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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~subject:"Markov-Kette"
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Time series analysis
Markov-Kette
Theorie
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Hyndman, Rob J.
26
Athanasopoulos, George
16
Gao, Jiti
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Martin, Gael M.
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Snyder, Ralph D.
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Forbes, Catherine Scipione
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Poskitt, Donald Stephen
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Koehler, Anne B.
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Panagiotelis, Anastasios
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Zhang, Xibin
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Shami, Roland G.
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Ben Taieb, Souhaib
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Kang, Yanfei
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Talagala, Thiyanga S.
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Tjostheim, Dag
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
377
International journal of forecasting
314
Economics letters
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Journal of forecasting
234
Discussion paper / Tinbergen Institute
203
Econometric theory
197
European journal of operational research : EJOR
181
Econometric reviews
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Economic modelling
133
Applied economics
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of economic dynamics & control
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
92
Computational economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied economics letters
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Risks : open access journal
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Cowles Foundation discussion paper
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Oxford bulletin of economics and statistics
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CESifo working papers
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SFB 649 discussion paper
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The econometrics journal
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
6
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
7
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
8
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
Saved in:
9
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
10
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
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