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source:"econis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"ARMA model"
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ARMA model
Time series analysis
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Theorie
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76
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Estimation theory
66
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Poskitt, Donald Stephen
5
Hyndman, Rob J.
4
Athanasopoulos, George
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Martin, Gael M.
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Vahid, Farshid
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Ben Taieb, Souhaib
1
Gao, Jiti
1
Grose, Simone D.
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Pan, G.
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Snyder, Ralph D.
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Wang, Xiaoqian
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
15
Journal of econometrics
15
Journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
9
International Journal of Energy Economics and Policy : IJEEP
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Discussion paper / Tinbergen Institute
7
International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
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CREATES research paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
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Economic modelling
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Journal of time series econometrics
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Applied financial economics
4
CBN journal of applied statistics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Econometrics : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Theoretical and applied economics : GAER review
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Advances in business and management forecasting
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Banque de France Working Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Technological forecasting & social change : an international journal
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Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
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2
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
3
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
4
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
5
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
6
Independence test for high dimensional random vectors
Pan, G.
;
Gao, Jiti
;
Yang, Y.
;
Guo, M.
-
2012
Persistent link: https://www.econbiz.de/10009565482
Saved in:
7
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
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8
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
9
Automatic time series forecasting : the forecast package for R
Hyndman, Rob J.
;
Khandakar, Yeasmin
-
2007
Persistent link: https://www.econbiz.de/10003486446
Saved in:
10
Time series forecasting : the case for the single source of error state space
Ord, John Keith
;
Snyder, Ralph D.
;
Koehler, Anne B.
; …
-
2005
Persistent link: https://www.econbiz.de/10002728810
Saved in:
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