Johannes Ledolter

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Person:703136

Available identifiers

zbMath Open ledolter.johannesMaRDI QIDQ703136

List of research outcomes

PublicationDate of PublicationType
Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach2018-10-11Paper
On the reciprocity of connections in weighted and unweighted networks2017-08-23Paper
Data Mining and Business Analytics with R2013-07-12Paper
A note on transfer function model specification with noisy closed-loop input data2011-11-26Paper
https://portal.mardi4nfdi.de/entity/Q30843052011-03-15Paper
Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals2009-05-12Paper
Random-coefficients hidden-Markov Poisson regression models for inferring a competitor's promotion strategy2008-06-18Paper
Smoothing Time Series with Local Polynomial Regression on Time2008-05-19Paper
https://portal.mardi4nfdi.de/entity/Q57111982005-12-09Paper
Control charts based on order-restricted tests1998-11-16Paper
Analysis of multi-unit variance components models with state space profiles1998-11-08Paper
https://portal.mardi4nfdi.de/entity/Q43658861997-01-01Paper
Reml and best linear unbiased prediction in state space models1995-08-17Paper
https://portal.mardi4nfdi.de/entity/Q31364611993-10-03Paper
A new nonparametric quality control technique1993-01-16Paper
OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS1990-01-01Paper
Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures1986-01-01Paper
A Recursive Kalman Filter Forecasting Approach1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37134551983-01-01Paper
Forecast efficiency of systematically sampled time series1982-01-01Paper
Parsimony and Its Importance in Time Series Forecasting1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39422651981-01-01Paper
A note on the multiple indicator-multiple cause model with several latent variables1979-01-01Paper
Inference robustness of ARIMA models under non-normality. Special application to stock price data1979-01-01Paper
A recursive approach to parameter estimation in regression and time series models1979-01-01Paper
Conditions for the optimality of exponential smoothing forecast procedures1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41200011977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41379651977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41395261977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41159601976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41199991976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41200001976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41241471976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41241731976-01-01Paper

Research outcomes over time


Doctoral students

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