activity
20132026
most citedModeling and forecasting electricity spot prices: A functional data perspective

111 citations · 130 across the 9 of their papers we have counts for

collaborators
Showing 2017Show all

5 papers · 1 filter

stat.ME2017

Partially Observed Functional Data: The Case of Systematically Missing Parts

Dominik Liebl, Stefan Rameseder

New estimators for the mean and the covariance function for partially observed functional data are proposed using a detour via the fundamental theorem of calculus. The new estimato…

stat.AP2017

Nonparametric Testing for Differences in Electricity Prices: The Case of the Fukushima Nuclear Accident

Dominik Liebl

This work is motivated by the problem of testing for differences in the mean electricity prices before and after Germany's abrupt nuclear phaseout after the nuclear disaster in Fuk…

math.ST2017

On the Optimal Reconstruction of Partially Observed Functional Data

Alois Kneip, Dominik Liebl

We propose a new reconstruction operator that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of func…

stat.ME2017★ 3 cited

Parameter Regimes in Partial Functional Panel Regression

Dominik Liebl, Fabian Walders

A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to b…

stat.AP2017

Improving Estimation in Functional Linear Regression with Points of Impact: Insights into Google AdWords

Dominik Liebl, Stefan Rameseder, Christoph Rust

The functional linear regression model with points of impact is a recent augmentation of the classical functional linear model with many practically important applications. In this…