Marius Ooms

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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