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Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso - 2015
Persistent link: https://www.econbiz.de/10011387619
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Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano; Proietti, Tommaso - 2011
Persistent link: https://www.econbiz.de/10009006817
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The exponential model for the spectrum of a time series : extensions and applications
Proietti, Tommaso; Luati, Alessandra - 2013
Persistent link: https://www.econbiz.de/10010195675
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Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna; Proietti, Tommaso - 2014
Persistent link: https://www.econbiz.de/10010388026
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Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso; Grassi, Stefano - 2011
Persistent link: https://www.econbiz.de/10008841795
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Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso; Grassi, Stefano - 2011
Persistent link: https://www.econbiz.de/10009272103
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On the selection of common factors for macroeconomic forecasting
Giovannelli, Alessandro; Proietti, Tommaso - 2014
Persistent link: https://www.econbiz.de/10010438076
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A generalized exponential time series regression model for electricity prices
Haldrup, Niels; Knapik, O.; Proietti, Tommaso - 2016
Persistent link: https://www.econbiz.de/10011447820
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Seasonal changes in Central England temperatures
Proietti, Tommaso; Hillebrand, Eric - 2015
Persistent link: https://www.econbiz.de/10010529441
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Generalised partial autocorrelations and the mutual information between past and future
Proietti, Tommaso; Luati, Alessandra - 2015
Persistent link: https://www.econbiz.de/10010529449