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Publications in Statistics

The Impact of Measurement Errors on ARMA Prediction

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Evaluating Probability Forecasts in Terms of Refinement and Strictly Proper Scoring Rules

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

On the Fisher Information of Discretized Data

Journal of Statistical Computation and Simulation

Applied Mathematics

English

A Comparative Study of Monotone Nonparametric Kernel Estimates

Journal of Statistical Computation and Simulation

Applied Mathematics

English

The Geometric Combination of Bayesian Forecasting Models

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

A Memory Reduction Method in Pricing American Options

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Editorial Collaborators

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Experimental Mathematics and Computational Statistics

Wiley Interdisciplinary Reviews: Computational Statistics

English

Assessing the Similarity of Distributions - Finite Sample Performance of the Empirical Mallows Distance

Journal of Statistical Computation and Simulation

Applied Mathematics

English