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source:"econis"
~isPartOf:"Econometric theory"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"State space model"
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Search: subject_exact:"Time series analysis"
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State space model
Time series analysis
666
Zeitreihenanalyse
666
Theorie
372
Theory
372
Estimation theory
262
Schätztheorie
262
Forecasting model
105
Prognoseverfahren
105
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Statistical test
57
Statistischer Test
57
Stochastic process
48
Stochastischer Prozess
48
Einheitswurzeltest
47
Unit root test
47
Estimation
46
Schätzung
46
Regression analysis
38
Regressionsanalyse
38
Cointegration
36
Kointegration
36
Business cycle
32
Konjunktur
32
Deutschland
30
Germany
30
Zeitreihenanalyse (STW)
30
Theorie (STW)
28
Volatility
25
Volatilität
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Autocorrelation
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Autokorrelation
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Zustandsraummodell
24
ARMA model
21
ARMA-Modell
21
Bootstrap approach
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Bootstrap-Verfahren
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Robust statistics
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Robustes Verfahren
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Article
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Graue Literatur
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Snyder, Ralph D.
8
Martin, Gael M.
6
Hyndman, Rob J.
5
Koehler, Anne B.
5
Forbes, Catherine Scipione
3
McCabe, Brendan Peter Martin
3
Ord, John Keith
3
Beaumont, Adrian
2
Berke, Olaf
2
De Livera, Alysha M.
2
De Silva, Ashton
2
Frazier, David T.
2
Leung, Patrick
2
Maneesoonthorn, Worapree
2
Akram, Muhammad
1
Archibald, Blyth
1
Athanasopoulos, George
1
Bauer, Dietmar
1
Brunnert, Marcus
1
Davies, P. L.
1
Feigin, Paul D.
1
Gould, Phillip
1
King, Maxwell L.
1
Kovac, A.
1
Krahnke, Tillmann
1
Leeds, Mark
1
Loiza-Maya, Ruben
1
McCabe, Brendon P. M.
1
McLaren, Keith Robert
1
Osman, Ahmad Farid
1
Robert, Christian P.
1
Roberts, Christian P.
1
Urfer, Wolfgang
1
Wagner, Martin
1
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Econometric theory
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
59
International journal of forecasting
43
Economic modelling
37
Computational economics
34
Journal of econometrics
30
Economics letters
22
Journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Energy economics
20
CAMA working paper series
17
Journal of economic dynamics & control
17
Applied economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics letters
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Econometrics : open access journal
10
International review of economics & finance : IREF
10
CREATES research paper
9
Discussion paper
9
CESifo working papers
8
Finance research letters
8
Journal of macroeconomics
8
Bank of Finland research discussion papers
7
Finance and economics discussion series
7
Journal of quantitative economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The econometrics journal
7
European journal of operational research : EJOR
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Macroeconomic dynamics
6
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
6
Discussion paper / Central Bureau voor de Statistiek
5
Finmap working paper
5
International journal of financial engineering
5
Journal of applied econometrics
5
Journal of time series econometrics
5
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ECONIS (ZBW)
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1
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:
2
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
3
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
4
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
5
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
Saved in:
6
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781245
Saved in:
7
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
8
Forecasting compositional time series with exponential smoothing methods
Koehler, Anne B.
;
Snyder, Ralph D.
;
Ord, John Keith
; …
-
2010
Persistent link: https://www.econbiz.de/10008759301
Saved in:
9
Automatic forecasting with a modified exponential smoothing state space framework
De Livera, Alysha M.
-
2010
Persistent link: https://www.econbiz.de/10008661658
Saved in:
10
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
Athanasopoulos, George
;
De Silva, Ashton
-
2010
Persistent link: https://www.econbiz.de/10008661746
Saved in:
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