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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bayesian inference"
~subject:"Schätzung"
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Time series analysis
Bayesian inference
Schätzung
Theorie
211
Theory
211
Zeitreihenanalyse
78
Forecasting model
72
Prognoseverfahren
72
Bayes-Statistik
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Stochastic process
21
Stochastischer Prozess
21
State space model
20
Zustandsraummodell
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Monte Carlo simulation
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Monte-Carlo-Simulation
17
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Panel study
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Estimation theory
16
Schätztheorie
16
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Markov-Kette
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Volatility
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Volatilität
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Statistical test
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Statistischer Test
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Probability theory
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Regressionsanalyse
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Statistical distribution
8
Statistische Verteilung
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Wahrscheinlichkeitsrechnung
8
Australia
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Australien
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118
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118
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Graue Literatur
117
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117
Forschungsbericht
6
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English
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Hyndman, Rob J.
28
Gao, Jiti
17
Athanasopoulos, George
16
Martin, Gael M.
16
Snyder, Ralph D.
13
Forbes, Catherine Scipione
11
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Inder, Brett A.
6
Maneesoonthorn, Worapree
6
Frazier, David T.
5
King, Maxwell L.
5
Zhang, Xibin
5
Loiza-Maya, Ruben
4
Maharaj, Elizabeth Ann
4
McLaren, Keith Robert
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Peng, Bin
3
Smith, Michael S.
3
Strachan, Rodney W.
3
Vahid, Farshid
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Grose, Simone D.
2
Kandanaarachchi, Sevvandi
2
Kohn, Robert
2
Kónya, László
2
Li, Feng
2
Linton, Oliver
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
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Monash University
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
616
NBER working paper series
514
Journal of econometrics
490
NBER Working Paper
489
Economics letters
471
Discussion paper / Centre for Economic Policy Research
401
Applied economics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
386
International journal of forecasting
369
Discussion paper / Tinbergen Institute
303
Discussion paper series / IZA
293
Journal of forecasting
283
Economic modelling
279
CESifo working papers
273
Working paper
254
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Journal of applied econometrics
225
Applied economics letters
222
Econometric reviews
213
Econometric theory
208
Journal of economic dynamics & control
187
Journal of international money and finance
174
Journal of macroeconomics
162
Discussion paper
161
IZA Discussion Paper
155
Europäische Hochschulschriften / 5
150
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
148
Discussion papers / CEPR
146
Journal of empirical finance
143
The review of economics and statistics
142
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
140
Journal of banking & finance
139
International review of economics & finance : IREF
133
Energy economics
125
SpringerLink / Bücher
125
European journal of operational research : EJOR
123
Journal of monetary economics
120
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
115
Macroeconomic dynamics
112
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ECONIS (ZBW)
118
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Does climate sensitivity differ across regions? : a varying-coefficient approach
Anderson, Heather M.
;
Gao, Jiti
;
Vahid, Farshid
;
Wei, Wei
; …
-
2023
Persistent link: https://www.econbiz.de/10014315967
Saved in:
6
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
7
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:
8
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:
9
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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