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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~person:"Croux, Christophe"
~person:"Lucas, André"
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Seasonal variations
Zeitreihenanalyse
Estimation theory
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
Time series analysis
3
ARCH model
2
ARCH-Modell
2
Autoregressive conditional duration
1
Bayes-Statistik
1
Bayesian inference
1
Cointegration
1
Delta-method
1
Dynamic higher-order moments
1
Dynamic volatilities
1
Estimation
1
Exponentially Weighted Moving Average (EWMA)
1
Generalized autoregressive conditional heteroskedasticity
1
Integrated generalized autoregressive score models
1
Kointegration
1
Lasso
1
Reduced rank regression
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Regression analysis
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Regressionsanalyse
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Risikomaß
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Risk measure
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Score driven models
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Sparse estimation
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Stochastic process
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Stochastischer Prozess
1
Time series forecasting
1
Time-varying mean
1
Value-at-Risk (VaR)
1
Vector error correction model
1
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Croux, Christophe
Lucas, André
Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Harvey, Andrew C.
2
Kock, Anders Bredahl
2
Lütkepohl, Helmut
2
Miller, Don M.
2
Oryshchenko, Vitaliy
2
Ruiz, Esther
2
Teräsvirta, Timo
2
Williams, Dan
2
Albertson, Kevin
1
Allaj, Erindi
1
Aylen, Jonathan
1
Barreto-Souza, Wagner
1
Barrow, Devon K.
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
1
Benítez Sánchez, José Manuel
1
Bergmeir, Christoph
1
Blasques, Francisco
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
Canale, Antonio
1
Castle, Jennifer
1
Chang, Le
1
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1
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1
Clements, Adam
1
Corsi, Fulvio
1
Crone, Sven F.
1
Cubadda, Gianluca
1
De Rezende, Rafael B.
1
Dimitrakopoulos, Stefanos
1
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International journal of forecasting
Discussion paper / Tinbergen Institute
13
KBI
6
Econometric reviews
2
Journal of econometrics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of financial econometrics
1
Journal of forecasting
1
NBP working paper
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Sveriges Riksbank working paper series
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
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1
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
2
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
3
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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