Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
18
Impact Factor (IF)
0.18
5 Years IF
0.16
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 0.31 0 0 35 35 18 2 0 0 0 0 0.15
2000 0 0.36 0 0 19 54 21 2 35 35 0 0 0.16
2001 0.04 0.39 0.03 0.04 26 80 128 2 4 54 2 54 2 0 0 0.17
2002 0.07 0.41 0.03 0.04 31 111 34 3 7 45 3 80 3 0 0 0.21
2003 0.07 0.44 0.03 0.04 24 135 53 4 11 57 4 111 4 0 0 0.22
2004 0.02 0.5 0.04 0.05 27 162 37 7 18 55 1 135 7 0 0 0.22
2005 0.02 0.51 0.03 0.04 67 229 101 8 26 51 1 127 5 0 3 0.04 0.23
2006 0.04 0.51 0.03 0.04 42 271 46 8 34 94 4 175 7 0 0 0.23
2007 0.06 0.47 0.06 0.08 35 306 103 19 53 109 7 191 15 0 0 0.2
2008 0.06 0.49 0.09 0.09 40 346 114 32 85 77 5 195 17 1 3.1 3 0.08 0.23
2009 0.13 0.48 0.09 0.1 56 402 101 35 120 75 10 211 22 3 8.6 1 0.02 0.24
2010 0.1 0.49 0.08 0.09 52 454 122 36 156 96 10 240 22 2 5.6 2 0.04 0.21
2011 0.1 0.52 0.09 0.12 68 522 106 46 202 108 11 225 27 0 2 0.03 0.24
2012 0.09 0.52 0.12 0.15 51 573 67 66 269 120 11 251 37 0 2 0.04 0.22
2013 0.06 0.56 0.08 0.08 57 630 74 48 319 119 7 267 21 0 1 0.02 0.24
2014 0.07 0.55 0.1 0.09 68 698 81 67 386 108 8 284 26 0 0 0.23
2015 0.08 0.55 0.1 0.09 78 776 222 76 462 125 10 296 27 0 3 0.04 0.23
2016 0.08 0.53 0.12 0.1 70 846 130 98 560 146 12 322 32 0 1 0.01 0.21
2017 0.18 0.54 0.12 0.13 62 908 123 111 671 148 26 324 41 2 1.8 1 0.02 0.22
2018 0.19 0.56 0.13 0.17 84 992 47 124 795 132 25 335 57 1 0.8 1 0.01 0.24
2019 0.14 0.57 0.2 0.24 103 1095 98 219 1017 146 21 362 86 1 0.5 1 0.01 0.23
2020 0.16 0.69 0.23 0.28 82 1177 67 267 1284 187 29 397 112 9 3.4 5 0.06 0.33
2021 0.28 0.83 0.26 0.28 17 1194 12 310 1594 185 51 401 112 2 0.6 6 0.35 0.31
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.

Full description at Econpapers || Download paper

95
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

71
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

58
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.

Full description at Econpapers || Download paper

39
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

38
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

35
72011The 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

31
82011Rejoinder: 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

30
92007Fitting 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

29
102020Vector 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

28
112010Comparisons 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

27
122015COPAR—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

26
132010A 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

23
142003Applications 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

23
152010Spatial 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

23
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.

Full description at Econpapers || Download paper

22
172008Some 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.

Full description at Econpapers || Download paper

21
182009A 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.

Full description at Econpapers || Download paper

19
192015Reliability 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

17
202014Predicting 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.

Full description at Econpapers || Download paper

16
212011Risk 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.

Full description at Econpapers || Download paper

15
222012Robust 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.

Full description at Econpapers || Download paper

15
232005Spatial 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.

Full description at Econpapers || Download paper

14
242016Dynamic 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

14
252013Statistical 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

14
262016Comparisons 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.

Full description at Econpapers || Download paper

14
272008Modelling 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

13
282005Asymmetric 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.

Full description at Econpapers || Download paper

13
292010Implementing 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.

Full description at Econpapers || Download paper

12
302011Modern 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.

Full description at Econpapers || Download paper

12
312001Exchange 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.

Full description at Econpapers || Download paper

12
322011Markov 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.

Full description at Econpapers || Download paper

12
332016Preventive 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

12
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.

Full description at Econpapers || Download paper

12
352003A sequential condition‐based repair/replacement policy with non‐periodic inspections for a system subject to continuous wear. (2003). Castanier, B ; Grall, A ; Berenguer, C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:4:p:327-347.

Full description at Econpapers || Download paper

11
362019Birnbaum‐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

11
372005Retail 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.

Full description at Econpapers || Download paper

11
382016Optimal 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

11
392016Modeling 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

11
402000Modelling 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.

Full description at Econpapers || Download paper

10
412014A 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

10
422005Analysis 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.

Full description at Econpapers || Download paper

10
432008On 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.

Full description at Econpapers || Download paper

10
442016Rejoinder 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.

Full description at Econpapers || Download paper

10
452019A 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.

Full description at Econpapers || Download paper

9
462009Understanding 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.

Full description at Econpapers || Download paper

9
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.

Full description at Econpapers || Download paper

9
482008On 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.

Full description at Econpapers || Download paper

9
492006Copula 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.

Full description at Econpapers || Download paper

9
502005Predictability 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.

Full description at Econpapers || Download paper

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

33
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

27
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

22
42017Rejoinder 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
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

14
62020Vector 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

14
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

11
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

11
92015Reliability 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

9
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.

Full description at Econpapers || Download paper

7
112012The 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.

Full description at Econpapers || Download paper

7
122010A 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
132020Nonparametric universal copula modeling. (2020). Mukhopadhyay, Subhadeep ; Parzen, Emanuel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:1:p:77-94.

Full description at Econpapers || Download paper

6
142007Fitting 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

6
152016Preventive 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

6
162003Applications 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

5
172019Maintenance 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.

Full description at Econpapers || Download paper

5
182013Statistical 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

5
192021Birnbaum?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.

Full description at Econpapers || Download paper

4
202016Modeling 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

4
212013Electrical load forecasting by exponential smoothing with covariates. (2013). Gob, Rainer ; Pievatolo, Antonio ; Lurz, Kristina . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:6:p:629-645.

Full description at Econpapers || Download paper

4
222001Managing 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.

Full description at Econpapers || Download paper

4
232015On generalized multi‐state start‐up demonstration tests. (2015). Zhao, Xian ; Lin, Cong ; Xie, Weijuan ; Sun, GE. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:325-338.

Full description at Econpapers || Download paper

4
242003A sequential condition‐based repair/replacement policy with non‐periodic inspections for a system subject to continuous wear. (2003). Castanier, B ; Grall, A ; Berenguer, C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:4:p:327-347.

Full description at Econpapers || Download paper

4
252019A perturbed gamma degradation process with degradation dependent non‐Gaussian measurement errors. (2019). Pulcini, Gianpaolo ; Mele, Agostino ; Giorgio, Massimiliano. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:2:p:198-210.

Full description at Econpapers || Download paper

4
262019Good 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.

Full description at Econpapers || Download paper

4
272011Risk 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.

Full description at Econpapers || Download paper

4
282018Reliability 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.

Full description at Econpapers || Download paper

4
292019Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility. (2019). Chen, Cathy W. S. ; Watanabe, Toshiaki. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:3:p:747-765.

Full description at Econpapers || Download paper

3
302015Multivariate 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.

Full description at Econpapers || Download paper

3
312007Bankruptcy 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.

Full description at Econpapers || Download paper

3
322016Rejoinder 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.

Full description at Econpapers || Download paper

3
332021Virtual age, is it real? ? Discussing virtual age in reliability context. (2021). Cha, Ji Hwan ; Finkelstein, Maxim. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:3-16.

Full description at Econpapers || Download paper

3
342018Warranty 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.

Full description at Econpapers || Download paper

3
352015Optimal 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.

Full description at Econpapers || Download paper

3
362002Modelling 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.

Full description at Econpapers || Download paper

3
372015An improved two‐stage variance balance approach for constructing partial profile designs for discrete choice experiments. (2015). Kessels, Roselinde ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:5:p:626-648.

Full description at Econpapers || Download paper

3
382019Birnbaum‐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

3
392009Maximum likelihood estimators of clock offset and skew under exponential delays. (2009). Jeske, Daniel R ; Li, Jun. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:4:p:445-459.

Full description at Econpapers || Download paper

3
402010Spatial 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

3
412009Maximum likelihood estimators of clock offset and skew under exponential delays. (2009). Li, Jun ; Jeske, Daniel R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:4:p:506-507.

Full description at Econpapers || Download paper

3
422019Inactivity times of coherent systems with dependent components under periodical inspections. (2019). Cali, Camilla ; Navarro, Jorge. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:3:p:871-892.

Full description at Econpapers || Download paper

3
432016Dynamic 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

3
442013Optimal 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.

Full description at Econpapers || Download paper

3
452008Modelling 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

3
462014A 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

3
472017Bayesian 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.

Full description at Econpapers || Download paper

3
482011Asymptotics for the ruin probabilities of a two‐dimensional renewal risk model with heavy‐tailed claims. (2011). Chen, Yiqing ; Ng, Kai W ; Yuen, Kam C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:290-300.

Full description at Econpapers || Download paper

3
492019Time series of functional data with application to yield curves. (2019). Kluppelberg, Claudia ; Sen, Rituparna. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:4:p:1028-1043.

Full description at Econpapers || Download paper

2
502017Post 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.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 3
YearTitle
2023A review of effective age models and associated non- and semiparametric methods. (2023). Beutner, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:105-119.

Full description at Econpapers || Download paper

2023A repair-replacement policy for a system subject to missions of random types and random durations. (2023). Ren, Xiangyun ; Hu, Chaoming ; Zhao, Xufeng ; Zheng, Rui. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:232:y:2023:i:c:s0951832022006780.

Full description at Econpapers || Download paper

2023On a quantile autoregressive conditional duration model. (2023). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:203:y:2023:i:c:p:425-448.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2021

YearCiting document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper