10
H index
10
i10 index
433
Citations
Macquarie University | 10 H index 10 i10 index 433 Citations RESEARCH PRODUCTION: 65 Articles 15 Papers RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh533 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Han Lin Shang. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 11 |
Papers / arXiv.org | 4 |
Year | Title of citing document |
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2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper |
2023 | Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data. (2022). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990. Full description at Econpapers || Download paper |
2023 | FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (2023). Bergeron, Maxime ; Jaimungal, Sebastian ; Choudhary, Vedant. In: Papers. RePEc:arx:papers:2303.00859. Full description at Econpapers || Download paper |
2023 | Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218. Full description at Econpapers || Download paper |
2023 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers || Download paper |
2023 | Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2023). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842. Full description at Econpapers || Download paper |
2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper |
2023 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
2023 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper |
2023 | Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465. Full description at Econpapers || Download paper |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper |
2023 | Penalized function-on-function partial leastsquares regression. (2023). Preda, Cristian ; Aguilera, Ana M ; del Carmen, Maria ; Hernandez, Harold Antonio. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37758. Full description at Econpapers || Download paper |
2023 | A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
2023 | Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11. Full description at Econpapers || Download paper |
2023 | Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027. Full description at Econpapers || Download paper |
2023 | Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads. (2023). Zeiler, Wim ; Moller, Jan Kloppenborg ; Madsen, Henrik ; Leprince, Julien. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008747. Full description at Econpapers || Download paper |
2023 | Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers || Download paper |
2023 | Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693. Full description at Econpapers || Download paper |
2023 | Shape-constrained estimation in functional regression with Bernstein polynomials. (2023). Schrack, Jennifer A ; Urbanek, Jacek ; Ghosh, Sujit ; Ghosal, Rahul ; Zipunnikov, Vadim. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001943. Full description at Econpapers || Download paper |
2023 | Robust estimation for functional quadratic regression models. (2023). Parada, Daniela ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001093. Full description at Econpapers || Download paper |
2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper |
2023 | A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980. Full description at Econpapers || Download paper |
2023 | Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. (2023). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706. Full description at Econpapers || Download paper |
2023 | Optimal reconciliation with immutable forecasts. (2023). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:650-660. Full description at Econpapers || Download paper |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
2023 | Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. Full description at Econpapers || Download paper |
2023 | Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033. Full description at Econpapers || Download paper |
2023 | Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329. Full description at Econpapers || Download paper |
2023 | A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression. (2023). Cyrino, Fernando Luiz ; Lila, Mauricio Franca ; Meira, Erick. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001883. Full description at Econpapers || Download paper |
2023 | Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555. Full description at Econpapers || Download paper |
2023 | Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412. Full description at Econpapers || Download paper |
2023 | Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122. Full description at Econpapers || Download paper |
2023 | Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57. Full description at Econpapers || Download paper |
2023 | Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690. Full description at Econpapers || Download paper |
2023 | Thirty years on: A review of the Lee–Carter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049. Full description at Econpapers || Download paper |
2023 | Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184. Full description at Econpapers || Download paper |
2023 | fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317. Full description at Econpapers || Download paper |
2023 | Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247. Full description at Econpapers || Download paper |
2023 | Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955. Full description at Econpapers || Download paper |
2023 | What do consumers want? A methodological framework to identify determinant product attributes from consumers’ online questions. (2023). Aw, Eugene Cheng-Xi ; Fernando, Angeline Gautami. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:73:y:2023:i:c:s0969698923000826. Full description at Econpapers || Download paper |
2023 | Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658. Full description at Econpapers || Download paper |
2023 | Optimal product aggregation for sales and operations planning in mass customisation context. (2023). Chatras, Clement ; Ghrab, Yahya ; Sali, Mustapha. In: International Journal of Production Economics. RePEc:eee:proeco:v:263:y:2023:i:c:s0925527323001809. Full description at Econpapers || Download paper |
2023 | The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189. Full description at Econpapers || Download paper |
2023 | Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x. Full description at Econpapers || Download paper |
2023 | A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227. Full description at Econpapers || Download paper |
2023 | ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers || Download paper |
2023 | Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403. Full description at Econpapers || Download paper |
2023 | New Method of Modeling Daily Energy Consumption. (2023). Nafkha, Rafik ; ukasiewicz, Piotr ; Karpio, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2095-:d:1075553. Full description at Econpapers || Download paper |
2023 | Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089. Full description at Econpapers || Download paper |
2023 | Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709. Full description at Econpapers || Download paper |
2023 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers || Download paper |
2023 | Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x. Full description at Econpapers || Download paper |
2023 | Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x. Full description at Econpapers || Download paper |
2023 | Localization processes for functional data analysis. (2023). Yukich, J E ; Jimenez, Raul ; Elias, Antonio. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00512-8. Full description at Econpapers || Download paper |
2023 | Nonparametric regression and classification with functional, categorical, and mixed covariates. (2023). Gertheiss, Jan ; Selk, Leonie. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00513-7. Full description at Econpapers || Download paper |
2023 | Estimation of spatial-functional based-line logit model for multivariate longitudinal data. (2023). Zhang, Xiuzhen ; Xu, Tengteng. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01217-4. Full description at Econpapers || Download paper |
2023 | Bayesian flexible beta regression model with functional covariate. (2023). Migliorati, Sonia ; Goia, Aldo ; Bongiorno, Enea Giuseppe ; di Brisco, Agnese Maria. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01240-5. Full description at Econpapers || Download paper |
2023 | Spatial correlation in weather forecast accuracy: a functional time series approach. (2023). Matteson, David S ; Jang, Phillip A. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:3:d:10.1007_s00180-023-01338-4. Full description at Econpapers || Download paper |
2023 | Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x. Full description at Econpapers || Download paper |
2023 | Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5. Full description at Econpapers || Download paper |
2023 | Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9. Full description at Econpapers || Download paper |
2023 | Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5. Full description at Econpapers || Download paper |
2023 | Functional single-index composite quantile regression. (2023). Zhang, Jing ; Huang, Zhensheng ; Jiang, Zhiqiang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:5:d:10.1007_s00184-022-00887-w. Full description at Econpapers || Download paper |
2023 | A new estimation in functional linear concurrent model with covariate dependent and noise contamination. (2023). Zhang, Riquan ; Yao, Mei ; Ding, Hui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00900-w. Full description at Econpapers || Download paper |
2023 | Uniform in Bandwidth Consistency of Conditional U-statistics Adaptive to Intrinsic Dimension in Presence of Censored Data. (2023). Ferfache, Anouar Abdeldjaoued ; El-Hadjali, Thouria ; Bouzebda, Salim. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:2:d:10.1007_s13171-022-00301-7. Full description at Econpapers || Download paper |
2023 | Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation. (2023). Machalova, Jitka ; Hron, Karel ; Menafoglio, Alessandra. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01359-z. Full description at Econpapers || Download paper |
2023 | Functional forecasting of dissolved oxygen in high?frequency vertical lake profiles. (2023). Hering, Amanda S ; Nychka, Douglas ; Scott, Thad J ; Durell, Luke. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:4:n:e2765. Full description at Econpapers || Download paper |
2023 | Nonlinear prediction of functional time series. (2023). Cao, Jiguo ; Wang, Haixu. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2792. Full description at Econpapers || Download paper |
2023 | A hybrid approach with step?size aggregation to forecasting hierarchical time series. (2023). Rafique, Raza ; Wan, Guohua ; Rehman, Hakeemur. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:176-192. Full description at Econpapers || Download paper |
2023 | Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644. Full description at Econpapers || Download paper |
2023 | Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves. (2023). Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2023rwp-211. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Implied volatility surface predictability: the case of commodity markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 37 |
2022 | Forecasting: theory and practice.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management. [Full Text][Citation analysis] | article | 3 |
2017 | Methods for Scalar-on-Function Regression In: International Statistical Review. [Full Text][Citation analysis] | article | 28 |
2019 | Visualizing rate of change: an application to age?specific fertility rates In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 3 |
2022 | Temporal and spatial Taylors law: Application to Japanese subnational mortality rates In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
2022 | Stopping time detection of wood panel compression: A functional time?series approach In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 0 |
2017 | A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
2021 | Local Whittle estimation of long?range dependence for functional time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2020 | A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2022 | Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2020 | Forecasting age distribution of death counts: an application to annuity pricing In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 4 |
2019 | DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
2020 | FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
2011 | Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research. [Full Text][Citation analysis] | article | 37 |
2012 | Point and interval forecasts of age-specific life expectancies In: Demographic Research. [Full Text][Citation analysis] | article | 6 |
2011 | Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 109 |
2013 | Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2013 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
2021 | Neural network prediction of crude oil futures using B-splines In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Multi-population modelling and forecasting life-table death counts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Grouped multivariate and functional time series forecasting:An application to annuity pricing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 24 |
2016 | A multilevel functional data method for forecasting population, with an application to the United Kingdom In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2019 | Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2016 | A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
2019 | High-dimensional functional time series forecasting: An application to age-specific mortality rates In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
2022 | Feature extraction for functional time series: Theory and application to NIR spectroscopy data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2022 | On projection methods for functional time series forecasting In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
2011 | Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
2009 | Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2013 | Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Forecasting. [Full Text][Citation analysis] | article | 1 |
2022 | Air Pollution and Mortality Impacts In: Risks. [Full Text][Citation analysis] | article | 0 |
2017 | Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Risks. [Full Text][Citation analysis] | article | 28 |
2020 | Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? In: Risks. [Full Text][Citation analysis] | article | 0 |
2017 | Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods In: Population Research and Policy Review. [Full Text][Citation analysis] | article | 2 |
2008 | Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Nonparametric modeling and forecasting electricity demand: an empirical study In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2014 | A survey of functional principal component analysis.(2014) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2012 | Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
2019 | Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2014 | Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density In: Computational Statistics. [Full Text][Citation analysis] | article | 6 |
2021 | A partial least squares approach for function-on-function interaction regression In: Computational Statistics. [Full Text][Citation analysis] | article | 1 |
2023 | Depth-based reconstruction method for incomplete functional data In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2022 | Function-on-Function Partial Quantile Regression In: Journal of Agricultural, Biological and Environmental Statistics. [Full Text][Citation analysis] | article | 0 |
2021 | Forecasting Australian subnational age-specific mortality rates In: Journal of Population Research. [Full Text][Citation analysis] | article | 0 |
2022 | Change point detection for COVID-19 excess deaths in Belgium In: Journal of Population Research. [Full Text][Citation analysis] | article | 0 |
2014 | Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 9 |
2011 | Dynamic linear models with R In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Bayesian Nonparametrics In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Non-Parametric Econometrics In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2012 | Graphics for statistics and data analysis with R In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | The BUGS book: a practical introduction to Bayesian analysis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
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2021 | Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
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2019 | Semiparametric Regression Using Variational Approximations In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
2020 | Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 10 |
2023 | Bootstrap Prediction Bands for Functional Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2023 | A robust scalar-on-function logistic regression for classification In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2015 | Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy In: Population Studies. [Full Text][Citation analysis] | article | 3 |
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2017 | Forecasting intraday S&P 500 index returns: A functional time series approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2021 | Granger causality of bivariate stationary curve time series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
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