21 citations · 43 across the 14 of their papers we have counts for
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math.PR2017★ 1 cited
Approximation of Sojourn Times of Gaussian Processes
Krzysztof Dȩbicki, Enkelejd Hashorva, Xiaofan Peng +1
We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes , in both continuous- and discrete-time framework. All results o…
stat.AP2017
The impact of stochastic lead times on the bullwhip effect under correlated demand and moving average forecasts
Zbigniew Michna, Stephen M. Disney, Peter Nielsen
We quantify the bullwhip effect (which measures how the variance in replenishment orders is amplified as the orders move up the supply chain) when random demands and random lead ti…