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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~subject:"Stochastic process"
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Hyndman, Rob J.
26
Athanasopoulos, George
15
Martin, Gael M.
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Snyder, Ralph D.
14
Gao, Jiti
12
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Shami, Roland G.
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Smith-Miles, Kate
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Ben Taieb, Souhaib
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Loiza-Maya, Ruben
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Working paper / Department of Econometrics and Business Statistics, Monash University
European journal of operational research : EJOR
482
Journal of econometrics
392
International journal of forecasting
312
Economics letters
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
265
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230
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Computational economics
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics letters
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80
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31
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:
32
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
33
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:
34
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:
35
Singular spectrum analysis of Grenander processes and sequential time series reconstruction
Poskitt, Donald Stephen
-
2016
Persistent link: https://www.econbiz.de/10011781767
Saved in:
36
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:
37
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:
38
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:
39
Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2015
Persistent link: https://www.econbiz.de/10011781270
Saved in:
40
Forecasting with temporal hierarchies
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
-
2015
Persistent link: https://www.econbiz.de/10011781277
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