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  • Search: subject:"Functional data Analysis"
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Year of publication
Subject
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Functional data analysis 86 functional data analysis 50 Theorie 36 Theory 36 Forecasting model 25 Prognoseverfahren 25 Time series analysis 16 Functional Data Analysis 15 Zeitreihenanalyse 15 Estimation theory 14 Schätztheorie 14 Volatility 13 Volatilität 13 Nonparametric statistics 12 Estimation 11 Schätzung 11 Nichtparametrisches Verfahren 10 Principal component analysis 7 Welt 7 World 7 Yield curve 7 Zinsstruktur 7 Aktienmarkt 6 Hauptkomponentenanalyse 6 Multivariate Analyse 6 Multivariate analysis 6 Stock market 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Börsenkurs 5 China 5 Close-to-open gap forecasting 5 Cluster analysis 5 Electricity 5 Elektrizität 5 Energiekonsum 5 Energy consumption 5 Functional principal component analysis 5 International stock markets 5 Share price 5
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Online availability
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Undetermined 85 Free 62 CC license 5
Type of publication
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Article 112 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 59 Aufsatz in Zeitschrift 59 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Thesis 6 Article 5 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Lehrbuch 1 Statistik 1 Textbook 1
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Language
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English 101 Undetermined 59 German 1
Author
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Kokoszka, Piotr 5 Liu, Zhenya 5 Das, Sonali 4 Gallón, Santiago 4 Gatarek, Lukasz T. 4 Rhoden, Imke 4 Voit, Ann-Katrin 4 Weller, Daniel 4 Cummins, Mark 3 Diks, Cees G.H. 3 Galeano, Pedro 3 Gooijer, Jan G. de 3 Gupta, Rangan 3 Härdle, Wolfgang 3 Härdle, Wolfgang Karl 3 Kearney, Fearghal 3 Kneip, Alois 3 Maennig, Wolfgang 3 Mangisa, Siphumlile 3 Mueller, Steffen Q. 3 Murphy, Finbarr 3 Romo, Juan 3 Shang, Han Lin 3 Vantini, Simone 3 Vieu, Philippe 3 Wang, Shixuan 3 Aguilera, Ana 2 Benko, Michal 2 Boubaker, Sabri 2 Burdejova, Petra 2 Carey, Michelle 2 Carroll, Raymond J. 2 Cañón, Carlos Iván 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 2 Fagiolo, Giorgio 2 Gath, Eugene G. 2
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 4 Department of Econometrics and Business Statistics, Monash Business School 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centro Ricerche Nord Sud (CRENoS) 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 EconWPA 1 IGI Global 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
Computational Statistics & Data Analysis 8 Computational Statistics 6 Journal of Multivariate Analysis 4 Statistics and Econometrics Working Papers 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 International journal of forecasting 3 Monash Econometrics and Business Statistics Working Papers 3 Psychometrika 3 SFB 649 Discussion Paper 3 Statistics & Probability Letters 3 Working papers 3 AStA Advances in Statistical Analysis 2 Advances in Data Analysis and Classification 2 Applied economics 2 Energy economics 2 European journal of operational research : EJOR 2 Journal of Classification 2 Journal of forecasting 2 Journal of time series econometrics 2 Marketing science 2 Metrika 2 Quantitative finance 2 Research in international business and finance 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Statistics & Risk Modeling 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Tinbergen Institute Discussion Papers 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Computational and mathematical organization theory 1 Computational economics 1 Computing in Economics and Finance 2005 1 Demographic Research 1 Department of Economics working paper series 1 Discussion paper / Tinbergen Institute 1 ECARES working paper 1 ERF working papers series : working paper 1
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Source
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ECONIS (ZBW) 77 RePEc 62 EconStor 13 BASE 7 Other ZBW resources 2
Showing 21 - 30 of 161
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On quantitative stability in infinite-dimensional optimization under uncertainty
Hoffhues, M.; Römisch, W.; Surowiec, T. M. - In: Optimization Letters 15 (2021) 8, pp. 2733-2756
PDE-constrained optimization as well as functional data analysis. For this class of problems, we provide both qualitative …
Persistent link: https://www.econbiz.de/10014501320
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Heterogeneous consumer preferences for product quality and uncertainty
Maennig, Wolfgang; Mueller, Steffen Q. - 2021
We provide evidence for heterogeneous consumer preferences for product quality and game outcome uncertainty (GOU) in Major League Baseball. Using attendance data from 2013 to 2019, we explore functional data clustering techniques to detect common patterns in predictive margins of team-specific...
Persistent link: https://www.econbiz.de/10012794512
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Spatio-temporal dynamics of European innovation: An exploratory approach via multivariate functional data cluster analysis
Rhoden, Imke; Weller, Daniel; Voit, Ann-Katrin - 2021
We apply a functional data approach for mixture model-based multivariate innovation clustering to identify different regional innovation portfolios in Europe. Innovation concentration is considered as pattern of specialization among innovation types. We examine patent registration data and...
Persistent link: https://www.econbiz.de/10012797216
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A semiparametric model for bond pricing with life cycle fundamental
Cai, Zongwu; Chen, Jiazi; Niu, Linlin - 2021
Persistent link: https://www.econbiz.de/10012425388
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Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago; Barrientos, Jorge Hugo - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
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Spatio-temporal dynamics of European innovation : an exploratory approach via multivariate functional data cluster analysis
Rhoden, Imke; Weller, Daniel; Voit, Ann-Katrin - 2021
We apply a functional data approach for mixture model-based multivariate innovation clustering to identify different regional innovation portfolios in Europe. Innovation concentration is considered as pattern of specialization among innovation types. We examine patent registration data and...
Persistent link: https://www.econbiz.de/10012792485
Saved in:
Cover Image
Heterogeneous consumer preferences for product quality and uncertainty
Maennig, Wolfgang; Mueller, Steffen Q. - 2021
We provide evidence for heterogeneous consumer preferences for product quality and game outcome uncertainty (GOU) in Major League Baseball. Using attendance data from 2013 to 2019, we explore functional data clustering techniques to detect common patterns in predictive margins of team-specific...
Persistent link: https://www.econbiz.de/10012794169
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Functional data analysis for Brazilian term structure of interest rate
Vaz, Lucélia; Raad, Rodrigo Jardim - 2021
Persistent link: https://www.econbiz.de/10013207456
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Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China
Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559
Persistent link: https://www.econbiz.de/10014382734
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Game outcome uncertainty revisited : a clustering analysis of team-specific game attendance predictions
Maennig, Wolfgang; Mueller, Steffen Q. - In: Applied economics 55 (2023) 30, pp. 3487-3497
Persistent link: https://www.econbiz.de/10014299166
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