The following pages link to Marius Ooms (Q951872):
Displayed 16 items.
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Forecasting daily time series using periodic unobserved components time series models (Q1010432) (← links)
- Empirical vector autoregressive modeling (Q1320556) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- (Q2906604) (← links)
- Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model (Q3525709) (← links)
- Time Series Modelling of Daily Tax Revenues (Q4469586) (← links)
- Generalizations of the KPSS‐test for stationarity (Q4665354) (← links)
- Review of SsfPack 2.2: statistical algorithms for models in state space (Q4705832) (← links)
- Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (Q5307678) (← links)
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)