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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
78
Forecasting model
72
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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Regressionsanalyse
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Statistical distribution
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Australia
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Arbeitspapier
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Non-commercial literature
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107
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Hyndman, Rob J.
35
Athanasopoulos, George
21
Snyder, Ralph D.
17
Martin, Gael M.
16
Gao, Jiti
12
Poskitt, Donald Stephen
9
Frazier, David T.
8
Koehler, Anne B.
8
Ord, John Keith
8
Panagiotelis, Anastasios
8
Forbes, Catherine Scipione
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Vahid, Farshid
5
Beaumont, Adrian
4
King, Maxwell L.
4
Maharaj, Elizabeth Ann
4
Maneesoonthorn, Worapree
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Inder, Brett A.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Pan, Guangming
3
Zhang, Bo
3
Akram, Muhammad
2
Anderson, Heather M.
2
Harris, David
2
Kandanaarachchi, Sevvandi
2
Koo, Bonsoo
2
Li, Feng
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Seo, Myung Hwan
2
Shu Fan
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
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Monash University
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
223
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
133
Working paper / National Bureau of Economic Research, Inc.
132
Discussion paper / Centre for Economic Policy Research
113
Working paper
105
CREATES research paper
99
CESifo working papers
85
SFB 649 discussion paper
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
Cowles Foundation discussion paper
55
Working papers
55
EUI working paper / ECO
54
Working paper series / European Central Bank
54
Finance and economics discussion series
50
Discussion papers of interdisciplinary research project 373
49
Econometric Institute research papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Discussion paper / Center for Economic Research, Tilburg University
48
Discussion paper
44
Working paper series
43
Research paper series / Swiss Finance Institute
42
Federal Reserve Bank of Cleveland working paper series
38
Report / Econometric Institute, Erasmus University Rotterdam
37
Discussion papers / CEPR
36
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
36
CORE discussion paper : DP
31
IMF working papers
31
Technical working paper / National Bureau of Economic Research
30
Staff reports / Federal Reserve Bank of New York
29
Working papers / Rutgers University, Department of Economics
29
Documentos de trabajo / Banco de España, Servicio de Estudios
28
Discussion papers in economics
27
Economics working paper
27
Discussion paper / Department of Economics, University of California San Diego
26
Discussion paper / Deutsche Bundesbank
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
IHS economics series : working paper
25
SSE EFI working paper series in economics and finance
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
24
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
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
Saved in:
8
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
10
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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