Results for TIME-SERIES

Publications & Outputs

1. Equity Premium Forecasts with an Unknown Number of Structural Breaks

   Smith, S. C., Bulkley, G. & Leslie, D. S., 1/01/2020, In: Journal of Financial Econometrics. 18, 1, p. 59-94 36 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Changes in adaptive capacity of Kenyan fishing communities

   Cinner, J. E., Huchery, C., Hicks, C. C., Daw, T. M., Marshall, N., Wamukota, A. & Allison, E. H., 09/2015, In: Nature Climate Change. 5, 9, p. 872-877 6 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

3. The value of competitive information in forecasting FMCG retail product sales and the variable selection problem

   Huang, T., Fildes, R. & Soopramanien, D., 1/09/2014, In: European Journal of Operational Research. 237, 2, p. 738-748 11 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. Imaging and quantifying salt-tracer transport in a riparian groundwater system by means of 3D ERT monitoring

   Doetsch, J., Linde, N., Vogt, T., Binley, A. & Green, A. G., 2012, In: Geophysics. 77, 5, p. B207-B218 12 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

5. Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise

   Olhede, S. C., Sykulski, A. M. & Pavliotis, G. A., 2009, In: Multiscale Modeling and Simulation. 8, 2, p. 393-427 35 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

6. Karhunen-Loeve decomposition of peripheral blood flow signal

   Hožič, M. & Stefanovska, A., 1/06/2000, In: Physica A: Statistical Mechanics and its Applications. 280, 3-4, p. 587-601 15 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review