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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Schätztheorie
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
78
Forecasting model
72
Prognoseverfahren
72
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Stochastic process
21
Stochastischer Prozess
21
State space model
20
Zustandsraummodell
20
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Panel
17
Panel study
17
Estimation theory
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
9
Statistischer Test
9
Probability theory
8
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Wahrscheinlichkeitsrechnung
8
Australia
7
Australien
7
Cointegration
7
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Free
61
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Book / Working Paper
91
Type of publication (narrower categories)
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Arbeitspapier
91
Working Paper
91
Graue Literatur
90
Non-commercial literature
90
Forschungsbericht
4
Language
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English
91
Author
All
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
King, Maxwell L.
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Inder, Brett A.
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Laskar, Mizan R.
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Smith, Michael S.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Kohn, Robert
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Strachan, Rodney W.
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Vahid, Farshid
2
Wickramasuriya, Shanika L.
2
Ahmed, Roman A.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
645
Economics letters
599
Econometric theory
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
385
International journal of forecasting
317
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
280
Econometric reviews
246
Journal of forecasting
244
Discussion paper / Tinbergen Institute
227
Journal of applied econometrics
202
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
The review of economics and statistics
151
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Applied economics
144
Oxford bulletin of economics and statistics
142
Working paper / National Bureau of Economic Research, Inc.
135
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
128
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
126
Economic modelling
124
Discussion paper / Center for Economic Research, Tilburg University
110
Working paper
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
97
Journal of economic dynamics & control
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
CORE discussion paper : DP
95
Cowles Foundation discussion paper
87
Statistical papers
87
CREATES research paper
77
International economic review
76
SFB 649 discussion paper
76
The econometrics journal
76
EUI working paper / ECO
74
CESifo working papers
73
Computational economics
73
Applied economics letters
72
The review of economic studies
72
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
70
Working paper series
70
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ECONIS (ZBW)
91
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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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