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- 2025
-
Mark
Conditional parametric ARMAX models for observed hourly heat-load dynamics in apartment buildings
- Contribution to journal › Article
-
Mark
Quantile-Parameterized Distributions for Expert Knowledge Elicitation
- Contribution to journal › Article
-
Mark
Robust statistical jump models
(2025) Forecasting Financial Markets Conference
- Contribution to conference › Paper, not in proceeding
- 2023
-
Mark
GENERALIZED INFORMATION CRITERIA FOR SPARSE STATISTICAL JUMP MODELS
(2023) p.68-78
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
(2023) In Digital Finance
- Contribution to journal › Article
-
Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
(2023) 6th International Conference on Econometrics and Statistics
- Contribution to conference › Abstract
-
Mark
What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
(2023) 29th Nordic Conference in Mathematical Statistics
- Contribution to conference › Abstract
- 2021
-
Mark
Physics informed stochastic grey-box model of the flow-front in a vacuum assisted resin transfer moulding process with missing data
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Feature selection in jump models
- Contribution to journal › Article
-
Mark
Dimensionality reduction in forecasting with temporal hierarchies
- Contribution to journal › Article
