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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:"State space model"
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Time series analysis
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Theorie
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Hyndman, Rob J.
28
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Martin, Gael M.
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Snyder, Ralph D.
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Gao, Jiti
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Kruse, Robinson
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Maharaj, Elizabeth Ann
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Panagiotelis, Anastasios
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Shami, Roland G.
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Nonejad, Nima
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Working paper / Department of Econometrics and Business Statistics, Monash University
CREATES research paper
Journal of econometrics
347
International journal of forecasting
318
Economics letters
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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240
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Discussion paper / Tinbergen Institute
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104
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
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98
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Oxford bulletin of economics and statistics
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51
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51
The econometrics journal
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ECONIS (ZBW)
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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
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
8
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:
9
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
10
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
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