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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Asymmetrische Information"
~subject:"Probability theory"
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Time series analysis
Asymmetrische Information
Probability theory
Theorie
219
Theory
219
Zeitreihenanalyse
79
Forecasting model
73
Prognoseverfahren
73
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Stochastic process
22
Stochastischer Prozess
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State space model
20
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Panel study
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Monte Carlo simulation
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Estimation theory
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Australien
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Regression analysis
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Hyndman, Rob J.
28
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
11
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Frazier, David T.
4
Maharaj, Elizabeth Ann
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Loiza-Maya, Ruben
3
Maneesoonthorn, Worapree
3
Pan, Guangming
3
Vahid, Farshid
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Harris, David
2
Kandanaarachchi, Sevvandi
2
Li, Feng
2
Maharaj, Ann
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
Anderson, Heather M.
1
Bollen, Bernard
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Economics letters
443
Journal of econometrics
360
International journal of forecasting
356
Discussion paper / Tinbergen Institute
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Journal of economic theory
233
Journal of forecasting
229
Econometric theory
202
Discussion paper / Centre for Economic Policy Research
180
NBER working paper series
165
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
164
European journal of operational research : EJOR
162
NBER Working Paper
157
Working paper / National Bureau of Economic Research, Inc.
157
Economic theory : official journal of the Society for the Advancement of Economic Theory
156
CESifo working papers
152
Economic modelling
152
Econometric reviews
146
Insurance / Mathematics & economics
144
Working paper
144
Games and economic behavior
125
Management science : journal of the Institute for Operations Research and the Management Sciences
119
Applied economics
117
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
114
Journal of economic dynamics & control
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of applied econometrics
95
Applied economics letters
94
Cowles Foundation discussion paper
90
Discussion paper / Center for Economic Research, Tilburg University
90
Journal of economic behavior & organization : JEBO
90
The review of economic studies
90
Discussion papers / CEPR
89
Journal of banking & finance
85
Risks : open access journal
85
Série des documents de travail / Centre de Recherche en Économie et Statistique
84
Computational economics
80
Journal of financial economics
80
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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
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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
Comparisons of Australian mental health distributions
Gunawan, David
;
Griffiths, William E.
;
Duangkamon …
-
2021
Persistent link: https://www.econbiz.de/10012668906
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
10
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
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