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Modified median polish kriging and its application to the Wolfcamp-Aquifer data

Berke, Olaf - 2000

In geostatistics, spatial data will be analysed that often come from irregularly distributed sampling locations …

Persistent link: https://www.econbiz.de/10009781511

Optimal spatiotemporal prediction of karstwater levels

Berke, Olaf - 1999

In many fields of applied statistics samples from several locations in an investigation area are taken repeatedly over time. Especially in environmental monitoring the chemical and physical conditions in water, air and soil are measured using fixed and possibly mobile monitoring stations. The...

Persistent link: https://www.econbiz.de/10009793268

Filtering the noise from time series and spatial data

Berke, Olaf - 1998

Noisy observations form the basis for almost every scientific research and especially in environmental monitoring. The Noise is often an effect of imprecise instruments which cause measurement errors. If the noise variance is known it is possible to filter out the contaminating noise from the...

Persistent link: https://www.econbiz.de/10010467710

Copula methods for forecasting multivariate time series

Patton, Andrew J. - 2013

Persistent link: https://www.econbiz.de/10011507033

Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012116125

Realized semicovariances : looking for signs of direction inside the covariance matrix

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - 2017 - This version: September 5, 2017

We propose a new decomposition of the realized covariance matrix into components based on the signs of the underlying … forecasts may be significantly improved by using the realized semicovariance matrices to ``look inside'' the realized covariance …

Persistent link: https://www.econbiz.de/10012116691

Dynamic copula models and high frequency data

De Lira Salvatierra, Irving Arturo; Patton, Andrew J. - In: Journal of empirical finance 30 (2015), pp. 120-135

Persistent link: https://www.econbiz.de/10011489292

Copula-based models for financial time series

Patton, Andrew J. - In: Handbook of financial time series, (pp. 767-785). 2009

Persistent link: https://www.econbiz.de/10003834225

Evaluating volatility and correlation forecasts

Patton, Andrew J.; Sheppard, Kevin - In: Handbook of financial time series, (pp. 801-838). 2009

Persistent link: https://www.econbiz.de/10003834236

Dynamic factor copula models with estimated cluster assignments

Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: 21 January 2021

Persistent link: https://www.econbiz.de/10012608826