Faculty and Research
Quick Index: For Prospective Students | Curriculum | Research | Faculty | Ph.D. Program & Doctoral Candidates | Selected Working Papers | Statistical Internet Resources | The Community | Other Home Pages | |
Tenure-Track Faculty | ||
Sergio Koreisha |
Yue Fang |
Larry Richards |
Jay Jayaram |
Ken Petersen | |
Instructors & Part-Time Faculty | ||
Ken Ramsing |
Cathy Barnes |
Bill Daley |
Koreisha, S. and Y. Fang, (1999). "The Impact of Measurement Errors on ARMA Prediction," Journal of Forecasting, Vol. 18, No. 2, 95-110.
Fang, Y., (forthcoming). "Decades of Daily Data versus One Week Data with Ultra-high Frequency: A note on estimating expected rate of return and volatility," Applied Economics Letters.
Fang, Y. and J. Zhang, (forthcoming). "Performance of Control Charts for Autoregressive Conditional Heteroscedatic Processes," Journal of Applied Statistics, forthcoming.
Fang, Y. (forthcoming). "Seasonality in Foreign Exchange Volatility," Applied Economics.
Jayaram, J., Droge, C., and Vickery, S.K., (forthcoming). "The Impact of Human Resource Management Practices on Manufacturing Performance." Journal of Operations Management.
Handfield, R.B., Jayaram, J., and Ghosh, S. (1999). An Empirical Examination of Quality Tool Deployment Patterns and their Impact on Performance." International Journal of Production Research.
Droge, C., Jayaram, J. and Vickery, S.K., (forthcoming), The Timing of New Product Development and Introduction: An Examination of Antecedent Factors in the North American Automobile Supplier Industry. Journal of Product Innovation Management.
Jayaram, J. and Vickery, S.K., (1999). "An Empirical Study of Time-Based Competition in the Automotive Supplier Industry," International Journal of Operations & Production Management.
Koreisha
, S. & Pukkila, T. (forthcoming) "Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in ARIMA Models," (forthcoming). Communications in Statistics: Simulation & Computation.Koreisha, S. & Pukkila, T. (1999). "The Selection of the Order and Identification of Nonzero Elements in the Polynomial Matrices of Vector Autoregressive Processes," (1999). Journal of Statistical Computation and Simulation.
Koreisha, S. & Fang, Y. (1999). "The Impact of Measurement Errors on Prediction of ARMA Models," Journal of Forecasting.
Koreisha, S. & Pukkila, T. (1999). "A Unified Methodology for Constructing Multivariate Autoregressive Models," in Multivariate, Design and Sampling , edited by S. Ghosh; Marcel Dekker, Inc., New York.
Petersen, K., G. Ragatz and R. Handfield, (forthcoming). "Benefits Associated with Supplier Integration into New Product Development Under Conditions of Technology Uncertainty," Journal of Business Research
Petersen, K., Frayer, D. & Scannell, T. (forthcoming). "An Empirical Investigation of Global Sourcing Strategy Effectiveness," International Journal of Purchasing and Materials Management .