Marius Ooms

Available identifiers

Publication	Date of Publication	Type
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models	2022-06-07	Paper
Long memory with stochastic variance model: a recursive analysis for US inflation	2018-11-23	Paper
Exact maximum likelihood estimation for non-stationary periodic time series models	2014-04-14	Paper
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling	2012-12-30	Paper
https://portal.mardi4nfdi.de/entity/Q2906604	2012-09-05	Paper
Forecasting daily time series using periodic unobserved components time series models	2009-04-06	Paper
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models	2008-11-04	Paper
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model	2008-09-18	Paper
Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices	2007-09-18	Paper
Econometric software development: past, present and future	2007-03-20	Paper
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation	2006-01-27	Paper
Generalizations of the KPSS‐test for stationarity	2005-04-11	Paper
Time Series Modelling of Daily Tax Revenues	2004-06-15	Paper
Review of SsfPack 2.2: statistical algorithms for models in state space	1999-01-01	Paper
On the effect of seasonal adjustment on the log-periodogram regression	1998-06-30	Paper
Empirical vector autoregressive modeling	1994-04-26	Paper

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