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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Markov-Kette"
~subject:"Share price"
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Time series analysis
Markov-Kette
Share price
Theorie
211
Theory
211
Zeitreihenanalyse
78
Forecasting model
72
Prognoseverfahren
72
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Stochastic process
21
Stochastischer Prozess
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State space model
20
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17
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Panel study
17
Estimation theory
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Markov chain
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Regressionsanalyse
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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
8
Koehler, Anne B.
7
Ord, John Keith
7
King, Maxwell L.
6
Maneesoonthorn, Worapree
5
Panagiotelis, Anastasios
5
Zhang, Xibin
5
Maharaj, Elizabeth Ann
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Zhang, Bo
3
Akram, Muhammad
2
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Li, Degui
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Tjostheim, Dag
2
Vahid, Farshid
2
Wickramasuriya, Shanika L.
2
Ahmed, Roman A.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
404
Economics letters
367
International journal of forecasting
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
279
NBER working paper series
268
Working paper / National Bureau of Economic Research, Inc.
267
Journal of forecasting
262
NBER Working Paper
229
Discussion paper / Tinbergen Institute
224
Econometric theory
198
European journal of operational research : EJOR
189
Economic modelling
178
Journal of economic dynamics & control
168
Applied economics
159
Econometric reviews
158
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
142
Discussion paper / Centre for Economic Policy Research
141
The review of financial studies
140
Journal of financial economics
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of empirical finance
123
Applied economics letters
120
Finance research letters
117
Computational economics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
112
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
110
Working paper
110
International review of financial analysis
105
Journal of applied econometrics
103
International review of economics & finance : IREF
93
CESifo working papers
86
CREATES research paper
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Série des documents de travail / Centre de Recherche en Économie et Statistique
80
SFB 649 discussion paper
79
Applied financial economics
75
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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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