Sina Mews, Roland Langrock, Marius Ötting, Houda Yaqine, Jost Reinecke
Maximum approximate likelihood estimation of general continuous-time state-space models
Aljo Clair Pingal, Cathy W. S. Chen
Bayesian modelling of integer-valued transfer function models
Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi
A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility
Jan Felix Meyer, Göran Kauermann, Michael Stanley Smith
Interpretable modelling of retail demand and price elasticity for passenger flights using booking data