Pages that link to "Item:Q5307678"

The following pages link to Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (Q5307678):

Displaying 29 items.

• Space-time short- to medium-term wind speed forecasting (Q290340) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
• Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074) (← links)
• Forecasting daily time series using periodic unobserved components time series models (Q1010432) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
• The power of weather (Q1927158) (← links)
• Automated electricity price forecast using combined models (Q2136437) (← links)
• Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
• Periodically correlated models for short-term electricity load forecasting (Q2284058) (← links)
• Clustering time series by linear dependency (Q2329790) (← links)
• Periodic autoregressive stochastic volatility (Q2412761) (← links)
• Bayesian skew selection for multivariate models (Q2445637) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
• Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
• ELECTRICITY PRICES: A NONPARAMETRIC APPROACH (Q3564994) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• Bayesian estimation of electricity price risk with a multi-factor mixture of densities (Q5092665) (← links)
• A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
• A SARIMAX coupled modelling applied to individual load curves intraday forecasting (Q5129024) (← links)
• An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)