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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Stochastischer Prozess"
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Time series analysis
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Stochastischer Prozess
Theorie
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Hyndman, Rob J.
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Athanasopoulos, George
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Martin, Gael M.
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Snyder, Ralph D.
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Gao, Jiti
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Loiza-Maya, Ruben
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McCabe, Brendan Peter Martin
5
Vahid, Farshid
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Beaumont, Adrian
4
Inder, Brett A.
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Maharaj, Elizabeth Ann
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Shami, Roland G.
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Smith-Miles, Kate
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Zhang, Xibin
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Akram, Muhammad
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Harris, David
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Koo, Bonsoo
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Li, Feng
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
781
International journal of forecasting
762
Economics letters
692
European journal of operational research : EJOR
580
Journal of forecasting
519
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
486
Econometric theory
452
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
167
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Testing for restricted stochastic dominance under survey nonresponse with panel data : theory and an evaluation of poverty in Australia
Elias, Matthew J.
;
Tabri, Rami V.
-
2024
Persistent link: https://www.econbiz.de/10014584647
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2
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
6
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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7
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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8
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
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9
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
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10
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
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