Gorgi, P ; Koopman, S. J ; Lit, R Gorgi , P , Koopman , S J & Lit , R 2019 , ' The analysis and forecasting of tennis matches by using a high dimensional dynamic model ' , Journal of the Royal Statistical Society. Series A: Statistics in Society , vol. 182 , no. 4 , pp. 1393-1409 . https://doi.org/10.1111/rssa.12464.
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2019
Gorgi, P ; Koopman, S. J ; Lit, R Gorgi , P , Koopman , S J & Lit , R 2019 , ' The analysis and forecasting of tennis matches by using a high dimensional dynamic model ' , Journal of the Royal Statistical Society. Series A: Statistics in Society , vol. 182 , no. 4 , pp. 1393-1409 . https://doi.org/10.1111/rssa.12464.
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2019
Koopman, S.J ; Lit, R ; Lucas, A Koopman , S J , Lit , R & Lucas , A 2017 , ' Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model ' , Journal of the American Statistical Association , vol. 112 , no. 520 , pp. 1490-1503 . https://doi.org/10.1080/01621459.2017.1302878.
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2017
Koopman, Simon Johannes Maria ; Lit, R ; Lukas, A Koopman , S J M , Lit , R & Lukas , A 2017 , ' Intraday Stochastic Volatility in Discrete Price Changes : the Dynamic Skellam Model ' , Journal of the American Statistical Association , vol. 112 , no. 520 , pp. 1490-1503 . https://doi.org/10.1080/01621459.2017.1302878.
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2017