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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Engsted, Tom"
~person:"Forbes, Catherine Scipione"
~person:"Hyndman, Rob J."
~person:"Zhang, Bo"
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Capital income
Zeitreihenanalyse
Theorie
78
Theory
78
Time series analysis
40
Forecasting model
34
Prognoseverfahren
34
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
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Estimation
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Australia
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Australien
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Bayesian Markov chain Monte Carlo
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English
41
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Engsted, Tom
Forbes, Catherine Scipione
Hyndman, Rob J.
Zhang, Bo
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
McAleer, Michael
10
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Escribano, Álvaro
4
Kapetanios, George
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Blazsek, Szabolcs
3
Frazier, David T.
3
Honoré, Peter
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Lund, Jesper
3
Manera, Matteo
3
McCabe, Brendan Peter Martin
3
Mikkelsen, Hans Ole Æ.
3
Pan, Guangming
3
Psaradakis, Zacharias G.
3
Wickramasuriya, Shanika L.
3
Anderson, Warwick
2
Bailey, Natalia
2
Baillie, Richard
2
Beaumont, Adrian
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
International journal of forecasting
13
European journal of operational research : EJOR
4
Journal of forecasting
3
CAMA working paper series
2
CREATES research paper
2
Economics letters
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
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OPEC review : energy economics and related issues
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Oxford bulletin of economics and statistics
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Working paper / Department of Economics, Faculty of Business Administration, Aarhus School of Business
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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1
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:
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
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
6
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:
7
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
;
Liu, Fei
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610903
Saved in:
8
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
9
Anomaly detection in high dimensional data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012598856
Saved in:
10
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
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