Wissenschaftliche Artikel

Brune, B., Scherrer, W., & Bura, E. (2022). A state-space approach to time-varying reduced-rank regression. Econometric Reviews, 41(8), 895–917. https://doi.org/10.1080/07474938.2022.2073743 ( reposiTUm)
Bauer, D., Tulic, M., & Scherrer, W. (2019). Modelling travel time uncertainty in urban networks based on floating taxi data. European Transport Research Review, 11(46). https://doi.org/10.1186/s12544-019-0381-5 ( reposiTUm)
Wurzenberger, M., Skopik, F., Settanni, G., & Scherrer, W. (2016). Complex Log File Synthesis for Rapid Sandbox-Benchmarking of Security- and Computer Network Analysis Tools. Information Systems, 60, 13–33. https://doi.org/10.1016/j.is.2016.02.006 ( reposiTUm)
Scherrer, W. (2008). Book review: Subspace Methods for System Identification by Tohru Katayama. International Journal of Robust and Nonlinear Control, 18, 993–994. http://hdl.handle.net/20.500.12708/170518 ( reposiTUm)
Scherrer, W., & Ribarits, E. (2007). On the Parametrization of Multivariate GARCH Models. Econometric Theory, 23, 464–484. http://hdl.handle.net/20.500.12708/168691 ( reposiTUm)

Beiträge in Büchern

Scherrer, W., & Deistler, M. (2019). Vector autoregressive moving average models. In Handbook of Statistics (pp. 145–191). Elsevier. https://doi.org/10.1016/bs.host.2019.01.004 ( reposiTUm)
Deistler, M., Scherrer, W., & Anderson, B. D. O. (2014). The Structure of Generalized Linear Dynamic Factor Models. In J. Beran, Y. Feng, & H. Hebbel (Eds.), Empirical Economic and Financial Research (Vol. 48, pp. 379–400). Springer. https://doi.org/10.1007/978-3-319-03122-4_24 ( reposiTUm)
Hamann, E., Deistler, M., & Scherrer, W. (2005). Factor models for multivariate time series. In A. Taudes (Ed.), Adaptive Information Systems and Modelling in Economics and Management Science (pp. 243–251). Springer. http://hdl.handle.net/20.500.12708/25077 ( reposiTUm)

Bücher

Deistler, M., & Scherrer, W. (2022). Time Series Models (Vol. 224). Springer Nature. https://doi.org/10.1007/978-3-031-13213-1 ( reposiTUm)
Deistler, M., & Scherrer, W. (2018). Modelle der Zeitreihenanalyse. In Mathematik Kompakt. Birkhäuser Basel. https://doi.org/10.1007/978-3-319-68664-6 ( reposiTUm)

Präsentationen

Scherrer, W. (2016). Balanced Model Reduction. Kick-off Workshop of the DFG Project: Estimation and Inference Theory for Cointegrated Processes in the State Space Representation, Dortmund, EU. http://hdl.handle.net/20.500.12708/121445 ( reposiTUm)
Tulic, M., Bauer, D., & Scherrer, W. (2014). Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. Transportation Research Board, 93rd Annual Meeting, Washington, DC., Non-EU. http://hdl.handle.net/20.500.12708/120711 ( reposiTUm)
Tulic, M., Bauer, D., & Scherrer, W. (2013). Route Travel Time Prediction and Variability Estimation in an Urban Network Based on Floating Car Data. 2nd Symposium of the European Association for Reseach in Transportation (hEART 2013), Stockholm, EU. http://hdl.handle.net/20.500.12708/118784 ( reposiTUm)
Scherrer, W. (2008). Approximation of Fractionally Integrated Processes by ARMA Processes. ERNSI Workshop on System Identification 2008, Sigtuna, Sweden, EU. http://hdl.handle.net/20.500.12708/118632 ( reposiTUm)
Scherrer, W. (2008). Spotpreisprognose mittels LASSO - ähnlichen Verfahren. ÖGOR - IHS Workshop “Mathematische Ökonomie und Optimierung in der Energiewirtschaft,” Wien, Austria. http://hdl.handle.net/20.500.12708/118617 ( reposiTUm)
Scherrer, W. (2008). Modelling Conditional Variances and Covariances; MGARCH Models. Seminar in Financial Mathematics, Institute of Mathematics, Physics and Mechanics, University Ljubljana, Ljubljana, Slowenien, EU. http://hdl.handle.net/20.500.12708/118553 ( reposiTUm)
Scherrer, W. (2005). Structure Theory of VECH and BEKK Models. Institut für Höhere Studien, Wien, Wien, Austria. http://hdl.handle.net/20.500.12708/117589 ( reposiTUm)
Scherrer, W. (2004). A Generalization of Dynamic PCA Models. Workshop: Linear Dynamic Factor Models, IHS & TU Vienna, 27.08.2004, Vienna, Austria. http://hdl.handle.net/20.500.12708/116801 ( reposiTUm)
Hanzon, B., & Scherrer, W. (2004). Numerical Issues of Stochastically Balanced Model Reduction in Non-Gaussian Filtering Problems. 13th Workshop of the European Research Network System Identification (Hungary, 2004), Dobogoko, Hungary, Austria. http://hdl.handle.net/20.500.12708/116836 ( reposiTUm)
Scherrer, W., & Hanzon, B. (2003). Estimation in non-Gaussian stochastic volatility models with rationally distributed disturbances. Workshop “Econometric Time Series Analysis - Methods and Applications,” Linz, Austria. http://hdl.handle.net/20.500.12708/116293 ( reposiTUm)
Scherrer, W. (2003). Modellreduktion mittels balanzierter Realisierungen. Wissenswertes aus der Mathematik, TU Wien, Wien, Austria. http://hdl.handle.net/20.500.12708/116256 ( reposiTUm)
Scherrer, W. (2003). Dynamic factors models and rank constrained LMI’s. 12th Workshop of the European Research Network on System Identification, Noordwijkerhout, The Netherlands, Austria. http://hdl.handle.net/20.500.12708/116294 ( reposiTUm)
Scherrer, W. (2001). Local Optimality of Minimum Phase Balanced Truncation. 10th Workshop of the European Research Network System Identification, Cambridge, Austria. http://hdl.handle.net/20.500.12708/116295 ( reposiTUm)