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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Aggregation"
~subject:"Schätztheorie"
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Time series analysis
Aggregation
Schätztheorie
Theorie
422
Theory
422
Zeitreihenanalyse
148
Forecasting model
118
Prognoseverfahren
118
Estimation
56
Schätzung
56
Stochastic process
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Stochastischer Prozess
56
Volatility
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Volatilität
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Estimation theory
34
Bayes-Statistik
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Bayesian inference
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Nonparametric statistics
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State space model
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Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
King, Maxwell L.
7
Koehler, Anne B.
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Ord, John Keith
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Poskitt, Donald Stephen
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Podolskij, Mark
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Santucci de Magistris, Paolo
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Grassi, Stefano
5
Johansen, Søren
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Kruse, Robinson
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Haldrup, Niels
4
Inder, Brett A.
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
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Frazier, David T.
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Grose, Simone D.
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Kang, Yanfei
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Kourentzes, Nikolaos
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Laskar, Mizan R.
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McCabe, Brendan Peter Martin
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McLaren, Keith Robert
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Nonejad, Nima
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Pan, Guangming
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Proietti, Tommaso
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Rossi, Eduardo
3
Smith, Michael S.
3
Vahid, Farshid
3
Zhang, Bo
3
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Working paper / Department of Econometrics and Business Statistics, Monash University
CREATES research paper
Journal of econometrics
659
Economics letters
625
Econometric theory
421
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
396
International journal of forecasting
328
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
300
Econometric reviews
250
Journal of forecasting
250
Discussion paper / Tinbergen Institute
229
Journal of applied econometrics
207
Série des documents de travail / Centre de Recherche en Économie et Statistique
177
The review of economics and statistics
154
Working paper / National Bureau of Economic Research, Inc.
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Applied economics
148
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Oxford bulletin of economics and statistics
142
Economic modelling
136
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
125
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
123
Discussion paper / Center for Economic Research, Tilburg University
111
Journal of economic dynamics & control
108
CORE discussion paper : DP
107
Working paper
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
International economic review
92
Cowles Foundation discussion paper
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
91
American journal of agricultural economics
87
Statistical papers
87
Applied economics letters
86
CESifo working papers
85
NBER Working Paper
85
Discussion paper / Centre for Economic Policy Research
80
European journal of operational research : EJOR
80
NBER working paper series
79
The econometrics journal
79
EUI working paper / ECO
76
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ECONIS (ZBW)
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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
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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