econpapers || Download paper

19
62017Rejoinder to ‘Deep learning for finance: deep portfolios’. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21.

Full description at Econpapers || Download paper

18
72011Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203.

Full description at Econpapers || Download paper

13
82011The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188.

Full description at Econpapers || Download paper

13
92015COPAR—multivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514.

Full description at Econpapers || Download paper

12
102003Applications of Hilbert–Huang transform to non‐stationary financial time series analysis. (2003). , Samuel ; Long, Steven R ; Qu, Wendong ; Wu, Manli ; Huang, Norden E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268.

Full description at Econpapers || Download paper

12
112016Optimal replacement and allocation of multi‐state elements in k‐within‐m‐from‐r/n sliding window systems. (2016). Xiao, Hui ; Levitin, Gregory ; Peng, Rui. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:184-198.

Full description at Econpapers || Download paper

9
122014A condition‐based imperfect replacement policy for a periodically inspected system with two dependent wear indicators. (2014). Mercier, Sophie ; Ha, Hai . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:6:p:766-782.

Full description at Econpapers || Download paper

9
132019Birnbaum‐Saunders distribution: A review of models, analysis, and applications. (2019). Kundu, Debasis ; Balakrishnan, N. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:1:p:4-49.

Full description at Econpapers || Download paper

8
142013Statistical inference in massive data sets. (2013). Li, Runze ; Dennis, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:5:p:399-409.

Full description at Econpapers || Download paper

8
152019A machine learning approach for individual claims reserving in insurance. (2019). Robert, Christian Y ; Baudry, Maximilien. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:5:p:1127-1155.

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8
162015Reliability of demand‐based warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393.

Full description at Econpapers || Download paper

8
172016Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638.

Full description at Econpapers || Download paper

7
182016Preventive maintenance of multistate systems subject to shocks. (2016). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:283-291.

Full description at Econpapers || Download paper

7
192016Nonlinear general path models for degradation data with dynamic covariates. (2016). Xu, Zhibing ; Jin, Ran ; Hong, Yili. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:153-167.

Full description at Econpapers || Download paper

7
202007Fitting combinations of exponentials to probability distributions. (2007). Dufresne, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:23-48.

Full description at Econpapers || Download paper

7
212016Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332.

Full description at Econpapers || Download paper

7
222010A modern Bayesian look at the multi‐armed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658.

Full description at Econpapers || Download paper

6
232008Modelling a general standby system and evaluation of its performance. (2008). Hwan, JI ; Yun, Won Young ; Mi, Jie. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:2:p:159-169.

Full description at Econpapers || Download paper

6
242018Reliability modelling incorporating load share and frailty. (2018). Asha, G ; Ravishanker, Nalini ; Raja, Vincent A. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:2:p:206-223.

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6
252010Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791.

Full description at Econpapers || Download paper

6
262010Spatial contagion between financial markets: a copula‐based approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564.

Full description at Econpapers || Download paper

6
272019Imperfect repair in degradation processes: A Kijima‐type approach. (2019). Kahle, Waltraud. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:2:p:211-220.

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6
282015Bayesian gamma processes for optimizing condition‐based maintenance under uncertainty. (2015). Bousquet, N ; Paroissin, C ; Grall, A ; Fouladirad, M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:360-379.

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292008On estimating the conditional expected shortfall. (2008). Peracchi, Franco ; Tanase, Andrei V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:471-493.

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302016Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339.

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312021Birnbaum?Saunders quantile regression and its diagnostics with application to economic data. (2021). Leiva, Victor ; Sanchez, Luis ; Saulo, Helton ; Galea, Manuel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:53-73.

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322015Optimal maintenance level for second‐hand product with periodic inspection schedule. (2015). Kim, Dae Kyung ; Ho, Dong ; Lim, Jaehak. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:349-359.

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5
332005Spatial models in marketing research and practice. (2005). Bronnenberg, Bart J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:335-343.

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342014Predicting bank loan recovery rates with a mixed continuous‐discrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114.

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352011Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475.

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362019Good and bad market research: A critical review of Net Promoter Score. (2019). Kordupleski, Raymond E ; Fisher, Nicholas I. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:1:p:138-151.

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372007Bankruptcy prediction by generalized additive models. (2007). Berg, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:129-143.

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382001Managing uncertainty in call centres using Poisson mixtures. (2001). Koole, Ger ; Jongbloed, Geurt. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:307-318.

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392005Rejoinder for spatial models in marketing research and practice. (2005). Bronnenberg, Bart J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:349-350.

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402016Multi‐period mean variance portfolio selection under incomplete information. (2016). Zhang, Ling ; Li, Yongwu ; Xu, Yunhui. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:6:p:753-774.

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412019Reliability, signature, and relative quality functions of systems under time‐homogeneous load‐sharing models. (2019). Spizzichino, Fabio L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:2:p:158-176.

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422017Bayesian tail‐risk forecasting using realized GARCH. (2017). Contino, Christian ; Gerlach, Richard H. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:2:p:213-236.

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432009A multivariate time series approach to projected life tables. (2009). Denuit, Michel M ; Lazar, Dorina. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:806-823.

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442018Warranty cost analysis: Increasing warranty repair times. (2018). Marshall, Sarah ; Hayakawa, YU ; Chukova, Stefanka ; Arnold, Richard. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:4:p:544-561.

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452014Preservation of reliability classes under the formation of coherent systems. (2014). Navarro, Jorge ; Suarezllorens, Alfonso ; Sordo, Miguel A ; del Aguila, Yolanda. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:4:p:444-454.

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462019Maintenance optimization for second‐hand products following periodic imperfect preventive maintenance warranty period. (2019). Ho, Dong ; Kim, Daekyung ; Lim, Jaehak. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:4:p:1077-1089.

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472015Multivariate conditional hazard rate functions – an overview. (2015). Shaked, Moshe ; Shanthikumar, George J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:285-296.

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482012The COM‐Poisson model for count data: a survey of methods and applications. (2012). Sellers, Kimberly F ; Shmueli, Galit ; Borle, Sharad. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:2:p:104-116.

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492017Post selection shrinkage estimation for high‐dimensional data analysis. (2017). Gao, Xiaoli ; Feng, Yang ; Ahmed, S E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:2:p:97-120.

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502013Optimal upgrade strategy, warranty policy and sale price for second‐hand products. (2013). Shafiee, Mahmood ; Chukova, Stefanka. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:2:p:157-169.

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Citing documents used to compute impact factor: 52
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2021Managing your most loyal customer relationships. (2021). Larson, Jack ; Jaworski, Bernard J. In: Business Horizons. RePEc:eee:bushor:v:64:y:2021:i:1:p:141-147.

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2021The Evaluation of Experimental Variables for Sustainable Virtual Road Safety Audits. (2021). Park, Juneyoung ; Jun, Yeonsoo ; Yeom, Chunho. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:5899-:d:560995.

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2021A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules. (2021). Safabakhsh, Reza ; Asadi, Ahmad ; Taghian, Mehran. In: Papers. RePEc:arx:papers:2101.03867.

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2021Reliability estimation for one-shot devices under cyclic accelerated life-testing. (2021). Balakrishnan, N ; He, MU ; Liu, Kai ; Zhu, Xiaojun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:212:y:2021:i:c:s095183202100140x.

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2021.

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2021.

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2021The reliability science: Its foundation and link to risk science and other sciences. (2021). Aven, Terje. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:215:y:2021:i:c:s0951832021003823.

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2021Statistical Inference for a Simple Step Stress Model with Competing Risks Based on Generalized Type-I Hybrid Censoring. (2021). Yimin, Shi ; Bin, Liu ; Song, Mao. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:533-548:n:5.

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2021An adaptive predictive maintenance model for repairable deteriorating systems using inverse Gaussian degradation process. (2021). Huynh, K T. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:213:y:2021:i:c:s0951832021002325.

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2021Optimal inspection for missions with a possibility of abortion or switching to a lighter regime. (2021). Finkelstein, Maxim ; Ghosh, Shyamal ; Cha, Ji Hwan. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:3:d:10.1007_s11750-020-00591-w.

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2021Replacement and imperfect repair of deteriorating system: Study of a CBM policy and impact of repair efficiency. (2021). Grall, A ; Omshi, Mosayebi E. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:215:y:2021:i:c:s095183202100421x.

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2021On degradation-based imperfect repair and induced generalized renewal processes. (2021). Cha, Ji Hwan ; Finkelstein, Maxim. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:4:d:10.1007_s11749-021-00765-z.

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2021Stochastic Precedence and Minima Among Dependent Variables. (2021). de Santis, Emilio ; Spizzichino, Fabio ; Malinovsky, Yaakov. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09772-3.

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2021Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes. (2021). Fabio, Spizzichino ; Giovanna, Nappo ; Rachele, Foschi. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:394-423:n:16.

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2021Performance margin-based reliability analysis for aircraft lock mechanism considering multi-source uncertainties and wear. (2021). Chen, Wen-Bin ; Li, Xiao-Yang ; Kang, Rui. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:205:y:2021:i:c:s0951832020307341.

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2021.

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2021Spread Option Pricing in a Copula Affine GARCH(p,q) Model. (2021). Mercuri, Lorenzo ; Berton, Edoardo. In: Papers. RePEc:arx:papers:2112.11968.

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2021The joint survival signature of coherent systems with shared components. (2021). Balakrishnan, Narayanaswamy ; Coolen-Maturi, Tahani. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:207:y:2021:i:c:s0951832020308413.

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2021Numerically efficient computation of the survival signature for the reliability analysis of large networks. (2021). Beer, Michael ; Broggi, Matteo ; Regenhardt, Tobias-Emanuel ; Behrensdorf, Jasper. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:216:y:2021:i:c:s0951832021004464.

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2021Semiparametric and nonparametric evaluation of first-passage distribution of bivariate degradation processes. (2021). Tony, Hon Keung ; Palayangoda, Lochana K. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:205:y:2021:i:c:s0951832020307304.

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2021Discrete time series–parallel system and its optimal configuration. (2021). Eryilmaz, Serkan ; Dembiska, Anna. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:215:y:2021:i:c:s0951832021003525.

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2021Preventive replacement policies with multiple missions and maintenance triggering approaches. (2021). Fang, Zhigeng ; Zhang, Qin ; Cai, Jiajia. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:213:y:2021:i:c:s0951832021002271.

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2021Redundancy in systems with heterogeneous dependent components. (2021). Fernandez-Martinez, Pedro ; Navarro, Jorge. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:766-778.

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2021Optimal maintenance strategies for warranty products with limited repair time and limited repair number. (2021). Su, Peng ; Wang, Guanjun ; Liu, Peng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:210:y:2021:i:c:s0951832021001083.

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2021Correlating Lévy processes with self-decomposability: applications to energy markets. (2021). Gardini, Matteo ; Sasso, Emanuela ; Sabino, Piergiacomo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00352-9.

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2021Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (2021). Pigeon, Mathieu ; Yanez, Juan Sebastian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:106-119.

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2021Infinitely stochastic micro reserving. (2021). Peta, Michal ; Okhrin, Ostap ; MacIak, Matu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58.

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2021A Bayesian semiparametric vector Multiplicative Error Model. (2021). Mira, Antonietta ; Peluso, Stefano ; Donelli, Nicola. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000761.

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2021The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications. (2021). Iori, Giulia ; Ouellette, Michelle S ; Tedeschi, Gabriele ; Recchioni, Maria Cristina. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:1:p:336-360.

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2021On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations. (2021). Chen, Cathy W. S. ; Asai, Manabu ; Than-Thi, Hong. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10034-0.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Feron, Olivier ; Deschatre, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881.

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2021Quantile connectedness in the cryptocurrency market. (2021). Vo, Xuan Vinh ; Roubaud, David ; Saeed, Tareq ; Bouri, Elie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000214.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2021.

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2021A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets. (2021). Dhamdhere, Pradeep ; Izadi, Javad ; Doumenis, Yianni ; Koufopoulos, Dimitrios ; Katsikas, Epameinondas. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:207-:d:677651.

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2021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies. (2021). Kyriazis, Nikolaos A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00356-5.

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2021Effective monitoring of carbon emissions from industrial sector using statistical process control. (2021). Shamsuzzoha, Ahm ; Shamsuzzaman, Mohammad ; Karim, Azharul ; Bashir, Hamdi ; Haridy, Salah ; Maged, Ahmed. In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007595.

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2021An integrated framework of change management for social CRM implementation. (2021). Hosseinzadeh, Mahnaz ; Pour, Mona Jami. In: Information Systems and e-Business Management. RePEc:spr:infsem:v:19:y:2021:i:1:d:10.1007_s10257-020-00479-z.

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2021Discrete time dynamic reliability modeling for systems with multistate components. (2021). Alkaff, Abdullah. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:209:y:2021:i:c:s0951832021000302.

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2021Network reliability analysis: matrix-exponential approach. (2021). Bilfaqih, Yusuf ; Qomarudin, Mochamad Nur ; Alkaff, Abdullah. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:212:y:2021:i:c:s0951832021001101.

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2021A nonlinear Wiener degradation model integrating degradation data under accelerated stresses and real operating environment. (2021). Gu, Xiaohui ; Zhou, Honggen ; Balakrishnan, Narayanaswamy ; Zhao, Fangchao ; Sun, LI. In: Journal of Risk and Reliability. RePEc:sae:risrel:v:235:y:2021:i:3:p:356-373.

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2021Fractal analysis of market (in)efficiency during the COVID-19. (2021). Bianchi, Sergio ; Frezza, Massimiliano ; Pianese, Augusto. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316652.

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2021Senkung der Unternehmenssteuerlast versus Förderung von Investitionen: Was ist die bessere Strategie zur Förderung der Standortattraktivität Deutschlands?. (2021). Knaisch, Jonas ; Kluska, Mike ; Eichfelder, Sebastian ; Selle, Juliane. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:263.

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2021Senkung der Unternehmenssteuerlast versus Förderung von Investitionen: Was ist die bessere Strategie zur Förderung der Standortattraktivität Deutschlands?. (2021). Selle, Juliane ; Knaisch, Jonas ; Kluska, Mike ; Eichfelder, Sebastian. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:266.

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2021Coordination of tradable carbon emission permits market and renewable electricity certificates market in China. (2021). Shen, BO ; Su, Bin ; Zhang, QI ; Wang, GE ; Li, Zhengjun. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303789.

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2021A Neural Network Monte Carlo Approximation for Expected Utility Theory. (2021). Escobar Anel, Marcos ; Escobar-Anel, Marcos ; Zhu, Yichen. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:322-:d:593076.

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Recent citations
Recent citations received in 2021
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2021On a quantile autoregressive conditional duration model applied to high-frequency financial data. (2021). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Papers. RePEc:arx:papers:2109.03844.

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2021Extended Arithmetic Reduction of Age Models for the Failure Process of a Repairable System. (2021). Wu, Shaomin ; Naikan, V. N. A., ; Syamsundar, A. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:215:y:2021:i:c:s095183202100394x.

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2021Discussion of virtual age, is it real?. (2021). Cui, Lirong. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:41-44.

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2021Rejoinder to “Virtual age, is it real?”. (2021). Cha, Ji Hwan ; Finkelstein, Maxim. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:45-52.

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2020Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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2020Lead Behaviour in Bitcoin Markets. (2020). Giudici, Paolo ; Chen, Ying ; Trimborn, Simon ; Misheva, Branka Hadji. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277.

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2020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

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2020Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina ; DeGiuli, Maria Elena . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452.

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2020Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150.

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Recent citations received in 2019
YearCiting document
2019Minimal repair of failed components in coherent systems. (2019). Suarez-Llorens, Alfonso ; Arriaza, Antonio ; Navarro, Jorge. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:951-964.

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