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The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions
Sbrana, Giacomo - In: Economic modelling 30 (2013), pp. 311-316
Persistent link: https://www.econbiz.de/10009703649
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Modelling intermittent time series and forecasting COVID-19 spread in the USA
Sbrana, Giacomo - In: Journal of the Operational Research Society 74 (2023) 2, pp. 465-475
Persistent link: https://www.econbiz.de/10014317552
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Persistence modeling for sales prediction : a simple, self-contained approach
Sbrana, Giacomo; Antonetti, Paolo - In: Journal of business research : JBR 166 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014380325
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Short-term inflation forecasting : the M.E.T.A. approach
Sbrana, Giacomo; Silvestrini, Andrea; Venditti, Fabrizio - In: International journal of forecasting 33 (2017) 4, pp. 1065-1081
Persistent link: https://www.econbiz.de/10011746944
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Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo; Sbrana, Giacomo - 2020
Persistent link: https://www.econbiz.de/10012318391
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Random switching exponential smoothing : a new estimation approach
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 211 (2019), pp. 211-220
Persistent link: https://www.econbiz.de/10012013955
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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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Optimal hierarchical EWMA forecasting
Sbrana, Giacomo; Pelagatti, Matteo - In: International journal of forecasting 40 (2024) 2, pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
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The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 39 (2023) 2, pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
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The structural Theta method and its predictive performance in the M4-Competition
Sbrana, Giacomo; Silvestrini, Andrea - 2024
Persistent link: https://www.econbiz.de/10014633782