Research

Working Papers

Drew D. Creal, Marcelo C. Medeiros, Rodrigo Sarlo (2026) Conditionally linear, matrix normal state space models. Submitted to Journal of Econometrics.

Publications

Rodrigo Sarlo, Cristiano Fernandes, Denis Borenstein (2025) Score-driven models for inventory control of intermittent demand. Journal of the Operational Research Society.

Rodrigo Sarlo, Cristiano Fernandes, Denis Borenstein (2023) Lumpy and intermittent retail demand forecasts with score-driven models. European Journal of Operational Research, 307 (3), 1146-1160.

Conference Papers

Rodrigo Sarlo, Denis Borenstein, Cristiano Fernandes (2025) Forecasting intermittent demand with dynamic Poisson mixtures - a score-driven approach. LVII Brazilian Symposium on Operations Research.