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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Monte Carlo simulation"
~subject:"Statistischer Test"
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Time series analysis
Monte Carlo simulation
Statistischer Test
Theorie
217
Theory
217
Zeitreihenanalyse
79
Forecasting model
73
Prognoseverfahren
73
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
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Stochastic process
22
Stochastischer Prozess
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State space model
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Zustandsraummodell
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Panel
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Panel study
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Monte-Carlo-Simulation
17
Estimation theory
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Schätztheorie
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Markov chain
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Markov-Kette
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Bootstrap approach
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Bootstrap-Verfahren
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Volatility
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Volatilität
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Aggregation
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Statistical test
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Australia
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Australien
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Probability theory
8
Regression analysis
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Regressionsanalyse
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Statistical distribution
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Hyndman, Rob J.
27
Athanasopoulos, George
15
Martin, Gael M.
14
Snyder, Ralph D.
13
Forbes, Catherine Scipione
12
Gao, Jiti
12
Poskitt, Donald Stephen
9
King, Maxwell L.
7
Koehler, Anne B.
7
Ord, John Keith
7
Maneesoonthorn, Worapree
6
Panagiotelis, Anastasios
6
Zhang, Xibin
6
Frazier, David T.
4
Maharaj, Elizabeth Ann
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Vahid, Farshid
4
Akram, Muhammad
3
Ben Taieb, Souhaib
3
Inder, Brett A.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Loiza-Maya, Ruben
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Anderson, Heather M.
2
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
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Li, Feng
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Tomasetti, Nathaniel
2
Ahmed, Roman A.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
484
Economics letters
371
International journal of forecasting
341
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
313
Econometric theory
242
Journal of forecasting
241
Discussion paper / Tinbergen Institute
221
Econometric reviews
214
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
138
Applied economics
127
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
125
Economic modelling
123
Journal of applied econometrics
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Working paper
107
Journal of economic dynamics & control
97
Computational economics
95
Applied economics letters
94
European journal of operational research : EJOR
92
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
87
The econometrics journal
83
CREATES research paper
78
Série des documents de travail / Centre de Recherche en Économie et Statistique
73
Cowles Foundation discussion paper
71
NBER Working Paper
71
Working paper / National Bureau of Economic Research, Inc.
71
CESifo working papers
65
Discussion paper / Center for Economic Research, Tilburg University
65
Journal of empirical finance
65
NBER working paper series
65
SFB 649 discussion paper
65
Discussion papers of interdisciplinary research project 373
64
Oxford bulletin of economics and statistics
63
Journal of the American Statistical Association : JASA
60
Energy economics
59
Finance research letters
59
Discussion paper / Centre for Economic Policy Research
53
Econometrics : open access journal
53
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1
Testing for restricted stochastic dominance under survey nonresponse with panel data : theory and an evaluation of poverty in Australia
Elias, Matthew J.
;
Tabri, Rami V.
-
2024
Persistent link: https://www.econbiz.de/10014584647
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2
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
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3
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
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6
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:
7
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
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8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
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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