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Rutger Lit
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A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League
SJ Koopman, R Lit
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2015
1292015
Dynamic discrete copula models for high‐frequency stock price changes
SJ Koopman, R Lit, A Lucas, A Opschoor
Journal of Applied Econometrics, 2018
36*2018
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
SJ Koopman, R Lit, A Lucas
Journal of the American Statistical Association 112, 1490-1503, 2017
32*2017
Forecasting football match results in national league competitions using score-driven time series models
SJ Koopman, R Lit
International Journal of Forecasting 35 (2), 797-809, 2019
292019
The analysis and forecasting of tennis matches by using a high dimensional dynamic model
P Gorgi, SJ Koopman, R Lit
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2019
152019
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the US, Chapter 6
SJ Koopman, R Lit, A Lucas, M Billio, L Pelizzon, R Savona
Systemic Risk Tomography: Signals, Measurement and Transmission Channels, 2016
12*2016
Long-term forecasting of El Niņo events via dynamic factor simulations
M Li, SJ Koopman, R Lit, D Petrova
Journal of Econometrics 214 (1), 46-66, 2020
72020
Modified efficient importance sampling for partially non‐Gaussian state space models
SJ Koopman, R Lit, TM Nguyen
Statistica Neerlandica 73 (1), 44-62, 2019
6*2019
Time series lab—score edition
R Lit, SJ Koopman, AC Harvey
See https://timeserieslab. com, 2020
52020
Estimation of final standings in football competitions with a premature ending: the case of COVID-19
P Gorgi, SJ Koopman, R Lit
AStA Advances in Statistical Analysis, 1-18, 2021
42021
Forecasting the 2020 edition of the boat race
R Lit, SJ Koopman
Time Series Lab-Article Series, 1-12, 2020
12020
Coronavirus and the Score-driven Negative Binomial Distribution
A Harvey, R Lit
2020
Forecasting the VIX in the midst of COVID-19
R Lit
2020
Time-Varying Parameter Models for Discrete Valued Time Series
R Lit
Amsterdam: Vrije Universiteit, 2016
2016
Sport Statistics Case Study
R Lit
Time Series Lab-Score Edition Manual
R Lit
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Artikelen 1–16