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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Wirtschaftswissenschaft
Schätztheorie
Share price
Time series analysis
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
22
State space model
20
Zustandsraummodell
20
Panel
19
Panel study
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Estimation theory
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
10
Statistischer Test
10
Australia
8
Australien
8
Probability theory
8
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Wahrscheinlichkeitsrechnung
8
Cointegration
7
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Online availability
All
Free
65
Type of publication
All
Book / Working Paper
95
Type of publication (narrower categories)
All
Collection of articles written by one author
Working Paper
Arbeitspapier
95
Graue Literatur
94
Non-commercial literature
94
Forschungsbericht
4
Language
All
English
95
Author
All
Hyndman, Rob J.
28
Athanasopoulos, George
15
Snyder, Ralph D.
13
Martin, Gael M.
12
Gao, Jiti
11
Forbes, Catherine Scipione
8
King, Maxwell L.
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Maneesoonthorn, Worapree
5
Inder, Brett A.
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Laskar, Mizan R.
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Smith, Michael S.
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Kohn, Robert
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Strachan, Rodney W.
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Vahid, Farshid
2
Ahmed, Roman A.
1
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Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
343
Discussion paper / Tinbergen Institute
256
Série des documents de travail / Centre de Recherche en Économie et Statistique
187
Discussion paper / Centre for Economic Policy Research
155
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
129
Discussion paper / Center for Economic Research, Tilburg University
123
Working paper
115
CORE discussion paper : DP
112
CESifo working papers
108
SFB 649 discussion paper
100
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
100
Cowles Foundation discussion paper
90
CREATES research paper
88
Discussion paper
75
Working paper series
73
Technical working paper / National Bureau of Economic Research
68
EUI working paper / ECO
62
Discussion paper series / IZA
61
Discussion papers of interdisciplinary research project 373
61
Report / Econometric Institute, Erasmus University Rotterdam
57
Finance and economics discussion series
53
Research paper series / Swiss Finance Institute
53
Working papers
52
Discussion paper / Tinbergen Institute / Tinbergen Institute
49
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
43
Discussion papers / CEPR
42
Economics working paper
42
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
41
Discussion paper / Department of Economics, University of California San Diego
39
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
39
Discussion papers in economics
38
Documentos de trabajo / Banco de España, Servicio de Estudios
36
Econometric Institute research papers
36
CoFE discussion papers
34
Working paper series / European Central Bank
34
Discussion paper / Department of Economics, University of Canterbury
33
Discussion paper / School of Economics, The University of New South Wales
33
Working papers / Rutgers University, Department of Economics
33
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ECONIS (ZBW)
95
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95
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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
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
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
9
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
Saved in:
10
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
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