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Long-term forecasting of hourly retail customer flow on intermittent time series with multiple seasonality

Sousa, Martim; Tomé, Ana Maria; Moreira, José - In: Data science and management : DSM 5 (2022) 3, pp. 137-148

In this study, we address a demanding time series forecasting problem that deals simultaneously with the following: (1) intermittent time series, (2) multi-step ahead forecasting, (3) time series with multiple seasonal periods, and (4) performance measures for model selection across multiple...

Persistent link: https://www.econbiz.de/10014517971

A fractionally integrated wishart stochastic volatility model

Asai, Manabu; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009724817

A statistical equilibrium model of competitive firms

Alfarano, Simone; Milaković, Mishael; Irle, Albrecht; … - In: Journal of economic dynamics & control 36 (2012) 1, pp. 136-149

Persistent link: https://www.econbiz.de/10009422348

Bayesian switching multiple disorder problems

Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124

Persistent link: https://www.econbiz.de/10011520840

The relationship between technology and diffusion process

Uchida, Yasuro - In: Journal of international business and economics : JIBE 15 (2015) 2, pp. 87-94

Persistent link: https://www.econbiz.de/10011384122

Dispersion in macroeconomic volatility between the core and periphery of the international trade network

Chakrabarti, Anindya S. - 2015

Persistent link: https://www.econbiz.de/10011334566

Dispersion in macroeconomic volatility between the core and periphery of the international trade network

Chakrabarti, Anindya S. - In: Journal of economic dynamics & control 88 (2018), pp. 31-50

Persistent link: https://www.econbiz.de/10011973917

On optimal dividends with exponential and linear penalty payments

Vierkötter, Matthias; Schmidli, Hanspeter - In: Insurance / Mathematics & economics 72 (2017), pp. 265-270

Persistent link: https://www.econbiz.de/10011694733

A fractionally integrated Wishart stochastic volatility model

Asai, Manabu; McAleer, Michael - In: Econometric reviews 36 (2017) 1/3, pp. 42-59

Persistent link: https://www.econbiz.de/10011794625

Modeling liquidation risk with occupation times

Makarov, Roman - In: International journal of financial engineering 3 (2016) 4, pp. 1-11

Persistent link: https://www.econbiz.de/10011673091