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On a method for mending time to failure distributions

Grottke, Michael; Trivedi, Kishor S. - 2004

Many software reliability growth models assume that the time to next failure may be infinite; i.e., there is a chance that no failure will occur at all. For most software products this is too good to be true even after the testing phase. Moreover, if a non-zero probability is assigned to an...

Persistent link: https://www.econbiz.de/10010299781

Das verschmähte Instrument der (Fernstraßen- oder City‑) Maut

Sieg, Gernot - In: List Forum für Wirtschafts- und Finanzpolitik 46 (2020) 2, pp. 213-225

Seit langem werden von Ökonomen Straßenbenutzungsgebühren als Instrument gegen Verkehrsstaus empfohlen. In der Praxis gibt es jedoch nur wenige Anwendungen. In diesem Artikel werden die unterschiedliche Stautechnologien und die jeweils adäquate Maut identifiziert. Widerstände, die einer...

Persistent link: https://www.econbiz.de/10014504060

Evaluating the performance of islamic banks using a modified monti-klein model

Sumarti, Novriana; Andirasdini, Indah G.; Ghaida, Nidya I. - In: Journal of Risk and Financial Management 13 (2020) 3, pp. 1-21

The development of Islamic banking continues to increase in many Muslim (majority) countries. Substituting interest with profit shares in the assets of a given Islamic bank as one of the bases of operation has many interesting implications, one of which is the need for more involved risk and...

Persistent link: https://www.econbiz.de/10012611278

A generalized fractional time series model

Gil-Alaña, Luis A. - 2000

We propose in this article a general time series model, whose components are modelled in terms of fractionally integrated processes. This specification allows us to consider the trend, the seasonal and the cyclical components as stochastic processes, including the unit root models as particular...

Persistent link: https://www.econbiz.de/10010310175

Lee-Carter and the macroeconomy

Hanewald, Katja - 2009

Using data for six OECD countries, this paper studies the effect of macroeconomic conditions on the mortality index kt in the well-known Lee-Carter model. Significant correlations are found with real GDP growth rates in Australia, Canada, and the United States, and with unemployment rate changes...

Persistent link: https://www.econbiz.de/10010265670

Using wavelets for time series forecasting: Does it pay off?

Schlüter, Stephan; Deuschle, Carola - 2010

forecasting horizon we either favour a denoising step plus an ARIMA forecast or an multiscale wavelet decomposition plus an ARIMA …

Persistent link: https://www.econbiz.de/10010300727

Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS

Diks, Cees; van der Weide, Roy - 2003

explicit nature of the dynamics of the CBS we show that the introduction of herding modifies the random walk to an ARIMA($0 …

Persistent link: https://www.econbiz.de/10010324793

Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2017

Call centers' managers are interested in obtaining accurate forecasts of call arrivals because these are a key input in staffing and scheduling decisions. Therefore their ability to achieve an optimal balance between service quality and operating costs ultimately hinges on forecast accuracy. We...

Persistent link: https://www.econbiz.de/10011662416

Forecasting USDTRY rate by ARIMA method

Yıldıran, Cenk Ufuk; Fettahoæglu, Abdurrahman - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-11

This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 … forecast using ARIMA method generate static models, and none of them conduct multi-step prediction or out of sample fit. The …-term ARIMAs in predicting accuracy. Specifically, for the short-term ARIMAs appropriate specification is raised as ARIMA (2 …

Persistent link: https://www.econbiz.de/10011988758

Comparative Analyses of Fertility Evolution in Iasi County

Amariei, Ana-Maria - In: CES Working Papers 7 (2015) 2, pp. 224-231

Iasi County has seen, in the last twenty-three years, a decline of the general fertility rate both in the urban region and in the rural region which leads to a decrease in the number of inhabitants and the aging of the population. The purpose of this study is to compare the trend of the general...

Persistent link: https://www.econbiz.de/10012017203