Report NEP-ETS-2024-04-29

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti issued this report. It is usually issued weekly.

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Other reports in NEP-ETS

The following items were announced in this report:

• Mr. Sakai Ando, 2024. "Smooth Forecast Reconciliation," IMF Working Papers 2024/066, International Monetary Fund.
• Dai, Yongsheng & Wang, Hui & Rafferty, Karen & Spence, Ivor & Quinn, Barry, 2024. "TDSRL: Time Series Dual Self-Supervised Representation Learning for Anomaly Detection from Different Perspectives," QBS Working Paper Series 2024/03, Queen's University Belfast, Queen's Business School.
• Mikkel Bennedsen & Kim Christensen & Peter Christensen, 2024. "Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility," Papers 2403.12653, arXiv.org.
• Babel Raïssa Guemdjo Kamdem & Jules Sadefo Kamdem & Carlos Ogouyandjou, 2024. "An abelian way approach to study random extended intervals and their ARMA processes," Post-Print hal-04506343, HAL.