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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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Damped trend exponential smoothing : prediction and control
Sbrana, Giacomo - In: Journal of quantitative economics : official journal of … 10 (2012) 2, pp. 152-159
Persistent link: https://www.econbiz.de/10010338412
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High-dimensional Holt-Winters trend model : fast estimation and prediction
Sbrana, Giacomo - In: Journal of the Operational Research Society 72 (2021) 3, pp. 701-713
Persistent link: https://www.econbiz.de/10012500983
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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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Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo; Silvestrini, Andrea - 2010
Persistent link: https://www.econbiz.de/10008649481
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Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo; Silvestrini, Andrea - In: Journal of banking & finance 37 (2013) 5, pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
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Random switching exponential smoothing and inventory forecasting
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 156 (2014), pp. 283-294
Persistent link: https://www.econbiz.de/10010410207
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Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
Sbrana, Giacomo; Silvestrini, Andrea - In: Cliometrica : journal of historical economics and … 5 (2011) 3, pp. 239-258
Persistent link: https://www.econbiz.de/10009298228
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A note on forecasting demand using the multivariate exponential smoothing framework
Poloni, Federico; Sbrana, Giacomo - In: International journal of production economics 162 (2015), pp. 143-150
Persistent link: https://www.econbiz.de/10010515837
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Forecasting aggregate demand : analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 146 (2013) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10010221643