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subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"European journal of operational research : EJOR"
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Time series analysis
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Phillips, Peter C. B.
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ECONIS (ZBW)
139
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1
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
2
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
3
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
5
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
6
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 693-706
Persistent link: https://www.econbiz.de/10014279069
Saved in:
7
Optimal reconciliation with immutable forecasts
Zhang, Bohan
;
Kang, Yanfei
;
Panagiotelis, Anastasios
; …
- In:
European journal of operational research : EJOR
308
(
2023
)
2
,
pp. 650-660
Persistent link: https://www.econbiz.de/10014283109
Saved in:
8
Inverse Gaussian processes with correlated random effects for multivariate degradation modeling
Fang, Guanqi
;
Pan, Rong
;
Wang, Yukun
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1177-1193
Persistent link: https://www.econbiz.de/10013207332
Saved in:
9
Forecast with forecasts : diversity matters
Kang, Yanfei
;
Cao, Wei
;
Petropoulos, Fotios
;
Li, Feng
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 180-190
Persistent link: https://www.econbiz.de/10013207367
Saved in:
10
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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