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Highest-density forecast regions for non-linear and non-normal time series models
Hyndman, Rob J. - In: Journal of forecasting 14 (1995) 5, pp. 431-441
Persistent link: https://www.econbiz.de/10001188614
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The interaction between trend and seasonality
Hyndman, Rob J. - In: International journal of forecasting 20 (2004) 4, pp. 561-563
Persistent link: https://www.econbiz.de/10002433857
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A brief history of forecasting competitions
Hyndman, Rob J. - In: International journal of forecasting 36 (2020) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10012405521
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Forecasting, causality and feedback
Hyndman, Rob J. - In: International journal of forecasting 39 (2023) 2, pp. 558-560
Persistent link: https://www.econbiz.de/10014465060
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Lee-Carter models : the wider context
Hyndman, Rob J. - In: International journal of forecasting 39 (2023) 3, pp. 1053-1054
Persistent link: https://www.econbiz.de/10014465277
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Seasonal functional autoregressive models
Zamani, Atefeh; Haghbin, Hossein; Hashemi, Maryam; … - In: Journal of Time Series Analysis 43 (2021) 2, pp. 197-218
Persistent link: https://www.econbiz.de/10012636169
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Modern Strategies for Time Series Regression
Clark, Stephanie; Hyndman, Rob J.; Pagendam, Dan; Ryan, … - In: International Statistical Review 88 (2020) S1
Persistent link: https://www.econbiz.de/10012409323
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A state space framework for automatic forecasting using exponential smoothing methods
Hyndman, Rob J. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001506983
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Nonparametric autocovariance function estimation
Hyndman, Rob J.; Wand, M. P. - 1996
Persistent link: https://www.econbiz.de/10000942965
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Bandwidth selection for kernel conditional density estimation
Bashtannyk, David M. - 1998
Persistent link: https://www.econbiz.de/10000995964