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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Modelling time series with season-dependent autocorrelation structure
Tripodis, Yorghos; Penzer, Jeremy - In: Journal of forecasting 28 (2009) 7, pp. 559-574
Persistent link: https://www.econbiz.de/10003902212
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Single-season heteroscedasticity in time series
Tripodis, Yorghos; Penzer, Jeremy - In: Journal of forecasting 26 (2007) 3, pp. 189-202
Persistent link: https://www.econbiz.de/10003454466
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Estimating trends in weather series : consequences for pricing derivatives
Jewson, Stephen (contributor); Penzer, Jeremy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
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Periodic time series models : a structural approach
Tripodis, Yorghos (contributor); Penzer, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075167
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Estimation of time-varying price elasticity in 1970 - 1997 Japanese raw milk supply by structural time-series model
Komaki, Toru; Penzer, Jeremy - In: Agricultural economics : the journal of the … 32 (2005) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10002880306
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Single season heteroscedasticity in time series
Tripodis, Yorghos (contributor); Penzer, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1998
Persistent link: https://www.econbiz.de/10001362820