129 citations · 129 across the 2 of their papers we have counts for
2 papers
q-fin.ST2016
Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula
Donya Rahmani, Saeed Heravi, Hossein Hassani +1
This study extends and evaluates the forecasting performance of the Singular Spectrum Analysis (SSA) technique using a general non-linear form for the re- current formula. In this…
stat.ME2014★ 129 cited
On the folded normal distribution
Michail Tsagris, Christina Beneki, Hossein Hassani
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the…