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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Zeitreihenanalyse
Theorie
925
Theory
925
Estimation theory
300
Schätztheorie
300
Time series analysis
268
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
Forecasting model
83
Prognoseverfahren
83
Regression analysis
72
Regressionsanalyse
72
Statistical test
69
Statistischer Test
69
Stochastic process
63
Stochastischer Prozess
63
Einheitswurzeltest
59
Unit root test
59
Cointegration
47
Kointegration
47
Estimation
45
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45
Statistical theory
41
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39
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30
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Hyndman, Rob J.
26
Athanasopoulos, George
15
Gao, Jiti
14
Snyder, Ralph D.
13
Phillips, Peter C. B.
12
Martin, Gael M.
9
Poskitt, Donald Stephen
9
Koehler, Anne B.
7
Ord, John Keith
7
Hong, Yongmiao
6
Saikkonen, Pentti
6
Forbes, Catherine Scipione
5
Lütkepohl, Helmut
5
Robinson, Peter M.
5
Chambers, Marcus J.
4
Harris, David
4
Johansen, Søren
4
Linton, Oliver
4
Maharaj, Elizabeth Ann
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Park, Joon Y.
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Wang, Qiying
4
Ben Taieb, Souhaib
3
Bierens, Herman J.
3
Chen, Bin
3
Choi, In
3
Frazier, David T.
3
Grégoir, Stéphane
3
Inder, Brett A.
3
Jong, Robert M. de
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Pan, Guangming
3
Perron, Pierre
3
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Econometric theory
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
221
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
52
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
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ECONIS (ZBW)
268
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
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:
5
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
6
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
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
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
Saved in:
11
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
Saved in:
12
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
13
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
Saved in:
14
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
;
Liu, Fei
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610903
Saved in:
15
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
16
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
17
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
18
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
19
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
20
Anomaly detection in high dimensional data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012598856
Saved in:
21
Feature-based forecast-model performance prediction
Talagala, Thiyanga S.
;
Li, Feng
;
Kang, Yanfei
-
2019
Persistent link: https://www.econbiz.de/10012598900
Saved in:
22
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
23
Elucidate structure in intermittent demand series
Kourentzes, Nikolaos
;
Athanasopoulos, George
-
2019
Persistent link: https://www.econbiz.de/10012606720
Saved in:
24
A brief history of forecasting competitions
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012592216
Saved in:
25
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
26
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
27
Anomaly detection in streaming nonstationary temporal data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
-
2018
Persistent link: https://www.econbiz.de/10012583311
Saved in:
28
Meta-learning how to forecast time series
Talagala, Thiyanga S.
;
Hyndman, Rob J.
;
Athanasopoulos, …
-
2018
Persistent link: https://www.econbiz.de/10012583337
Saved in:
29
Probabilisitic forecasts in hierarchical time series
Gamakumara, Puwasala
;
Panagiotelis, Anastasios
; …
-
2018
Persistent link: https://www.econbiz.de/10012583384
Saved in:
30
Efficient generation of time series with diverse and controllable characteristics
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2018
Persistent link: https://www.econbiz.de/10012583530
Saved in:
31
On normalization and algorithm selection for unsupervised outlier detection
Kandanaarachchi, Sevvandi
;
Muñoz, Mario A
;
Hyndman, Rob J.
-
2018
Persistent link: https://www.econbiz.de/10012583553
Saved in:
32
FFORMA: Feature-based Forecast Model Averaging
Montero-Manso, Pablo
;
Athanasopoulos, George
;
Hyndman, …
-
2018
Persistent link: https://www.econbiz.de/10012583556
Saved in:
33
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
34
Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
-
2017
Persistent link: https://www.econbiz.de/10011781966
Saved in:
35
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
36
Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
-
2017
Persistent link: https://www.econbiz.de/10011782246
Saved in:
37
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2017
Persistent link: https://www.econbiz.de/10012543504
Saved in:
38
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
39
A smoothing method that looks like the Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Econometric theory
36
(
2020
)
5
,
pp. 961-981
Persistent link: https://www.econbiz.de/10012307246
Saved in:
40
Grouped functional time series forecasting : an application to age-specific mortality rates
Shang, Han Lin
;
Hyndman, Rob J.
-
2016
Persistent link: https://www.econbiz.de/10011781651
Saved in:
41
Visualising forecasting algorithm performance using time series instance spaces
Kang, Yanfei
;
Hyndman, Rob J.
;
Smith-Miles, Kate
-
2016
Persistent link: https://www.econbiz.de/10011781706
Saved in:
42
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
43
Singular spectrum analysis of Grenander processes and sequential time series reconstruction
Poskitt, Donald Stephen
-
2016
Persistent link: https://www.econbiz.de/10011781767
Saved in:
44
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
Saved in:
45
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781245
Saved in:
46
Probabilistic time series forecasting with boosted additive models : an application to smart meter data
Ben Taieb, Souhaib
;
Huser, Raphael
;
Hyndman, Rob J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781252
Saved in:
47
Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2015
Persistent link: https://www.econbiz.de/10011781270
Saved in:
48
Forecasting with temporal hierarchies
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
-
2015
Persistent link: https://www.econbiz.de/10011781277
Saved in:
49
Bootstrap-assisted unit root testing with piecewise locally stationary errors
Rho, Yeonwoo
;
Shao, Xiaofeng
- In:
Econometric theory
35
(
2019
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10012146125
Saved in:
50
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
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