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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Working paper / Department of Econometrics and Business Statistics, Monash University
Physica A: Statistical Mechanics and its Applications
22
International journal of forecasting
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Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
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2020
Persistent link: https://www.econbiz.de/10012606751
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2
Anomaly detection in streaming nonstationary temporal data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
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2018
Persistent link: https://www.econbiz.de/10012583311
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3
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
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4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
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2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
6
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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