 | Up a level |
Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.
Liebl, Dominik (2010): Modeling hourly Electricity Spot Market Prices as non stationary functional times series.
Liebl, Dominik (2013): Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective. Published in: The Annals of Applied Statistics , Vol. 7, No. 3 (September 2013): pp. 1562-1592.
