Żuławiński, Wojciech; Kruczek, Piotr; Wyłomańska, Agnieszka Alternative dependency measures-based approach for estimation of the \(\alpha\)-stable periodic autoregressive model. (English) Zbl 07868238 Commun. Stat., Simulation Comput. 53, No. 3, 1188-1215 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Giri, Prashant; Grzesiek, Aleksandra; Żuławiński, Wojciech; Sundar, S.; Wyłomańska, Agnieszka The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1. (English) Zbl 07716683 J. Korean Stat. Soc. 52, No. 2, 462-493 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stępniak, Paweł; Wyłomańska, Agnieszka The maximum likelihood method for Student’s t-distributed autoregressive model with infinite variance. (English) Zbl 1499.62097 Math. Appl. (Warsaw) 48, No. 2, 133-156 (2020). MSC: 62F10 60E05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Caro, Eduardo; Juan, Jesús; Cara, Javier Periodically correlated models for short-term electricity load forecasting. (English) Zbl 1433.91110 Appl. Math. Comput. 364, Article ID 124642, 13 p. (2020). MSC: 91B84 62G08 62P30 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Perninge, Magnus; Söder, Lennart Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation. (English) Zbl 1303.91086 Math. Methods Oper. Res. 79, No. 2, 195-224 (2014). Reviewer: Efstratios Rappos (Aubonne) MSC: 91B74 90C39 60G40 60H30 90B15 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Ohtsuka, Yoshihiro; Oga, Takashi; Kakamu, Kazuhiko Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach. (English) Zbl 1284.91475 Comput. Stat. Data Anal. 54, No. 11, 2721-2735 (2010). MSC: 91B84 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Pappas, S. Sp.; Ekonomou, L.; Moussas, V. C.; Karampelas, P.; Katsikas, S. K. Adaptive load forecasting of the Hellenic electric grid. (English) Zbl 1179.78085 J. Zhejiang Univ., Sci. A 9, No. 12, 1724-1730 (2008). MSC: 78A55 62M20 93E11 × Cite Format Result Cite Review PDF Full Text: DOI