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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Börsenkurs"
~subject:"Stochastic process"
~subject:"Time series analysis"
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Börsenkurs
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Theorie
1,064
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134
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Härdle, Wolfgang
32
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26
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15
Martin, Gael M.
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14
Maravall Herrero, Agustín
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Snyder, Ralph D.
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9
Okhrin, Ostap
9
Ord, John Keith
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7
Koehler, Anne B.
7
Poskitt, Donald Stephen
7
Maneesoonthorn, Worapree
5
Reiß, Markus
5
Bibinger, Markus
4
Chen, Ying
4
Frazier, David T.
4
Horst, Ulrich
4
King, Maxwell L.
4
Maharaj, Elizabeth Ann
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
Meyer-Gohde, Alexander
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
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3
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3
Ben Taieb, Souhaib
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Grith, Maria
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Kang, Yanfei
3
Kourentzes, Nikolaos
3
Li, Feng
3
Loiza-Maya, Ruben
3
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3
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SFB 649 discussion paper
EUI working paper / ECO
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
286
Discussion paper / Tinbergen Institute
231
Discussion paper / Centre for Economic Policy Research
151
CREATES research paper
112
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110
Working paper
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
CESifo working papers
104
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85
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80
Cowles Foundation discussion paper
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74
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42
Econometric Institute research papers
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CoFE discussion papers
38
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
36
Working paper series / European Central Bank
36
Documentos de trabajo / Banco de España, Servicio de Estudios
31
CFS working paper series
30
SSE EFI working paper series in economics and finance
30
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29
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29
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28
Discussion papers in economics
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ECONIS (ZBW)
244
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
3
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
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:
5
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:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
9
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:
10
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
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