2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2020★ 2 cited
Fully reconciled GDP forecasts from Income and Expenditure sides
Luisa Bisaglia, Tommaso Di Fonzo, Daniele Girolimetto
We propose a complete reconciliation procedure, resulting in a 'one number forecast' of the GDP figure, coherent with both Income and Expenditure sides' forecasted series, and eval…
stat.ME2018
A new time-varying model for forecasting long-memory series
Luisa Bisaglia, Matteo Grigoletto
In this work we propose a new class of long-memory models with time-varying fractional parameter. In particular, the dynamics of the long-memory coefficient, , is specified thro…