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Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan; Ooms, Marius; Carnero, M. Angeles - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 16-27
Persistent link: https://www.econbiz.de/10003430641
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Exact Initial Kalman Eiltering anB Smoothing for Nonstationary Time Senes Models
Koopman, Siem Jan - In: Journal of the American Statistical Association : JASA 92 (1997) 440, pp. 1630-1638
Persistent link: https://www.econbiz.de/10006629766
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Forecasting Hourly Electricity Demand Using Time-Varying Splines
Harvey, Andrew; Koopman, Siem Jan - In: Journal of the American Statistical Association : JASA 88 (1993) 424, pp. 1228-1236
Persistent link: https://www.econbiz.de/10006638773
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Applications and Case Studies - Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
Koopman, Siem Jan; Ooms, Marius; Carnero, M.Angeles - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 16-27
Persistent link: https://www.econbiz.de/10007612046