Items where IIASA Author is "Ledolter, Johannes"
Ledolter, J. (1979). A note on the estimation of polynomial distributed lags. Systems Research 24 (3), 221-222. 10.1002/bs.3830240308.
Ledolter, J. & Box, G. E. P. (1978). Conditions for the optimality of exponential smoothing forecast procedures. Metrika 25 (1), 77-93. 10.1007/BF02204353.
Ledolter, J. (1978). The analysis of multivariate time series applied to problems in hydrology. Journal of Hydrology 36 (3-4), 327-352. 10.1016/0022-1694(78)90152-X.
Ledolter, J. (1978). A general class of stochastic models for hydrologic sequences. Journal of Hydrology 36 (3-4), 309-325. 10.1016/0022-1694(78)90151-8.
Ledolter, J. (1977). Adaptivity and Stability of Time Series Models. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-77-035
Ledolter, J. (1977). A Multivariate Time Series Approach to Modelling Macroeconomic Sequences. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-77-033
Beaujean, J.-M., Chaix, B., Charpentier, J.-P. & Ledolter, J. (1977). A New Approach in Energy Demand. Part I: Methodology and Illustrative Examples. IIASA Professional Paper. IIASA, Laxenburg, Austria: PP-77-004
Ledolter, J. (1977). The Analysis of Multivariate Time Series with a View to Applications in Hydrology. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-77-011
Ledolter, J. (1976). Inference Robustness of ARIMA Models under Non-normality - Special Application to Stock Price Data. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-76-075
Ledolter, J. (1976). ARIMA Models and their Use in Modelling Hydrologic Sequences. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-76-069
Ledolter, J. & Abraham, B. (1976). The Multiple Indicator - Multiple Cause Model with Several Latent Variables. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-76-060
Ledolter, J. (1976). Use of Kalman Filtering Techniques when the Parameters of a Regression Relationship are Changing over Time According to a Multivariate ARIMA Process. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-76-044
Ledolter, J. & Box, G.E.P. (1976). Conditions for the Optimality of Exponential Smoothing Forecast Procedures. IIASA Professional Paper. IIASA, Laxenburg, Austria: PP-76-004
Ledolter, J. (1976). A Note on the Estimation of Polynomial Distributed Lags. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-76-014