Johannes Ledolter

Available identifiers

zbMath Open ledolter.johannesMaRDI QIDQ703136

List of research outcomes

Publication	Date of Publication	Type
George Box's contributions to time series analysis and forecasting	2024-07-10	Paper
Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach	2018-10-11	Paper
On the reciprocity of connections in weighted and unweighted networks	2017-08-23	Paper
Data mining and business analytics with R	2013-07-12	Paper
A note on transfer function model specification with noisy closed-loop input data	2011-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3084305	2011-03-15	Paper
Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals	2009-05-12	Paper
Random-coefficients hidden-Markov Poisson regression models for inferring a competitor's promotion strategy	2008-06-18	Paper
Smoothing Time Series with Local Polynomial Regression on Time	2008-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q5711198	2005-12-09	Paper
Control charts based on order-restricted tests	1998-11-16	Paper
Analysis of multi-unit variance components models with state space profiles	1998-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4365886	1997-01-01	Paper
Reml and best linear unbiased prediction in state space models	1995-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q3136461	1993-10-03	Paper
A new nonparametric quality control technique	1993-01-16	Paper
OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS	1990-01-01	Paper
Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3713455	1983-01-01	Paper
A Recursive Kalman Filter Forecasting Approach	1983-01-01	Paper
Forecast efficiency of systematically sampled time series	1982-01-01	Paper
Parsimony and Its Importance in Time Series Forecasting	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3942265	1981-01-01	Paper
A recursive approach to parameter estimation in regression and time series models	1979-01-01	Paper
A note on the multiple indicator-multiple cause model with several latent variables	1979-01-01	Paper
Inference robustness of ARIMA models under non-normality. Special application to stock price data	1979-01-01	Paper
Conditions for the optimality of exponential smoothing forecast procedures	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4120001	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4137965	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4139526	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4115960	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4119999	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4120000	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4124147	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4124173	1976-01-01	Paper

Research outcomes over time

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