//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~accessRights:"free"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
Stochastischer Prozess
Theorie
151
Theory
151
Forecasting model
63
Prognoseverfahren
63
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Bayes-Statistik
21
Bayesian inference
21
Stochastic process
19
Panel
17
Panel study
17
State space model
17
Zustandsraummodell
17
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov chain
12
Markov-Kette
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Estimation
9
Schätzung
9
Volatility
9
Volatilität
9
Regression analysis
8
Regressionsanalyse
8
Statistical test
8
Statistischer Test
8
Aggregation
7
Statistical distribution
7
Statistische Verteilung
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Cointegration
5
Forecast
5
Forecasting
5
Kointegration
5
Modellierung
5
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
72
Type of publication (narrower categories)
All
Arbeitspapier
72
Working Paper
72
Graue Literatur
71
Non-commercial literature
71
Forschungsbericht
1
Language
All
English
72
Author
All
Hyndman, Rob J.
25
Athanasopoulos, George
15
Martin, Gael M.
14
Gao, Jiti
12
Poskitt, Donald Stephen
7
Snyder, Ralph D.
7
Forbes, Catherine Scipione
6
Maneesoonthorn, Worapree
5
Ord, John Keith
5
Frazier, David T.
4
King, Maxwell L.
4
Koehler, Anne B.
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Smith-Miles, Kate
4
Beaumont, Adrian
3
Ben Taieb, Souhaib
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Loiza-Maya, Ruben
3
Pan, Guangming
3
Zhang, Bo
3
Akram, Muhammad
2
Dong, Chaohua
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Koo, Bonsoo
2
Li, Feng
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Seo, Myung Hwan
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Vahid, Farshid
2
Wickramasuriya, Shanika L.
2
Ahmed, Roman A.
1
Di Fonzo, Tommaso
1
Eckert, Florian
1
Feigin, Paul D.
1
Forchini, Giovanni
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of quantitative economics : official journal of the Indian Econometric Society
Discussion paper / Tinbergen Institute
173
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
132
CREATES research paper
105
SFB 649 discussion paper
105
Discussion papers of interdisciplinary research project 373
94
NBER Working Paper
91
NBER working paper series
82
Risks : open access journal
82
CESifo working papers
76
Cowles Foundation discussion paper
72
Discussion paper series / IZA
62
Working paper / National Bureau of Economic Research, Inc.
62
Working paper
57
Econometrics : open access journal
47
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
44
Cambridge working papers in economics
43
Discussion paper / Center for Economic Research, Tilburg University
43
Econometric Institute research papers
43
Journal of risk and financial management : JRFM
43
CAMA working paper series
38
Economics working paper
38
Discussion paper
36
CEMMAP working papers / Centre for Microdata Methods and Practice
35
CoFE discussion papers
35
Mathematics Preprint Archive
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
34
Working papers
34
Working paper series
29
Finance and economics discussion series
27
IHS economics series : working paper
27
Research paper series / Swiss Finance Institute
27
Cowles Foundation Discussion Paper
25
ECARES working paper
24
CORE discussion paper : DP
23
Technical working paper / National Bureau of Economic Research
23
CORE discussion papers : DP
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
SSE EFI working paper series in economics and finance
21
Discussion paper / Deutsche Bundesbank
20
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->