We develop and evaluate a semiparametric method to estimate the mean-value function of a nonhomogeneous Poisson process (NHPP) using one or more process realizations observed over...
Robert C. Byrd Hardwood Technology Center R.R. 2, Box 556 Princeton, WV 24740, U.S.A. Lumber processing simulation allows the user an opportunity to examine ways to best utilize t...
The estimation of the impact on performance in business process (BP) by introducing an information system (IS) is an important practical problem in investment appraisal. This pape...
Parallel discrete event simulation (PDES) decreases a simulation's runtime by splitting the simulation's work between multiple processors. Many users avoid PDES because ...
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...