Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size

by Yuanyuan Li, Dietmar Bauer
Published 2020-09-01

Travel time predictions: should one model speeds or travel times?

by Dietmar Bauer, Mirsad Tulic
Published 2018-10-01

Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method

by Dietmar Bauer, Rainer Buschmeier
Published 2021-04-01

Modelling travel time uncertainty in urban networks based on floating taxi data

by Dietmar Bauer, Mirsad Tulic, Wolfgang Scherrer
Published 2019-11-01

A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing

by Dietmar Bauer, Lukas Matuschek, Patrick de Matos Ribeiro, Martin Wagner
Published 2020-11-01