Santiago Pellegrini

2011

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Santiago Pellegrini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. James H. Stock
2. N. S. Bowden
3. L. J. Soares

Who trusts Santiago Pellegrini overall

1. Christian Francq

Papers from Santiago Pellegrini's perspective

Ordered by how strongly the researchers Santiago Pellegrini trusts endorse each paper. Same corpus, a different order for every researcher.

1. Why Has U.S. Inflation Become Harder to Forecast
2. Time Series Analysis by State Space Methods
3. Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data
4. Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models
5. Time series analysis, forecasting and control
6. Estimating the Dimension of a Model
7. Generalized autoregressive conditional heteroskedasticity
8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
9. The Generalized Dynamic-Factor Model: Identification and Estimation
10. INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

Their papers

• Prediction intervals in conditionally heteroscedastic time series with stochastic components (2011) — 24 citations