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Fitting autoregressive trend stationary models with finite samples
Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001428413
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Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Guermat, Cherif; Harris, Richard D. F. - In: International journal of forecasting 18 (2002) 3, pp. 409-419
Persistent link: https://www.econbiz.de/10001690084
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An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - In: International journal of forecasting 24 (2008) 4, pp. 566-587
Persistent link: https://www.econbiz.de/10003808308
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Data transforms with exponential smoothing methods of forecasting
Beaumont, Adrian N. - In: International journal of forecasting 30 (2014) 4, pp. 918-927
Persistent link: https://www.econbiz.de/10010517778
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Forecasting compositional time series : a state space approach
Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - In: International journal of forecasting 33 (2017) 2, pp. 502-512
Persistent link: https://www.econbiz.de/10011922922
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Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221303
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Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan; Wel, Michel van der - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
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Penalized maximum likelihood estimation of logit-based early warning systems
Pigini, Claudia - In: International journal of forecasting 37 (2021) 3, pp. 1156-1172
Persistent link: https://www.econbiz.de/10012794834
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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
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Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg; Nystrup, Peter; Madsen, Henrik - In: International journal of forecasting 40 (2024) 2, pp. 515-531
Persistent link: https://www.econbiz.de/10014547174