Giacomo Sbrana

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 2

Top Topics

Multivariate Time Series

Top Venues

J. Oper. Res. Soc.

J. Multivar. Anal.

Publications

Giacomo Sbrana
Modelling intermittent time series and forecasting COVID-19 spread in the USA. J. Oper. Res. Soc. 74 (2) (2023)
Giacomo Sbrana
High-dimensional Holt-Winters trend model: Fast estimation and prediction. J. Oper. Res. Soc. 72 (3) (2021)
Federico Poloni, Giacomo Sbrana
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models. J. Multivar. Anal. 129 (2014)
Giacomo Sbrana, Federico Poloni
A closed-form estimator for the multivariate GARCH(1, 1)(1, 1) model. J. Multivar. Anal. 120 (2013)
Giacomo Sbrana, Andrea Silvestrini
Temporal aggregation of cyclical models with business cycle applications. Stat. Methods Appl. 21 (1) (2012)
Giacomo Sbrana
On the use of area-wide models in the Euro-zone - The money demand case. Stat. Methods Appl. 17 (4) (2008)