Applied Stochastic Models in Business and Industry

Article	Citations
Discussion of: Specifying prior distributions in reliability applications	65
Issue Information	29
A dam management problem with energy production as an optimal switching problem	21
Optimal shock‐based maintenance policy for a system in a dynamic environment	19
Some statistical challenges in automated driving systems	14
Next Generation Models for Subsequent Sports Injuries	13
A multiperiod model of an emissions trading system	12
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	12
Issue Information	11
Gompertz zero‐inflated cure rate regression models applied to credit risk data	10
Spectral density estimation for random processes with stationary increments	10
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	9
Some statistical challenges in automated driving systems	8
A Class of Shock Models for a System That is Equipped With a Protection Block With an Application to Wind Turbine Reliability	8
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	8
An Approach to Explore Consumer Behavior Patterns in Retail Markets Using Market Basket Analysis	8
Discussion of Specifying prior distributions in reliability applications	8
Issue Information	7
On the Prediction of Risky Asset Market Based on a Long Memory Model	7
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	6
Preventive maintenance for coherent systems considering postponed replacement	6
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	6
Degradation modeling and remaining useful lifetime prediction based on functional variance process	6
New approach and analysis of the generalized constant elasticity of variance model	6
Optimisation of nuclear reactor primary coolant design and maintenance parameters	6

The Markov discrete time δ‐shock reliability model and a waiting time problem	5
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	5
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	5
Extreme shock model with change point based on the Poisson process of shocks	5
Bayesian analysis of Markov modulated queues with abandonment	5
Discussion of specifying prior distributions in reliability applications	5
A stochastic model for evaluating the peaks of commodities' returns	5
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	5
The effect of cutting interest rates on corporate investments: A real options model	5
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	5
Automobile insurance claim occurrence prediction model based on ensemble learning	5
Discussing Cascading Failures: The Bursting Point Processes Approach	5
Forecasting Inflation From Disaggregated Data	5
The Analysis of Association Rules: Sensitivity Analysis	5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	5
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	5
An Order Statistics Perspective for System Reliability	4
Start Over After Pre‐Empt (SOAP) Protocol	4
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	4
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	4
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	4
Multi‐Objective Redundancy Allocation Problem for Systems With Weighted k$$ k $$‐Out‐of‐n$$ n $$ Subsystems Formed by Different Types of Multistate Components	4
Simple Thoughts About Applied Statistics in the Age of Data Science and Artificial Intelligence	4
Functional Data Regression on Distribution‐Valued Data via Logarithm Derivative Quantile Transformation	4
Pareto Optimal Proxy Metrics	4
Pricing Basket Spread Option Under the Correlated Skew Brownian Motions	4
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Assessing the Impact on Sales of Competing Nearby Supermarkets	4
Multi‐Regional Diffusion Modes of Emerging Technologies: Modeling and Simulation Under Technological Learning Uncertainty	4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	4
Discussion of ‘Specifying prior distributions in reliability applications’	4
Probabilistic and statistical methods in commodity risk management	4
Reliability Inference in GLFP Models Based on EM Algorithm With Related Application	3
On a buffered threshold autoregressive stochastic volatility model	3
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	3
Erratum to “An improved Hotelling's T 2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	3
A Proposal of Smooth Interpolation to Optimal Transport for Restoring Biased Data for Algorithmic Fairness	3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	3
Modeling flight delays by an intensity‐based Hawkes process	3
Credibility Theory Under the Least Squared Relative Loss Function	3
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems	3
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	3
Copula‐Based Pairs Trading on Brazilian Stock Exchange Equities	3
Demand for live betting: An analysis using state‐space models	3
Issue Information	3
Hedging temperature risk with CDD and HDD temperature futures	3
Discussion of signature‐based models of preventive maintenance	3
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	3
Issue Information	3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	3

Discussion of Bayesian forecasting of business revenue	3
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	2
Discussion of signature‐based models of preventive maintenance	2
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	2
Discussion of Next Generation Models for Subsequent Sports Injuries by Wu Et Al.	2
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Effective use of screening experiments: Some practical experiences	2
A Leptokurtic‐Form Birnbaum‐Saunders Distribution With Applications to Finance	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
A review of Bayesian dynamic forecasting models: Applications in marketing	2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	2
A Multivariate Permutation Cluster Validity Test	2
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	2
Foreword to the Special Issue on “Data Science in Process Industries”	2
On relevation transform involved with statistical dependence between two component lifetimes	2
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association	2
Nonparametric significance tests for imperfect repair	2
Asymptotic analysis of the Heston model and its statistical and financial applications	2
Discussion of “Some statistical challenges in automated driving systems”	2
Explainable Fairness and Propensity Score Matching	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
Regime recovery using implied volatility in Markov modulated market model	2
Preface to the special issue on degradation and maintenance, modelling and analysis	2
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Flexible Bayesian reliability demonstration testing	2
A new extended δ‐shock model with the consideration of shock magnitude	2
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	2
Issue Information	2
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Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Evaluating Uncertainties in Health Economic Models: A Review and Guide	2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine	2
Unsupervised tail modeling via noisy cross‐entropy minimization	2
An EM‐based likelihood inference for degradation data analysis using gamma process	2
Inference on Common Intraday Periodicity at High Frequencies With Jumps	1
Discussion of signature‐based models of preventive maintenance	1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
No‐Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset	1
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Three‐Way Data Analysis With Explainable Tucker3 Clustering (XT3Clus)	1
Stochastic Ordering Results Between Two Finite α‐Mixture Models With Resilience‐Scaled Components	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
IIoT and Digital Twin: A Systematic Literature Review and Looking Beyond the State	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Issue Information	1
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	1
Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance	1
Explainable Artificial Intelligence Through the Lens of Bibliometric Citation Analysis	1
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Directional False Discovery Rate Control in Large‐Scale Multiple Testing Under Data Dependence	1
Issue Information	1
Discussion of specifying prior distributions in reliability applications	1
Information‐Driven Modeling of Energy Markets: An Unbalanced Wasserstein Barycenter Approach	1
Linkage vector autoregressive model	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
Xi–Lorenz eXplainable Artificial Intelligence	1
Foreword to the Special Issue on Data Science in Business and Industry	1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
Issue Information	1
Health Prognostics in Multi‐Sensor Systems Based on Multivariate Functional Data Analysis	1
RETRACTION : Smart Contract for Electricity Transactions and Charge Settlements Using Blockchain	1
Reliability of a System Subjected to a Cumulative Shock Model With a Change Point	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
The Modeling of Cyber Risk Insurance by Hawkes Processes With Loss Covariate	1
Discussion of “Specifying prior distributions in reliability applications”	1
Specifying prior distributions in reliability applications	1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options	1
A general framework for optimal stopping problems with two risk factors and real option applications	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
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On the multiattempt minimal repair and the corresponding counting process	1
Comparing Risks for Binomial Reliability Assurance Test Planning	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1

Framework for Cyber Risk Loss Distribution of Client‐Server Networks: A Bond Percolation Model and Industry Specific Case Studies	1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
Bayesian Hierarchical Modeling of Noisy Gamma Processes: Formulation and Extensions for Unit‐To‐Unit Variability	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	1
Resale regulations in online marketplaces during the COVID‐19 pandemic	1
Kernel Principal Component Analysis for Uncertain Data Objects and Its Application in Classification	1
New tests for trend in time censored recurrent event data	1
Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Conformal Prediction Inference in Regularized Insurance Models	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Issue Information	1
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion	1
Forecasting Gold Returns Volatility Over 1258–2023: The Role of Moments	1
Model Averaging for Estimating Treatment Effects With Binary Responses	1
Deep partial least squares for instrumental variable regression	1
Joint Tail Probability of Renewal Models of Dependent Heavy‐Tailed Random Variables With Applications to Systemic Risk Measures	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
Estimation and Prediction for the Bounded Transformed Gamma Process: A Bayesian Approach	1
Topic‐Sentiment Hybrid Networks for Explainable Document Clustering: A Probabilistic Multi‐Dimensional Similarity Analysis	0
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	0
Redundancy Allocation Problem in k‐Out‐Of‐n Systems With Dependent and Heterogeneous Components	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
Causal Forests for Discovering Diagnostic Language in Electronic Health Records	0
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Issue Information	0
Soft‐Clipping Autoregressive Models for Ordinal Time Series	0
Issue Information	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
A Bayesian record linkage model incorporating relational data	0
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
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Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Negative Probability	0
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Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance	0
Issue Information	0
Deep learning models for inflation forecasting	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
Control Charts for Detecting Linear Drifts in Multivariate Process Mean and Covariance Matrix	0
Discussion of signature‐based models of preventive maintenance	0
The GARCH Model Driven by Fractional Brownian Motion	0
Joint Probability Functions for Scenarios Arising From Multi‐State Series and Multi‐State Parallel Systems	0
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0
Issue Information	0
Issue Information	0
Scalable Inference via Averaged Robbins‐Monro Bootstrap	0
A Comprehensive Framework for Statistical Inference in Measurement System Assessment Studies	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
Issue Information	0
Explainable Remaining Useful Life Prediction Using Interpretable Divisive Feature Clustering	0
Deep generative models for vehicle speed trajectories	0
An enriched mixture model for functional clustering	0
Issue Information	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Foreword Special Issue on Trustworthy Data Science	0
Swing option pricing consistent with futures smiles	0
Bootstrapping through discrete convolutional methods	0
Optimal Transport Autoregression to Forecast High‐Frequency Financial Data Distributions	0
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
Issue Information	0
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility	0
Using Multiple Regression Models and Methods to Estimate Fatigue‐Life Distributions and Construct Constant‐Life Diagrams	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
Firms' profitability and ESG score: A machine learning approach	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Issue Information	0
A real‐time monitoring approach for bivariate event data	0
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
How Well Do Ratings Reflect Sentiment? Evidence From a Large Italian Review Corpus	0
Probability and Fuzzy Working in Concert—Honoring the Reliability Contributions of Nozer D. Singpurwalla	0
Estimation with extended sequential order statistics: A link function approach	0
Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Inference for Simple Step Stress Accelerated Life Test Model Under Progressively Censored Gompertz Data	0
Applied Statistics in the Era of Artificial Intelligence: A Review and Vision	0
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A new look at the Birnbaum–Saunders regression model	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
Gambits: Theory and evidence	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
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A model for stochastic dependence implied by failures among deteriorating components	0