UB Paderborn / Katalog / Suche / in CDI

Modelling intermittent time series and forecasting COVID-19 spread in the USA

The Journal of the Operational Research Society, 2023-02, Vol.74 (2), p.465-475

Sbrana, Giacomo

2023

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High-dimensional Holt-Winters trend model: Fast estimation and prediction

The Journal of the Operational Research Society, 2021-03, Vol.72 (3), p.701-713

Sbrana, Giacomo

2021

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Persistence modeling for sales prediction: A simple, self-contained approach

Journal of business research, 2023-11, Vol.166, p.114103, Article 114103

2023

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Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach

The Journal of the Operational Research Society, 2024-03, p.1-12

2024

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Optimal hierarchical EWMA forecasting

International journal of forecasting, 2024-04, Vol.40 (2), p.616-625

2024

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The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions

Economic modelling, 2013-01, Vol.30, p.311-316

Sbrana, Giacomo

2013

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Random switching exponential smoothing: A new estimation approach

International journal of production economics, 2019-05, Vol.211, p.211-220

2019

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Forecasting with the damped trend model using the structural approach

International journal of production economics, 2020-08, Vol.226, p.107654, Article 107654

2020

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The RWDAR model: A novel state-space approach to forecasting

International journal of forecasting, 2023-04, Vol.39 (2), p.922-937

2023

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Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity

Quantitative finance, 2024-01, Vol.24 (3-4), p.451-464

2024

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Random coefficient state-space model: Estimation and performance in M3–M4 competitions

International journal of forecasting, 2022-01, Vol.38 (1), p.352-366

2022

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Climate change implications for the catastrophe bonds market: An empirical analysis

Economic modelling, 2019-09, Vol.81, p.274-294

2019

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A note on forecasting demand using the multivariate exponential smoothing framework

International journal of production economics, 2015-04, Vol.162, p.143-150

2015

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Random switching exponential smoothing and inventory forecasting

International journal of production economics, 2014-10, Vol.156, p.283-294

2014

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Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

International journal of production economics, 2013-11, Vol.146 (1), p.185-198

2013

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Short-term inflation forecasting: The M.E.T.A. approach

International journal of forecasting, 2017-10, Vol.33 (4), p.1065-1081

2017

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MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER

Macroeconomic dynamics, 2017-09, Vol.21 (6), p.1336-1360

2017

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Aggregation of exponential smoothing processes with an application to portfolio risk evaluation

Journal of banking & finance, 2013-05, Vol.37 (5), p.1437-1450

2013

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A closed-form estimator for the multivariate GARCH(1,1) model

Journal of multivariate analysis, 2013-09, Vol.120, p.152-162

2013

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Structural time series models and aggregation: some analytical results

Journal of time series analysis, 2011-05, Vol.32 (3), p.315-316

Sbrana, Giacomo

2011

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Feasible generalized least squares estimation of multivariate GARCH(1, 1) models

Journal of multivariate analysis, 2014-08, Vol.129, p.151-159

2014

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Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

Journal of forecasting, 2012-01, Vol.31 (1), p.85-98

Sbrana, Giacomo

2012

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Closed-form results for vector moving average models with a univariate estimation approach

Econometrics and statistics, 2019-04, Vol.10, p.27-52

2019

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Aggregation and marginalization of GARCH processes: some further results

Metron (Rome), 2012-08, Vol.70 (2-3), p.165-172

Sbrana, Giacomo

2012

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DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA

Bulletin of economic research, 2013-05, Vol.65 (s1), p.s17-s37

2013

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Modelling intermittent time series and forecasting COVID-19 spread in the USA

High-dimensional Holt-Winters trend model: Fast estimation and prediction

Persistence modeling for sales prediction: A simple, self-contained approach

Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach

Optimal hierarchical EWMA forecasting

The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions

Random switching exponential smoothing: A new estimation approach

Forecasting with the damped trend model using the structural approach

The RWDAR model: A novel state-space approach to forecasting

Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity

Random coefficient state-space model: Estimation and performance in M3–M4 competitions

Climate change implications for the catastrophe bonds market: An empirical analysis

A note on forecasting demand using the multivariate exponential smoothing framework

Random switching exponential smoothing and inventory forecasting

Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Short-term inflation forecasting: The M.E.T.A. approach

MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER

Aggregation of exponential smoothing processes with an application to portfolio risk evaluation

A closed-form estimator for the multivariate GARCH(1,1) model

Structural time series models and aggregation: some analytical results

Feasible generalized least squares estimation of multivariate GARCH(1, 1) models

Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

Closed-form results for vector moving average models with a univariate estimation approach

Aggregation and marginalization of GARCH processes: some further results

DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA

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