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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
~subject:"State space model"
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Time series analysis
Schätzung
State space model
Theorie
211
Theory
211
Zeitreihenanalyse
78
Forecasting model
72
Prognoseverfahren
72
Bayes-Statistik
24
Bayesian inference
24
Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
24
Stochastic process
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Stochastischer Prozess
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Regressionsanalyse
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Statistical distribution
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Statistische Verteilung
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Wahrscheinlichkeitsrechnung
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Hyndman, Rob J.
30
Martin, Gael M.
17
Gao, Jiti
16
Athanasopoulos, George
15
Snyder, Ralph D.
14
Forbes, Catherine Scipione
11
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Maneesoonthorn, Worapree
5
Frazier, David T.
4
Inder, Brett A.
4
Maharaj, Elizabeth Ann
4
McCabe, Brendan Peter Martin
4
McLaren, Keith Robert
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Loiza-Maya, Ruben
3
Pan, Guangming
3
Peng, Bin
3
Smith, Michael S.
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
Mátyás, László
2
Rahman Khan, Md. Atikur
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.
610
NBER working paper series
505
NBER Working Paper
481
Economics letters
457
Journal of econometrics
443
Discussion paper / Centre for Economic Policy Research
390
Applied economics
389
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
353
International journal of forecasting
347
Discussion paper series / IZA
286
Discussion paper / Tinbergen Institute
277
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275
Economic modelling
271
CESifo working papers
258
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236
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
Applied economics letters
215
Journal of applied econometrics
209
Econometric theory
205
Econometric reviews
186
Journal of economic dynamics & control
180
Journal of international money and finance
173
IZA Discussion Paper
151
Discussion paper
150
Europäische Hochschulschriften / 5
150
Journal of macroeconomics
149
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
143
Journal of banking & finance
139
The review of economics and statistics
138
Journal of empirical finance
135
International review of economics & finance : IREF
133
Discussion papers / CEPR
131
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
123
SpringerLink / Bücher
122
Energy economics
117
Journal of monetary economics
114
Applied financial economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
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109
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ECONIS (ZBW)
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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
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
3
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:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
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:
6
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:
7
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:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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