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subject:"Zeitreihenanalyse"
~person:"Hyndman, Rob J."
~person:"Monfort, Alain"
~subject:"ARMA model"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARMA model
Maximum likelihood estimation
Estimation theory
75
Schätztheorie
75
Time series analysis
30
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22
Theory
22
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15
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15
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9
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Hyndman, Rob J.
Monfort, Alain
Phillips, Peter C. B.
104
Gao, Jiti
79
Koopman, Siem Jan
61
Johansen, Søren
45
Lütkepohl, Helmut
44
Pesaran, M. Hashem
43
Teräsvirta, Timo
40
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
39
Kapetanios, George
35
Linton, Oliver
34
Harvey, Andrew C.
29
Koop, Gary
29
Swanson, Norman R.
29
Lucas, André
28
Robinson, Peter M.
28
Li, Degui
27
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Peng, Bin
26
Gouriéroux, Christian
25
Maravall Herrero, Agustín
25
Nielsen, Bent
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Zakoïan, Jean-Michel
25
McAleer, Michael
24
Perron, Pierre
24
Blasques, Francisco
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Kristensen, Dennis
22
Leybourne, Stephen James
22
Rahbek, Anders
22
Brännäs, Kurt
21
Diebold, Francis X.
21
Dong, Chaohua
21
Hassler, Uwe
21
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
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8
International journal of forecasting
4
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2
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2
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ECONIS (ZBW)
36
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
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2
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:
3
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
4
Dimension reduction for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
5
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
6
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
7
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:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
9
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
10
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
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