Roland Fried

University of Dortmund

Department of Statistics

D-44221 Dortmund

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

602

SSRN CITATIONS
Rank 42,480

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Top 42,480

in Total Papers Citations

0

CROSSREF CITATIONS

12

Scholarly Papers (5)

1.

Robust Forecasting with Exponential and Holt-Winters Smoothing

Number of pages: 22 Posted: 01 Feb 2008
Sarah Gelper, Roland Fried and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 539 (50,718)
Citation 12

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Forecasting, Holt-Winters smoothing, Robust methods, Time series, Smoothing, Time, Outliers, Methods, Selection, Parameters, Model, Simulation, Studies, Performance, Data, Trends

2.
Downloads 59 (205,792)
Citation 1

Robust Forecasting of Non-Stationary Time Series

Number of pages: 17 Posted: 20 Nov 2010
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund, Catholic University of Louvain (UCL) - School of Statistics and affiliation not provided to SSRN
Downloads 59 (367,263)
Citation 2

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Heteroscedasticity, Non-Parametric Regression, Prediction, Outliers, Robustness

3.

Interventions in INGARCH Processes

Journal of Time Series Analysis, Vol. 31, Issue 3, pp. 210-225, May 2010
Number of pages: 16 Posted: 19 Apr 2010
Konstantinos Fokianos and Roland Fried
University of Cyprus - Department of Mathematics and Statistics and University of Dortmund
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4.

Robust Fitting of INARCH Models

Journal of Time Series Analysis, Vol. 35, Issue 6, pp. 517-535, 2014
Number of pages: 19 Posted: 24 Oct 2014
Hanan Elsaied and Roland Fried
Suez Canal University and University of Dortmund
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Count data, Poisson model, INARCH models, GLM models, Huber M‐estimator, Tukey M‐estimator, transient shifts, additive outliers, robustness

5.

Online Analysis of Medical Time Series

Annual Review of Statistics and Its Application, Vol. 4, Issue 1, pp. 169-188, 2017
Posted: 21 Mar 2017
University of Dortmund, Technical University of Dortmund, University of Munster and Ruhr Universität Bochum

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