Rutger Lit

Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models

Siem Jan Koopman, Rutger Lit, S. Koopman, 2017, International Journal of Forecasting.

The Dynamic Skellam Model with Applications

Siem Jan Koopman, Rutger Lit, Andre Lucas, 2014 .

The analysis and forecasting of tennis matches by using a high dimensional dynamic model

Siem Jan Koopman, Rutger Lit, Paolo Gorgi, 2018, Journal of the Royal Statistical Society: Series A (Statistics in Society).

Estimation of final standings in football competitions with a premature ending: the case of COVID-19

Siem Jan Koopman, Rutger Lit, Paolo Gorgi, 2020, AStA Advances in Statistical Analysis.

Modified efficient importance sampling for partially non‐Gaussian state space models

Siem Jan Koopman, Rutger Lit, Thuy Minh Nguyen, 2019 .

Fast Efficient Importance Sampling by State Space Methods

Rutger Lit, Siem Jan Koopman, Thuy Minh Nguyen, 2014 .

A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League

Vu, Siem Jan Koopman, Rutger Lit, 2012 .

Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model

Siem Jan Koopman, Rutger Lit, André Lucas, 2017 .

Dynamic discrete copula models for high‐frequency stock price changes

Siem Jan Koopman, Rutger Lit, Anne Opschoor, 2018, Journal of Applied Econometrics.

Intraday Stock Price Dependence Using Dynamic Discrete Copula Distributions

Siem Jan Koopman, Rutger Lit, Andre Lucas, 2015 .