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Jun-2022
Outliers impact on parameter estimation of gaussian and non-gaussian state space models: a simulation study
Pereira, Fernanda Catarina
;
Gonçalves, Arminda Manuela
;
Costa, Marco
article
Mar-2024
Bootstrapping state-space models: distribution-free estimation in view of prediction and forecasting
Lima, José Francisco
;
Pereira, Fernanda Catarina
;
Gonçalves, Arminda Manuela
;
Costa, Marco
article
Sep-2021
Improving Short-term Forecasts of Daily Maximum Temperature with the Kalman Filter with GMM Estimation
Costa, Marco
;
Pereira, Fernanda Catarina
;
Gonçalves, A. Manuela
bookPart
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Gonçalves, Arminda Manuela
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Lima, José Francisco
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Bootstrap
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Distribution-free estimation
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Economic data
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Forecasting
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Forecasting calibration
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GMM estimators
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Klaman filter
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Maximum temperature
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2024
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2022
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2021