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subject:"Deutschland"
subject:"Forecasting model"
~person:"Sbrana, Giacomo"
~person:"Sekhposyan, Tatevik"
~person:"Taylor, James W."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
17
Schätztheorie
17
Prognoseverfahren
14
Estimation
5
Time series analysis
5
Zeitreihenanalyse
5
Forecasting
4
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2
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2
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2
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2
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1
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14
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Sbrana, Giacomo
Sekhposyan, Tatevik
Taylor, James W.
Kumar, Dilip
10
Lütkepohl, Helmut
8
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Teräsvirta, Timo
6
Baillie, Richard
5
Fosten, Jack
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Rossi, Barbara
5
Tu, Yundong
5
Ullah, Aman
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Zhang, Xinyu
5
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Harvey, David I.
4
Hendry, David F.
4
Hoffman, Dennis L.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Nolte, Ingmar
4
Phillips, Peter C. B.
4
Rasche, Robert H.
4
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International journal of forecasting
6
International journal of production economics
2
Journal of econometrics
2
European journal of operational research : EJOR
1
Journal of forecasting
1
Journal of the Operational Research Society
1
Omega : the international journal of management science
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ECONIS (ZBW)
14
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1
Random coefficient state-space model : estimation and performance in M3-M4 competitions
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 352-366
Persistent link: https://www.econbiz.de/10013347811
Saved in:
2
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
3
High-dimensional Holt-Winters trend model : fast estimation and prediction
Sbrana, Giacomo
- In:
Journal of the Operational Research Society
72
(
2021
)
3
,
pp. 701-713
Persistent link: https://www.econbiz.de/10012500983
Saved in:
4
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
5
Forecasting with the damped trend model using the structural approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
226
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012294776
Saved in:
6
Random switching exponential smoothing : a new estimation approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
211
(
2019
),
pp. 211-220
Persistent link: https://www.econbiz.de/10012013955
Saved in:
7
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 638-657
Persistent link: https://www.econbiz.de/10012149374
Saved in:
8
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
9
Forecasting electricity smart meter data using conditional kernel density estimation
Arora, Siddarth
;
Taylor, James W.
- In:
Omega : the international journal of management science
59
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011439737
Saved in:
10
Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 991-1004
Persistent link: https://www.econbiz.de/10011621973
Saved in:
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