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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Asymmetrische Information"
~subject:"Stochastic process"
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Time series analysis
Asymmetrische Information
Stochastic process
Theorie
217
Theory
217
Zeitreihenanalyse
79
Forecasting model
73
Prognoseverfahren
73
Bayes-Statistik
24
Bayesian inference
24
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Nonparametric statistics
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Hyndman, Rob J.
27
Athanasopoulos, George
15
Martin, Gael M.
15
Snyder, Ralph D.
14
Gao, Jiti
12
Forbes, Catherine Scipione
10
Ord, John Keith
8
Koehler, Anne B.
7
Poskitt, Donald Stephen
7
Maneesoonthorn, Worapree
5
Frazier, David T.
4
King, Maxwell L.
4
Maharaj, Elizabeth Ann
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Beaumont, Adrian
3
Ben Taieb, Souhaib
3
Inder, Brett A.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Loiza-Maya, Ruben
3
Pan, Guangming
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Zhang, Xibin
3
Akram, Muhammad
2
Dong, Chaohua
2
Gamakumara, Puwasala
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Kandanaarachchi, Sevvandi
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Koo, Bonsoo
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Li, Feng
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Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Seo, Myung Hwan
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Vahid, Farshid
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Working paper / Department of Econometrics and Business Statistics, Monash University
European journal of operational research : EJOR
534
Economics letters
425
Journal of econometrics
399
International journal of forecasting
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of economic theory
262
Discussion paper / Tinbergen Institute
248
Journal of forecasting
231
Econometric theory
214
Discussion paper / Centre for Economic Policy Research
201
NBER working paper series
190
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187
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Econometric reviews
170
Journal of economic dynamics & control
167
Working paper
166
Economic theory : official journal of the Society for the Advancement of Economic Theory
162
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
156
International journal of production research
155
Computers & operations research : and their applications to problems of world concern ; an international journal
154
Finance and stochastics
139
Games and economic behavior
132
Management science : journal of the Institute for Operations Research and the Management Sciences
131
International journal of theoretical and applied finance
129
Operations research
127
Applied economics
126
Computational economics
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
International journal of production economics
111
Operations research letters
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
105
Cowles Foundation discussion paper
104
Journal of banking & finance
102
CREATES research paper
101
Applied economics letters
99
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ECONIS (ZBW)
93
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1
Testing for restricted stochastic dominance under survey nonresponse with panel data : theory and an evaluation of poverty in Australia
Elias, Matthew J.
;
Tabri, Rami V.
-
2024
Persistent link: https://www.econbiz.de/10014584647
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2
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:
3
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
6
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:
7
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:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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9
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:
10
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
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