Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2007): Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices.
Chernobai, Anna and Burnecki, Krzysztof and Rachev, Svetlozar and Trueck, Stefan and Weron, Rafal (2005): Modelling catastrophe claims with left-truncated severity distributions (extended version).
Janczura, Joanna and Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2012): Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .