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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~subject:"Markov-Kette"
~type_genre:"Arbeitspapier"
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Time series analysis
Markov-Kette
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Hyndman, Rob J.
26
Athanasopoulos, George
16
Gao, Jiti
14
Martin, Gael M.
13
Snyder, Ralph D.
13
Forbes, Catherine Scipione
9
Poskitt, Donald Stephen
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Koehler, Anne B.
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Ord, John Keith
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King, Maxwell L.
6
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Panagiotelis, Anastasios
5
Zhang, Xibin
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Shami, Roland G.
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Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
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Kang, Yanfei
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
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Zhang, Bo
3
Akram, Muhammad
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Beaumont, Adrian
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Li, Degui
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Li, Feng
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Loiza-Maya, Ruben
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Talagala, Thiyanga S.
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Tjostheim, Dag
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
203
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Série des documents de travail / Centre de Recherche en Économie et Statistique
75
Working paper
75
CREATES research paper
73
Working paper / National Bureau of Economic Research, Inc.
72
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
69
CESifo working papers
53
SFB 649 discussion paper
53
Discussion paper / Centre for Economic Policy Research
50
Cowles Foundation discussion paper
49
Discussion papers of interdisciplinary research project 373
48
Discussion paper / Center for Economic Research, Tilburg University
46
EUI working paper / ECO
46
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
38
Working papers
38
Report / Econometric Institute, Erasmus University Rotterdam
35
SSE EFI working paper series in economics and finance
33
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32
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29
Documentos de trabajo / Banco de España, Servicio de Estudios
29
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26
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24
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24
Discussion papers in economics
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ECARES working paper
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Working papers / Rutgers University, Department of Economics
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
IHS economics series : working paper
22
Technical working paper / National Bureau of Economic Research
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion papers / CEPR
20
Working paper series in economics and finance
20
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19
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
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:
4
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:
5
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
6
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
7
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
8
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:
9
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
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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