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Browsing İktisadi ve İdari Bilimler Fakültesi / Faculty of Economics and Administrative Sciences by Author "Meterelliyoz, Melike"

Browsing İktisadi ve İdari Bilimler Fakültesi / Faculty of Economics and Administrative Sciences by Author "Meterelliyoz, Melike"

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  • Meterelliyoz, Melike; Tufan, Erhan (Bilgesel Yayıncılık San & Tic Ltd, 2014)
    This study determines the customer churn among the product groups and packages; specifies the major factors that cause the churn and also makes some suggestions by analysing a telecommunication firm's data. Discrete choice ...
  • Corlu, Canan G.; Meterelliyoz, Melike; Tinic, Murat (Pergamon-Elsevier Science Ltd, 2016)
    The normality assumption concerning the distribution of equity returns has long been challenged both empirically and theoretically. Alternative distributions have been proposed to better capture the characteristics of ...
  • Corlu, Canan G.; Meterelliyoz, Melike (Taylor & Francis Inc, 2016)
    Generalized lambda distribution (GLD) is a flexible distribution that can represent a wide variety of distributional shapes. This property of the GLD has made it very popular in simulation input modeling in recent years, ...
  • Meterelliyoz, Melike; Tan, Aygül (Gazi Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2014-12)
    Bu çalışmada Türkiye otel sektöründe hizmet veren bir firmanın verilerinden faydalanılarak otelcilik sektöründe kapasite kontrol yöntemleri üzerinde durulmuştur. Modelleme tekniği olarak, bu alanda daha önce yapılan ...
  • Dingeç, Kemal Dinçer; Alexopoulos, Christos; Goldsman, David; Meterelliyoz, Melike; Wilson, James R. (IEEE, 2018)
    In a previous article, we studied a then-new class of standardized time series (STS) estimators for the asymptotic variance parameter of a stationary simulation output process. Those estimators invoke the well-known ...
  • Meterelliyoz, Melike; Alexopoulos, Christos; Goldsman, David; Aktaran-Kalayci, Tuba (Taylor & Francis Inc, 2015)
    We propose a new class of estimators for the asymptotic variance parameter of a stationary simulation output process. The estimators are based on Standardized Time Series (STS) functionals that converge to Brownian bridges ...