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A stochastic programming model with endogenous and exogenous uncertainty for reliable network design under random disruption
Bhuiyan, Tanveer Hossain; Medal, Hugh R.; Harun, Sarah - In: European journal of operational research : EJOR 285 (2020) 2, pp. 670-694
Persistent link: https://www.econbiz.de/10012239648
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Data-driven prediction for volatile processes based on real option theories
AlShelahi, Abdullah; Wang, Jingxing; You, Mingdi; Byon, … - In: International journal of production economics 226 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012294651
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A stochastic programming model with endogenous uncertainty for incentivizing fuel reduction treatment under uncertain landowner behavior
Bhuiyan, Tanveer Hossain; Moseley, Maxwell C.; Medal, … - In: European journal of operational research : EJOR 277 (2019) 2, pp. 699-718
Persistent link: https://www.econbiz.de/10012022120
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The density control chart : a general approach for constructing a single chart for simultaneously monitoring multiple parameters
Chen, Hung-chia; Yeh, Arthur B.; Yen, Chia-ling; Chen, … - In: International journal of production research 50 (2012) 14, pp. 3904-3919
Persistent link: https://www.econbiz.de/10009620510
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Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
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Minimax optimal procedures for testing the structure of multidimensional functions
Aston, John; Autin, F.; Claeskens, G.; Freyermuth, J-M.; … - 2017
Persistent link: https://www.econbiz.de/10011674178
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826504
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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.; Deadman, Derek F.; Clark, F. - 1997
Persistent link: https://www.econbiz.de/10000654971