Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics
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Publication:2281203
DOI10.1214/18-AOAS1234zbMath1433.62326MaRDI QIDQ2281203
Publication date: 19 December 2019
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoas/1571277765
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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