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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Harvey, Andrew C."
~person:"Hyndman, Rob J."
~person:"Nitzsche, Dirk"
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Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Forecasting model
3
Prognoseverfahren
3
Bagging
2
ARCH model
1
ARCH-Modell
1
ARIMA models
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ARMA-Modell
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Australia
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Australien
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Bayes-Statistik
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Bayesian inference
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Distributed forecasting
1
Dynamic conditional score
1
Dynamic conditional score model
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Dynamic factor model
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EGARCH
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Economic forecast
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Elliptical distributions
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Estimation
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Exponential smoothing
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Forecast
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Forecast reconciliation
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Generalized beta distribution
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High-dimensional time series
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Lagrange multiplier test
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Least angular regression
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Harvey, Andrew C.
Hyndman, Rob J.
Nitzsche, Dirk
Gao, Jiti
10
Phillips, Peter C. B.
10
Li, Jia
9
Kapetanios, George
8
Zhu, Ke
8
Koopman, Siem Jan
7
Linton, Oliver
7
Lütkepohl, Helmut
7
Taylor, Robert
7
Teräsvirta, Timo
7
Demetrescu, Matei
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Francq, Christian
5
Omay, Tolga
5
Sbrana, Giacomo
5
Sucarrat, Genaro
5
Tauchen, George Eugene
5
Agiakloglou, Christos N.
4
Andersen, Torben
4
Baillie, Richard
4
Bollerslev, Tim
4
Cavaliere, Giuseppe
4
Fan, Jianqing
4
Hassler, Uwe
4
Hendry, David F.
4
Hong, Yongmiao
4
Johansen, Søren
4
Kim, Kun Ho
4
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International journal of forecasting
4
Journal of econometrics
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
2
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
3
Modeling time series when some observations are zero
Harvey, Andrew C.
;
Ito, Ryoko
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10012438084
Saved in:
4
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
6
Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Benítez …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 303-312
Persistent link: https://www.econbiz.de/10011596807
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