Mauro Costantini

Publication Activity (10 Years)

Years Active: 2014-2016
Publications (10 Years): 1

Top Topics

Cross Validated

Error Estimates

Hyperparameters

High Dimensionality

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Mauro Costantini, Amit Sen
A simple testing procedure for unit root and model specification. Comput. Stat. Data Anal. 102 (2016)
Mauro Costantini, Paresh Narayan, Stephan Popp, Joakim Westerlund
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series. Commun. Stat. Simul. Comput. 44 (4) (2015)
Christoph Bergmeir, Mauro Costantini, José Manuel Benítez
On the usefulness of cross-validation for directional forecast evaluation. Comput. Stat. Data Anal. 76 (2014)