Forecasting with Machine Learning methods and multiple large datasets<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si106.svg"><mml:msup><mml:mrow/><mml:mo>⋄</mml:mo></mml:msup></mml:math>

2024-9-1

Empirical best predictors under multivariate Fay-Herriot models and their numerical approximation

2024-9-1

A Bayesian flexible model for testing Granger causality

2024-8-1

Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms

2024-8-1

Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw

2024-7-1

Differentially Private Goodness-of-Fit Tests for Continuous Variables

2024-7-1

Editorial Board

2024-7-1

Multivariate Count Time Series Modelling

2024-7-1

Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification

2024-7-1

Bias correction for Vandermonde low-rank approximation

2024-7-1

Estimating the Output Gap with High-Dimensional Time Series

2024-6-1

Nonparametric Machine Learning for Stochastic Frontier Analysis: A Bayesian Additive Regression Tree Approach

2024-6-1

On Learning Time Series DAGs: A Frequency Domain Approach

2024-6-1

Doubly Sparse Estimator for High-Dimensional Covariance Matrices

2024-6-1

Optimal Covariance Estimation for Condition Number Loss in the Spiked model

2024-5-1

Factor models and high-dimensional time series: A tribute to Marco Lippi on the occasion of his 80th birthday

2024-5-1

Bayesian extreme value models: Asymptotic behavior, hierarchical convergence, and predictive robustness

2024-4-1

Fuzzy <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.svg"><mml:mi>k</mml:mi></mml:math>-Means: history and applications

2024-4-1

Partially one-sided semiparametric inference for trending persistent and antipersistent processes

2024-4-1

Integrated nested Laplace approximations for threshold stochastic volatility models

2024-4-1

Modeling Turning Points in the Global Equity Market

2024-4-1

Predictability hidden by Anomalous Observations in Financial Data

2024-4-1

Editorial Board

2024-4-1

GMM with Nearly-Weak Identification

2024-4-1

Exact Simulation of Max-Infinitely Divisible Processes

2024-4-1

Loss-based prior for the degrees of freedom of the Wishart distribution

2024-4-1

Testing Homoskedasticity in Spatial Panel Data Models

2024-4-1

A model specification test for semiparametric nonignorable missing data modeling

2024-4-1

The Asymptotic Equivalence of Ridge and Principal Component Regression with Many Predictors

2024-3-1

Stein-Like Shrinkage Estimators for Coefficients of a Single-Equation in Simultaneous Equation Systems

2024-3-1

Testing in smoothed GMM quantile models with an application to quantile Euler equation

2024-3-1

Tandem clustering with invariant coordinate selection

2024-3-1

Multivariate Hermite polynomials and information matrix tests

2024-2-1

Comments on “Challenges of cellwise outliers” by Jakob Raymaekers and Peter J. Rousseeuw

2024-2-1

Rejoinder to the comment of Agostinelli

2024-2-1

Shared Differential Clustering across Single-cell RNA Sequencing Datasets with the Hierarchical Dirichlet Process

2024-2-1

Challenges of cellwise outliers

2024-2-1

Bayesian Nonparametric Multivariate Mixture of Autoregressive Processes with Application to Brain Signals

2024-2-1

A new macro-financial condition index for the euro area

2024-1-1

Industrial Connectedness and Business Cycle Comovements

2024-1-1

Cluster Regularization via a Hierarchical Feature Regression

2024-1-1

Robust penalized spline estimation with difference penalties

2024-1-1

Inference on Multiple Change Points in High Dimensional Linear Regression Models

2024-1-1

Highly irregular serial correlation tests

2024-1-1

On some multivariate sign tests for scatter matrix eigenvalues

2024-1-1

Cholesky-based multivariate Gaussian regression

2024-1-1

Editorial Board

2024-1-1

Fast Optimal Subsampling Probability Approximation for Generalized Linear Models

2024-1-1

Estimation of Large Dynamic Covariance Matrices: A Selective Review

2024-1-1

Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si103.svg"><mml:mrow><mml:mi>M</mml:mi><mml:mi>L</mml:mi><mml:mi>E</mml:mi></mml:mrow></mml:math>s

2024-1-1