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pro vyhledávání: '"Siem Jan Koopman"'
Autor:
Rutger Lit, Siem Jan Koopman
Publikováno v:
Journal of the Royal Statistical Society. Series A. Statistics in Society, 178(1), 167-186. Wiley-Blackwell
Koopman, S J M & Lit, R 2015, ' A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League ', Journal of the Royal Statistical Society, Series A (Statistics in Society), vol. 178, no. 1, pp. 167–186 . https://doi.org/10.1111/rssa.12042
Koopman, S J & Lit, R 2015, ' A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League ', Journal of the Royal Statistical Society. Series A. Statistics in Society, vol. 178, no. 1, pp. 167-186 . https://doi.org/10.1111/rssa.12042
Koopman, S J M & Lit, R 2015, ' A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League ', Journal of the Royal Statistical Society, Series A (Statistics in Society), vol. 178, no. 1, pp. 167–186 . https://doi.org/10.1111/rssa.12042
Koopman, S J & Lit, R 2015, ' A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League ', Journal of the Royal Statistical Society. Series A. Statistics in Society, vol. 178, no. 1, pp. 167-186 . https://doi.org/10.1111/rssa.12042
This discussion paper led to a publication in Journal of the Royal Statistical Society Series A , 2015, 178(1), 167-186. Attack and defense strengths of football teams vary over time due to changes in the teams of players or their managers. We develo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::56d444ad9224154dce29ad05479254a0
https://research.vu.nl/en/publications/69189bae-f302-4355-8110-5ed6c3c98c70
https://research.vu.nl/en/publications/69189bae-f302-4355-8110-5ed6c3c98c70
Autor:
John A. D. Aston, Siem Jan Koopman
Publikováno v:
Journal of Forecasting, 25(5), 325-349. John Wiley and Sons Ltd
Aston, J & Koopman, S J 2006, ' A non-Gaussian generalisation of the Airline model for robust Seasonal Adjustment ', Journal of Forecasting, vol. 25, no. 5, pp. 325-349 . https://doi.org/10.1002/for.991
Aston, J & Koopman, S J 2006, ' A non-Gaussian generalisation of the Airline model for robust Seasonal Adjustment ', Journal of Forecasting, vol. 25, no. 5, pp. 325-349 . https://doi.org/10.1002/for.991
In their seminal book Time Series Analysis: Forecasting and Control, Box and Jenkins (1976) introduce the Airline model, which is still routinely used for the modelling of economic seasonal time series. The Airline model is for a differenced time ser
Autor:
Siem Jan Koopman, Rutger Lit
Publikováno v:
SSRN Electronic Journal.
Attack and defense strengths of football teams vary over time due to changes in the teams of players or their managers. We develop a statistical model for the analysis and forecasting of football match results which are assumed to come from a bivaria
Autor:
Andre Lucas, Siem Jan Koopman
Publikováno v:
Koopman, S J & Lucas, A 2008, ' A Non-Gaussian Panel Time series Model for Estimating and Decomposing Default Risk ', Journal of Business and Economic Statistics, vol. 26, no. 4, pp. 510-525 . https://doi.org/10.1198/073500108000000051
Journal of Business and Economic Statistics, 26(4), 510-525. American Statistical Association
Journal of Business and Economic Statistics, 26(4), 510-525. American Statistical Association
We model 1981-2005 quarterly default frequencies for a panel of U.S. firms in different rating and age classes from the Standard and Poor database. The data are decomposed into systematic and firm-specific risk components, where the systematic compon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2f45b9aabb1993288c78c640ce8f4b2
https://hdl.handle.net/1871.1/bd736495-4259-41bd-a424-0f2e2788ec96
https://hdl.handle.net/1871.1/bd736495-4259-41bd-a424-0f2e2788ec96
Publikováno v:
SSRN Electronic Journal.
We model 1981-2002 annual US default frequencies for a panel of firms in different rating and age classes. The data is decomposed into a systematic and firm-specific risk component, where the systematic component reflects the general economic conditi