Similar Search Results

Measuring and testing Granger causality over the spectrum : an application to European production expectation surveys

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - In: International journal of forecasting 24 (2008) 3, pp. 414-431

Persistent link: https://www.econbiz.de/10003764106

Modeling within- and across-customer association in lifetime value with copulas

Glady, Nicolas; Lemmens, Aurélie; Croux, Christophe - 2010

Persistent link: https://www.econbiz.de/10008664215

Trimmed bagging

Croux, Christophe (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003623993

Unveiling the relationship between the transaction timing, spending and dropout behavior of customers

Glady, Nicolas; Lemmens, Aurélie; Croux, Christophe - In: International journal of research in marketing : IJRM ; … 32 (2015) 1, pp. 78-93

Persistent link: https://www.econbiz.de/10010517010

Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...