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Asymptotic properties in space and time of an estimator in errors-in-variables models in the presence of validation data

Fazekas, István; Lauridsen, Jørgen; Baran, Sándor - 1997

Persistent link: https://www.econbiz.de/10000961900

Forecasting Hungarian mortality rates using the Lee-Carter method

Baran, Sándor; Gáll, József; Ispány, Márton; Pap, Gyula - In: Acta oeconomica : periodical of the Hungarian Academy … 57 (2007) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10003479040

A consistent estimator in general functional errors-in-variables models

Baran, Sándor - In: Metrika : international journal for theoretical and … 51 (2000) 2, pp. 117-132

Persistent link: https://www.econbiz.de/10001521181

Combining predictive distributions for the statistical post-processing of ensemble forecasts

Baran, Sándor; Lerch, Sebastian - In: International journal of forecasting 34 (2018) 3, pp. 477-496

Persistent link: https://www.econbiz.de/10012031024

Forecasting Hungarian mortality rates using the Lee-Carter method

Baran, S.; Gáll, J.; Ispány, M.; Pap, G. - In: Acta oeconomica : periodical of the Hungarian Academy … 57 (2007) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10007614037

Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets

Baran, S.; Stehlík, M. - In: Statistics & Probability Letters 99 (2015) C, pp. 114-124

Measurement on sets with a specific geometric shape can be of interest for many important applications (e.g., measurement along the isotherms in structural engineering). The properties of optimal designs for estimating the parameters of shifted Ornstein–Uhlenbeck sheets are investigated when...

Persistent link: https://www.econbiz.de/10011208333