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Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10011780803
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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Approximate Bayesian computation in state space models
Martin, Gael M.; McCabe, Brendan Peter Martin; … - 2014
Persistent link: https://www.econbiz.de/10011780814
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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Nonparametric regression approach to Bayesian estimation
Gao, Jiti; Hong, Han - 2014
Persistent link: https://www.econbiz.de/10011781031
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High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://www.econbiz.de/10011781035
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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
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A note on the validity of cross-validation for evaluating time series prediction
Bergmeir, Christoph; Hyndman, Rob J.; Koo, Bonsoo - 2015
Persistent link: https://www.econbiz.de/10011781237
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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
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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