Applied Stochastic Models in Business and Industry

Volume 21.

(as bibtex)

104 references.

Articles

• 1-26. Exchange rate uncertainty and trade growth—a comparison of linear and non-linear (forecasting) models
  Weber, Henning, Herwartz, Helmut
• 1-2. Editorial
  Young, Linda J.
• 1-26. Exchange rate uncertainty and trade growth -- A comparison of linear and non-linear (forecasting) models
  Herwartz, Helmut, Weber, Henning
• 111-136. A tutorial on $v$-support vector machines
  Sch\, Chen, Pai-Hsuen, Lin, Chih-Jen, Sch\”olkopf, Bernhard
• 137-151. On-line learning for very large data sets
  Bottou, L\'eon, Bottou, L\’eon, Le Cun, Yann
• 153-163. Non-parametric regression with wavelet kernels
  Canu, St\'ephane, Rakotomamonjy, Alain, Mary, Xavier, Canu, St\’ephane
• 165-173. Statistical modelling of functional data
  Cardot, Herv\'e, Besse, Philippe C., Cardot, Herv\’e, Faivre, Robert, Goulard, Michel
• 175-185. Some linear programming methods for frontier estimation
  Bouchard, G., Girard, S., Iouditski, A., Nazin, A.
• 187-197. A statistical approach to class separability
  Lallich, St\'ephane, Zighed, Djamel A., Lallich, St\’ephane, Muhlenbach, Fabrice
• 199-214. A comparative study of multi-class support vector machines in the unifying framework of large margin classifiers
  Elisseeff, Andr\'e, Guermeur, Yann, Elisseeff, Andr\’e, Zelus, Dominique
• 215-226. Intrinsic Kriging and prior information
  Vazquez, E., Walter, E., Fleury, G.
• 227-239. Bounds to optimal burn-in and optimal work size
  Cha, Ji Hwan, Mi, Jie
• 241-249. Future pricing through homogeneous semi-Markov processes
  Di Biase, Giuseppe, Janssen, Jacques, Manca, Raimondo
• 251-263. Analysis of call centre arrival data using singular value decomposition
  Shen, Haipeng, Huang, Jianhua Z.
• 265-272. On the weak IFR aging of bivariate lifetime distributions
  Finkelstein, Maxim, Esaulova, Veronica
• 27-44. Estimation of integrated volatility in stochastic volatility models
  Woerner, Jeannette H. C.
• 273-288. Asymmetric response and interaction of U.S. and local news in financial markets
  Gerlach, Richard H., So, Mike K. P., Chen, Cathy W. S.
• 273-288. Asymmetric response and interaction of U.S. and local news in financial markets
  Chen, Cathy W. S., So, Mike K. P., Gerlach, Richard H.
• 289-301. The diffusion of marketing science in the practitioners community: Opening the black box
  Bemmaor, Albert C., Franses, Philip Hans
• 303-309. Market segmentation for customer satisfaction studies {\it via\/} a new latent structure multidimensional scaling model (Pkg: p303-318)
  Wu, Jianan, Bo, Wan
• 311-311. Comment on ‘‘Market segmentation for customer satisfaction studies {\it via\/} a new latent structure multidimensional scaling model’’ (Pkg: p303-318)
  Falkinburg, Donald F.
• 313-314. Comment on ‘‘Market segmentation for customer satisfaction studies {\it via\/} a new latent structure multidimensional scaling model’’ (Pkg: p303-318)
  Haaijer, Rinus, Rosbergen, Edward
• 315-315. Comment on ‘‘Market segmentation for customer satisfaction studies {\it via\/} a new latent structure multidimensional scaling model’’ (Pkg: p303-318)
  Hendrix, Philip E.
• 317-318. Reply to comments on ‘‘Market segmentation for customer satisfaction studies {\it via\/} a new latent structure multidimensional scaling model’’ (Pkg: p303-318)
  Wu, Jianan, Bo, Wan
• 319-323. Current issues and a ‘wish list’ for conjoint analysis (Pkg: p319-333)
  Bradlow, Eric T.
• 325-326. Comment on ``Current issues and a `wish list' for conjoint analysis''(Pkg: p319-333)
  Louviere, Jordan J.
• 327-328. Comment on ``Current issues and a ‘wish list’ for conjoint analysis'' (Pkg: p319-333)
  Magidson, Jay, Vermunt, Jeroen K.
• 329-330. Comment on ``Current issues and a ‘wish list’ for conjoint analysis'' (Pkg: p319-333)
  Orme, Bryan K.
• 331-332. Comment on ``Current issues and a ‘wish list’ for conjoint analysis'' (Pkg: p319-333)
  Swait, Joffre
• 333-333. Reply to comments on ``Current issues and a ‘wish list’ for conjoint analysis'' (Pkg: p319-333)
  Bradlow, Eric T.
• 335-343. Spatial models in marketing research and practice (Pkg: p335-350)
  Bronnenberg, Bart J.
• 345-346. Comment on ``Spatial models in marketing research and practice'' (Pkg: p335-350)
  Eagle, Thomas C.
• 347-348. Comment on ``Spatial models in marketing research and practice'' (Pkg: p335-350)
  Markowitz, Paul
• 349-350. Reply to comments on ``Spatial models in marketing research and practice'' (Pkg: p335-350)
  Bronnenberg, Bart J.
• 351-361. Advertising response models with managerial impact: An agenda for the future (Pkg: p351-366)
  Vakratsas, Demetrios
• 363-364. Comment on ``Advertising response models with managerial impact: An agenda for the future'' (Pkg: p351-366)
  Ambler, Tim
• 365-366. Reply to comments on ``Advertising response models with managerial impact: An agenda for the future'' (Pkg: p351-366)
  Vakratsas, Demetrios
• 367-378. The implementation challenge of pricing decision support systems for retail managers (Pkg: p367-381)
  Montgomery, Alan L.
• 379-381. Comment on ``The implementation challenge of pricing decision support systems for retail managers'' (Pkg: p367-381)
  Valentine, Suzanne N., Venkatraman, Krishna
• 383-392. Retail assortment, shelf and stockout management: Issues, interplay and future challenges (Pkg: p383-396)
  Campo, Katia, Gijsbrechts, Els
• 393-394. Comment on ``Retail assortment, shelf and stockout management: Issues, interplay and future challenges'' (Pkg: p383-396)
  Gianotten, Henk J.
• 395-396. Comment on ``Retail assortment, shelf and stockout management: Issues, interplay and future challenges'' (p383-396)
  Gros, Gilles
• 397-402. The proper interpretation of sales promotion effects: Supplement elasticities with absolute sales effects (Pkg: p397-408)
  van Heerde, Harald J.
• 403-404. Comment on ``The proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects'' (Pkg: p397-408)
  Foekens, Eijte W.
• 407-408. Reply to comments on ``The proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects'' (Pkg: p397-408)
  van Heerde, Harald J.
• 409-416. Measuring short- and long-run promotional effectiveness on scanner data using persistence modelling (Pkg: p409-422)
  Dekimpe, Marnik G., Hanssens, Dominique M., Nijs, Vincent R., Steenkamp, Jan-Benedict E. M.
• 417-419. Comment on ``Measuring short- and long-run promotional effectiveness on scanner data using persistence modeling'' (Pkg: p409-422)
  Kazmierczak, Jean-Bernard
• 421-422. Reply to comments on ``Measuring short- and long-run promotional effectiveness on scanner data using persistence modeling'' (Pkg: p409-422)
  Dekimpe, Marnik G., Nijs, Vincent R., Steenkamp, Jan-Benedict E. M.
• 423-434. Market response models and marketing practice (Pkg: p423-441)
  Hanssens, Dominique M., Leeflang, Peter S. H., Wittink, Dick R.
• 435-435. Comment on ``Market response models and marketing practice'' (Pkg: p423-441)
  Rademaker, Douwe
• 437-438. Comment on ``Market response models and marketing practice'' (Pkg: p423-441)
  Silva-Risso, Jorge
• 439-441. Reply to comments on ``Market response models and marketing practice'' (Pkg: p423-441)
  Hanssens, Dominique M., Leeflang, Peter S. H., Wittink, Dick R.
• 443-448. Lessons from the front line: Two key ways in which the internet has changed marketing forever (Pkg: p443-449)
  Dr\`eze, Xavier, Dr\‘eze, Xavier
• 449-449. Comment on ``Lessons from the front line: two key ways in which the internet has changed marketing forever'' (Pkg: p443-449)
  Kaye, Daniel B.
• 449-450. List of reviewers
  
• 45-53. A simple test of exponentiality against NWBUE family of life distributions
  Anis, M. Z., Mitra, M.
• 451-455. The effect of survey measurement on respondent behaviour (Pkg: p451-459)
  Morwitz, Vicki G.
• 457-459. Comment on ``The effect of survey measurement on respondent behaviour'' (Pkg: p451-459)
  Sorensen, Herbert C.
• 461-473. The value of simple models in new product forecasting and customer-base analysis (Pkg: p461-476)
  Fader, Peter S., Hardie, Bruce G. S.
• 475-476. Comment on ``The value of simple models in new product forecasting and customer-base analysis'' (Pkg: p461-476)
  Barns, D. Mitchell
• 483-498. Asymmetric extreme interdependence in emerging equity markets
  de Melo Mendes, Beatriz Vaz
• 499-508. Tail equivalence relationships for ruin probabilities in several risk models
  Hu, Feng, Yin, Chuancun, Zong, Zhaojun
• 509-524. NHPP models for categorized software defects
  Liu, Zhaohui, Ravishanker, Nalini, Ray, Bonnie K.
• 525-540. Ridge regression in two-parameter solution
  Lipovetsky, Stan, Conklin, W. Michael
• 541-560. Forecasting model with asymmetric market response and its application to pricing of consumer package goods
  Terui, Nobuhiko, Imano, Yuuki
• 55-82. Predictability and model selection in the context of ARCH models
  Degiannakis, Stavros, Xekalaki, Evdokia
• 561-562. Erratum: Future pricing through homogeneous semi-Markov processes
  Manca, Raimondo, Janssen, Jacques, Biase, Giuseppe Di
• 561-562. Correction to ``Future pricing through homogeneous semi-Markov processes'' (2005V21 p241-249)
  Di Biase, Giuseppe, Janssen, Jacques, Manca, Raimondo
• 83-94. Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process
  Gil-Alana, L. A.
• 97-109. Supervised classification and tunnel vision
  Hand, David J.
• -. Comment on spatial models in marketing research and practice
  Eagle, Thomas C.
• -. Rejoinder for spatial models in marketing research and practice
  Bronnenberg, Bart J.
• -. Advertising response models with managerial impact: an agenda for the future
  Vakratsas, Demetrios
• -. Comment on advertising response models with managerial impact: an agenda for the future
  Ambler, Tim
• -. Rejoinder for advertising response models with managerial impact: an agenda for the future
  Vakratsas, Demetrios
• -. The implementation challenge of pricing decision support systems for retail managers
  Montgomery, Alan L.
• -. Comment on the implementation challenge of pricing decision support systems for retail managers
  Venkatraman, Krishna, Valentine, Suzanne N.
• -. Retail assortment, shelf and stockout management: issues, interplay and future challenges
  Campo, Katia, Gijsbrechts, Els
• -. Comment on retail assortment, shelf and stockout management: issues, interplay and future challenges
  Gianotten, Henk J.
• -. The proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
  Heerde, Harald J. van
• -. Comment on the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
  Foekens, Eijte W.
• -. Rejoinder for the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
  Heerde, Harald J. van
• -. Measuring short- and long-run promotional effectiveness on scanner data using persistence modelling
  Steenkamp, Jan-Benedict E. M., Nijs, Vincent R., Hanssens, Dominique M., Dekimpe, Marnik G.
• -. Comment on measuring short- and long-run promotional effectiveness on scanner data using persistence modelling
  Kazmierczak, Jean-Bernard
• -. Rejoinder for measuring short- and long-run promotional effectiveness on scanner data using persistence modelling
  Steenkamp, Jan-Benedict E.M., Nijs, Vincent R., Hanssens, Dominique M., Dekimpe, Marnik G.
• -. Market response models and marketing practice
  Wittink, Dick R., Leeflang, Peter S. H., Hanssens, Dominique M.
• -. Comment on market response models and marketing practice
  Rademaker, Douwe
• -. Rejoinder for market response models and marketing practice
  Wittink, Dick R., Leeflang, Peter S. H., Hanssens, Dominique M.
• -. Lessons from the front line: two key ways in which the internet has changed marketing forever
  Drèze, Xavier
• -. Comment on lessons from the front line: two key ways in which the internet has changed marketing forever
  Kaye, Daniel B.
• -. The effect of survey measurement on respondent behaviour
  Morwitz, Vicki G.
• -. Comment on the effect of survey measurement on respondent behaviour
  Sorensen, Herbert C.
• -. The value of simple models in new product forecasting and customer-base analysis
  Hardie, Bruce G. S., Fader, Peter S.
• -. Comment on the value of simple models in new product forecasting and customer-base analysis
  Barns, D. Mitchell
• -. Biographies
  
• -. A tutorial on ν-support vector machines
  Schölkopf, Bernhard, Lin, Chih-Jen, Chen, Pai-Hsuen
• -. The diffusion of marketing science in the practitioners' community: opening the black box
  Franses, Philip Hans, Bemmaor, Albert C.
• -. Market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
  DeSarbo, Wayne S., Wu, Jianan
• -. Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
  Falkinburg, Donald F.
• -. Rejoinder for market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
  DeSarbo, Wayne S., Wu, Jianan
• -. Current issues and a ‘wish list’ for conjoint analysis
  Bradlow, Eric T.
• -. Comment on current issues and a ‘wish list’ for conjoint analysis
  Louviere, Jordan J.
• -. Rejoinder for current issues and a ‘wish list’ for conjoint analysis
  Bradlow, Eric T.
• -. Spatial models in marketing research and practice
  Bronnenberg, Bart J.