Now showing items 1-6 of 6

    • Customer Churn Analysis Among Product Groups and Packages in Telecommunication Sector 

      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 ...
    • Empirical distributions of daily equity index returns: A comparison 

      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 ...
    • Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? 

      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, ...
    • Gelir Yönetimi Metodlarının Türkiye Otelcilik Sektörüne Uygulanması 

      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 ...
    • Multiply reflected variance estimators for simulation 

      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 ...
    • Reflected variance estimators for simulation 

      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 ...