Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications
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Published By Springer International Publishing

9783319138800, 9783319138817

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Fundamental and Speculative Shocks – Structural Analysis of Electricity Market

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_45 ◽

2015 ◽

pp. 407-414 ◽

Cited By ~ 1

Author(s):

Katarzyna Maciejowska

Keyword(s):

Structural Analysis ◽

Electricity Market

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Risk of Selection of Irrelevant Features from High-Dimensional Data with Small Sample Size

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_44 ◽

2015 ◽

pp. 399-405

Author(s):

Henryk Maciejewski

Keyword(s):

Sample Size ◽

Small Sample Size ◽

High Dimensional Data ◽

Small Sample ◽

High Dimensional ◽

Selection Of

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Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_29 ◽

2015 ◽

pp. 261-269

Author(s):

Paolo Falbo ◽

Juri Hinz ◽

Cristian Pelizzari

Keyword(s):

Risk Averse ◽

Cap And Trade ◽

Equilibrium Modeling ◽

Social Optimality

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Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_23 ◽

2015 ◽

pp. 207-214 ◽

Cited By ~ 1

Author(s):

Florian Ziel

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Quasi Maximum Likelihood

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Obtaining Superior Wind Power Predictions from a Periodic and Heteroscedastic Wind Power Prediction Tool

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_25 ◽

2015 ◽

pp. 225-232 ◽

Cited By ~ 3

Author(s):

Daniel Ambach ◽

Carsten Croonenbroeck

Keyword(s):

Wind Power ◽

Prediction Tool ◽

Power Prediction ◽

Wind Power Prediction

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Erratum to: Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_54 ◽

2015 ◽

pp. E1-E1

Author(s):

Ewaryst Rafajłowicz

Keyword(s):

Quality Control ◽

Spatio Temporal

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Optimal Designs for Steady-State Kalman Filters

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_17 ◽

2015 ◽

pp. 149-157

Author(s):

Guillaume Sagnol ◽

Radoslav Harman

Keyword(s):

Steady State ◽

Kalman Filters ◽

Optimal Designs

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The Impact of Renewables on Electricity Prices and Congestion in a Regime Switching Model: Evidence from the Italian Grid

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_49 ◽

2015 ◽

pp. 441-451

Author(s):

Alessandro Sapio

Keyword(s):

Regime Switching ◽

Electricity Prices ◽

Regime Switching Model ◽

Switching Model ◽

Model Evidence ◽

The Impact

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Combining Time Series Forecasting Methods for Internet Traffic

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_34 ◽

2015 ◽

pp. 309-317 ◽

Cited By ~ 5

Author(s):

C. Katris ◽

S. Daskalaki

Keyword(s):

Time Series ◽

Internet Traffic ◽

Time Series Forecasting ◽

Forecasting Methods

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Variable Inspection Plans for Continuous Populations with Unknown Short Tail Distributions

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_11 ◽

2015 ◽

pp. 93-100 ◽

Cited By ~ 1

Author(s):

Wolfgang Kössler

Keyword(s):

Short Tail ◽

Tail Distributions

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Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Fundamental and Speculative Shocks – Structural Analysis of Electricity Market

Risk of Selection of Irrelevant Features from High-Dimensional Data with Small Sample Size

Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms

Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Obtaining Superior Wind Power Predictions from a Periodic and Heteroscedastic Wind Power Prediction Tool

Erratum to: Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control

Optimal Designs for Steady-State Kalman Filters

The Impact of Renewables on Electricity Prices and Congestion in a Regime Switching Model: Evidence from the Italian Grid

Combining Time Series Forecasting Methods for Internet Traffic

Variable Inspection Plans for Continuous Populations with Unknown Short Tail Distributions

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications
Latest Publications