Within the framework of transitive sufficient processes we investigate identifiability properties of unknown parameters. In particular we consider unbiased parameter estimators, which are shown to be closely connected to time reversal and to reverse martingales. One of the main results is that,...

Alignment between business strategy and information strategy has been focused on for several years with research suggesting different explanations to how this alignment influences a firm's performance. This article presents results from an investigation of firms in Slovenia about how business...

Enterprise resource planning (ERP) post-adoption stages (use and value) and small and medium enterprises (SME) are of high interest among both academics and practitioners. Grounded in the diffusion of innovation theory to explain ERP use and resource-based view theory to explain ERP value the...

Supply chain design and operational decisions may impact the energy needed to keep the products flowing through to the customers. It is a challenge to determine the energy consumption and even more challenging to understand the impact of design and operational decisions on the energy consumption...

We study prediction problems for models where the underlying probability measure is not known. These problems are intimately connected with time reversal of Markov processes, and optimal predictors are shown to be characterized by being reverse martingales. For a class of diffusions we give a...

Within the framework of transitive sufficient processes we investigate identifiability properties of unknown parameters. In particular we consider unbiased parameter estimators, which are shown to be closely connected to time reversal and to reverse martingales. One of the main results is that,...

We prove a theorem of de Finetti-type involving the pure birth of Yule process. The proof illustrates the usefulness of recently developed weak convergence criteria for point processes as well as uniform saddlepoint approximations. We also derive a stochastic intensity for the conditional...

We give a simple proof of the scalar central limit theorem for point process martingales. The proof is based on a result of Guiasu concerning random time changes. A condition of 'Lyapunov type' is given.