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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~type_genre:"Non-commercial literature"
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Großbritannien
Time series analysis
Theorie
209
Theory
209
Zeitreihenanalyse
78
Forecasting model
68
Prognoseverfahren
68
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Schätzung
24
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Stochastic process
22
Stochastischer Prozess
22
State space model
20
Zustandsraummodell
20
Panel
19
Panel study
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Estimation theory
16
Schätztheorie
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
12
Bootstrap-Verfahren
12
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
10
Statistischer Test
10
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Australia
7
Australien
7
Cointegration
7
Kointegration
7
Forecasting
6
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Free
60
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Book / Working Paper
78
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Non-commercial literature
Article in journal
136
Aufsatz in Zeitschrift
136
Arbeitspapier
79
Working Paper
79
Graue Literatur
78
Forschungsbericht
3
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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English
78
Author
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Hyndman, Rob J.
27
Athanasopoulos, George
14
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Ahmed, Roman A.
1
Akram, Muhammad
1
Bollen, Bernard
1
Di Fonzo, Tommaso
1
Dong, Chaohua
1
Eckert, Florian
1
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
96
Discussion paper / Centre for Economic Policy Research
88
Working paper / National Bureau of Economic Research, Inc.
87
Working paper
79
CESifo working papers
71
CREATES research paper
70
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
Cowles Foundation discussion paper
49
Discussion papers of interdisciplinary research project 373
47
Série des documents de travail / Centre de Recherche en Économie et Statistique
46
SFB 649 discussion paper
44
Discussion papers in economics
42
Discussion paper
40
Discussion paper series / IZA
40
Discussion paper / Center for Economic Research, Tilburg University
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
CAMA working paper series
33
Working paper series
33
Working papers
32
CORE discussion paper : DP
30
Documentos de trabajo / Banco de España, Servicio de Estudios
30
EUI working paper / ECO
30
Working papers / Bank of England
29
Cambridge working papers in economics
27
Economic research paper / Loughborough University, Department of Economics
27
Working paper series / European Central Bank
26
DAE working paper
25
Discussion paper / Centre for Economic Forecasting
24
IFS working paper series
24
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
24
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Report / Econometric Institute, Erasmus University Rotterdam
22
SSE EFI working paper series in economics and finance
22
Economics discussion papers
21
Economics working paper
21
IHS economics series : working paper
21
Working paper series in economics and finance
21
Discussion paper / Tinbergen Institute / Tinbergen Institute
20
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ECONIS (ZBW)
78
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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
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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
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:
8
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:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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