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Multifold predictive validation in ARMAX time series models
Peña, Daniel; Sánchez, Ismael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 135-146
Persistent link: https://www.econbiz.de/10002703157
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Efficient forecasting in nearly non-stationary processes
Sánchez, Ismael - In: Journal of forecasting 21 (2002) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001650444
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Short-term prediction of wind energy production
Sánchez, Ismael - In: International journal of forecasting 22 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003283946
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Adaptive combination of forecasts with application to wind energy
Sánchez, Ismael - In: International journal of forecasting 24 (2008) 4, pp. 679-693
Persistent link: https://www.econbiz.de/10003808352
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Testing for unit roots with prediction errors
Sánchez, Ismael - 1998
Persistent link: https://www.econbiz.de/10000993941
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Forecasting growth with time series models
Peña, Daniel - In: Journal of forecasting 14 (1995) 2, pp. 97-105
Persistent link: https://www.econbiz.de/10001176718
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Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín (interviewee);  … - In: International journal of forecasting 36 (2020) 4, pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634
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Linear combination of restrictions and forecasts in time series analysis
Guerrero, Víctor M.; Peña, Daniel - In: Journal of forecasting 19 (2000) 2, pp. 103-122
Persistent link: https://www.econbiz.de/10001464872
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The decomposition of forecast in seasonal ARIMA models
Espasa Terrades, Antoni - In: Journal of forecasting 14 (1995) 7, pp. 565-583
Persistent link: https://www.econbiz.de/10001192927
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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-321
Persistent link: https://www.econbiz.de/10001956221