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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
41
Theory
41
Time series analysis
37
Bayesian inference
36
Bayes-Statistik
35
Forecasting model
33
Prognoseverfahren
33
Markov-Kette
16
State space model
16
Zustandsraummodell
16
Markov chain
15
Volatility
15
Volatilität
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Stochastic process
13
Stochastischer Prozess
13
Estimation theory
12
Schätztheorie
12
Estimation
10
Schätzung
10
Australia
9
Australien
9
Option pricing theory
9
Optionspreistheorie
9
Bayesian Markov chain Monte Carlo
8
Börsenkurs
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Share price
8
Forecasting
7
Hawkes process
7
Nonlinear state space model
7
Hierarchical time series
6
Induktive Statistik
6
Statistical inference
6
Stochastic volatility
6
Dynamic price and volatility jumps
5
Financial market
5
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Free
13
Undetermined
11
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Book / Working Paper
19
Article
15
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Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
18
Working Paper
18
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles of several authors
1
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English
34
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Panagiotelis, Anastasios
19
Forbes, Catherine Scipione
15
Hyndman, Rob J.
14
Athanasopoulos, George
11
Martin, Gael M.
6
Vahid, Farshid
5
Gamakumara, Puwasala
4
Eckert, Florian
3
Jiang, Bin
3
Kang, Yanfei
3
Kofman, Paul
3
McCabe, Brendan Peter Martin
3
Shami, Roland G.
3
Snyder, Ralph D.
3
Behlul, Timur
2
Kalb, Guyonne
2
Kourentzes, Nikolaos
2
Leung, Patrick
2
Li, Feng
2
Maneesoonthorn, Worapree
2
Petropoulos, Fotios
2
Spiliotis, Evangelos
2
Zhang, Bohan
2
Apiletti, Daniele
1
Assimakopoulos, V.
1
Babai, M. Zied
1
Baets, Shari de
1
Barrow, Devon K.
1
Ben Taieb, Souhaib
1
Bergmeir, Christoph
1
Bessa, Ricardo J.
1
Bijak, Jakub
1
Boylan, John E.
1
Browell, Jethro
1
Carnevale, Claudio
1
Castle, Jennifer
1
Cirillo, Pasquale
1
Clements, Michael P.
1
Cordeiro, Clara
1
Dokumentov, Alexander
1
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Econometrics Conference <1995, Melbourne>
1
Monash University / Department of Econometrics
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
16
International journal of forecasting
6
European journal of operational research : EJOR
4
CAMA working paper series
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
KOF working papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
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ECONIS (ZBW)
34
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1
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
2
Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001704960
Saved in:
3
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001722347
Saved in:
4
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
5
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004122
Saved in:
6
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
7
[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione
;
Shami, Roland G.
- In:
The economic record : er
76
(
2000
),
pp. 105
Persistent link: https://www.econbiz.de/10001466449
Saved in:
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione
(
contributor
); …
-
1995
Persistent link: https://www.econbiz.de/10000932703
Saved in:
9
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
10
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
;
Kalb, Guyonne
;
Kofman, Paul
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 364-372
Persistent link: https://www.econbiz.de/10001410721
Saved in:
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