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Robust time series models with trend and seasonal components

Caivano, Michele; Harvey, Andrew C.; Luati, Alessandra - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 99-120

We describe observation driven time series models for Student-t and EGB2 conditional distributions in which the signal is a linear function of past values of the score of the conditional distribution. These specifications produce models that are easy to implement and deal with outliers by what...

Persistent link: https://www.econbiz.de/10011458780

Robustness of equilibrium in the Kyle model of informed speculation

Boulatov, Alex; Bernhardt, Dan - In: Annals of finance 11 (2015) 3/4, pp. 297-318

Persistent link: https://www.econbiz.de/10011458996

Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors

Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10011590878

Weighted inspection sampling methods based on winsorization

Malik, Malik B. - In: Quality management journal : QMJ 24 (2017) 1, pp. 37-45

Persistent link: https://www.econbiz.de/10011633476

An enhanced robustness approach for managing supply and demand uncertainties

Jabbarzadeh, Armin; Fahimnia, Behnam; Sheu, Jiuh Biing - In: International journal of production economics 183 (2017), pp. 620-631

Persistent link: https://www.econbiz.de/10011634545

Approximate robustness of equilibrium to incomplete information

Haimanko, Ori; Kajii, Atsushi - In: International journal of game theory : official journal … 45 (2016) 4, pp. 839-857

Persistent link: https://www.econbiz.de/10011635148

Robust order promising : design and analysis of a capable-to-promise approach including order- and resource-related measures

Kalkowski, Sonja - 2017

Persistent link: https://www.econbiz.de/10011732742

A survey on robustness in railway planning

Lusby, Richard M.; Larsen, Jesper; Bull, Simon - In: European journal of operational research : EJOR 266 (2018) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011811560

Three types of robust Ramsey problems in a linear-quadratic framework

Kwon, Hyosung; Miao, Jianjun - In: Journal of economic dynamics & control 76 (2017), pp. 211-231

Persistent link: https://www.econbiz.de/10011817218

Robust dynamic energy use and climate change

Li, Xin; Narajabad, Borghan; Temzelides, Ted - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 821-857

Persistent link: https://www.econbiz.de/10011793535