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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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Time series analysis
Estimation theory
Stochastischer Prozess
Theorie
211
Theory
211
Zeitreihenanalyse
78
Forecasting model
72
Prognoseverfahren
72
Bayes-Statistik
24
Bayesian inference
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Nonparametric statistics
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Schätzung
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Hyndman, Rob J.
27
Athanasopoulos, George
15
Martin, Gael M.
15
Snyder, Ralph D.
14
Gao, Jiti
12
Forbes, Catherine Scipione
10
King, Maxwell L.
8
Ord, John Keith
8
Koehler, Anne B.
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
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Beaumont, Adrian
3
Ben Taieb, Souhaib
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Laskar, Mizan R.
3
Loiza-Maya, Ruben
3
Pan, Guangming
3
Smith, Michael S.
3
Zhang, Bo
3
Zhang, Xibin
3
Akram, Muhammad
2
Dong, Chaohua
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
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Kohn, Robert
2
Koo, Bonsoo
2
Li, Feng
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Seo, Myung Hwan
2
Strachan, Rodney W.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
708
Economics letters
635
European journal of operational research : EJOR
482
Econometric theory
442
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
415
International journal of forecasting
326
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
305
Econometric reviews
283
Discussion paper / Tinbergen Institute
269
Journal of forecasting
250
Journal of applied econometrics
207
Série des documents de travail / Centre de Recherche en Économie et Statistique
206
Insurance / Mathematics & economics
171
Working paper / National Bureau of Economic Research, Inc.
169
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
162
Journal of economic dynamics & control
162
Applied economics
157
Economic modelling
157
The review of economics and statistics
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Computers & operations research : and their applications to problems of world concern ; an international journal
153
Journal of quantitative economics : official journal of the Indian Econometric Society
146
International journal of production research
143
Oxford bulletin of economics and statistics
143
Finance and stochastics
137
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
133
Discussion paper / Center for Economic Research, Tilburg University
132
International journal of theoretical and applied finance
129
Working paper
125
Operations research
118
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Computational economics
107
Operations research letters
106
CREATES research paper
105
Cowles Foundation discussion paper
105
SFB 649 discussion paper
105
CORE discussion paper : DP
102
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
101
CESifo working papers
96
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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
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
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:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
9
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:
10
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
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