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  • 2 Similar Profiles
Time Series Models Mathematics
Time series Mathematics
ARFIMA Mathematics
Unobserved Components Mathematics
Electricity Mathematics
Forecasting Mathematics
Component Model Mathematics
Long Memory Mathematics

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Research Output 1995 2016

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

Mesters, G., Koopman, S. J. & Ooms, M., 2016, In : Econometric Reviews. 35, 4, p. 659-687

Research output: Contribution to JournalArticleAcademicpeer-review

Maximum likelihood estimation
Long memory
Time series models
Importance sampling
Long memory process

Long memory with stochastic variance model: A resursive analysis for U.S. inflation

Bos, C. S., Koopman, S. J. & Ooms, M., 2014, In : Computational Statistics and Data Analysis. 76, August, p. 144-157

Research output: Contribution to JournalArticleAcademicpeer-review

Long Memory
Inflation
Time series
Data storage equipment
Volatility

Modeling trigonometric seasonal components for monthly economic time series

Hindrayanto, A. I. W., Aston, J. A. D., Koopman, S. J. & Ooms, M., 2013, In : Applied Economics. 45, 21, p. 3024-3034

Research output: Contribution to JournalArticleAcademicpeer-review

Modeling
Economics
Structural time series models
Airlines
Reduced form

A multivariate periodic unobserved components time series analysis for sectoral U.S. employment

Hindrayanto, A. I. W., Koopman, S. J. & Ooms, M., 2012, Economic Time Series: Modeling and Seasonality. Bell, W. R., Holan, S. H. & McElroy, T. S. (eds.). London: Chapman and Hall/CRC Press, p. 3-35

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling

Dordonnat, V., Koopman, S. J. & Ooms, M., 2012, In : Computational Statistics and Data Analysis. 56, 11, p. 3134-3152

Research output: Contribution to JournalArticleAcademicpeer-review

Electricity
Time-varying
Regression
Univariate
Time series

Activities 2002 2011

  • 6 Lecture / Presentation
  • 2 Editorial work

Journal of Statistical Software (Journal)

Commandeur, J. J. F. (Member of editorial board), Koopman, S. J. (Member of editorial board), Ooms, M. (Member of editorial board)
2011

Activity: Peer review and Editorial workEditorial workAcademic

Latent Dynamic Trajectory Modeling of Criminal Careers: An Econometric Approach.

G. Mesters (Speaker), van der Geest, V. R. (Speaker), Koopman, S. J. (Speaker), Bijleveld, C. C. J. H. (Speaker), Ooms, M. (Speaker)
20 Nov 2010

Activity: Lecture / PresentationAcademic

Dynamic factors in periodic time-varying regression models

Ooms, M. (Speaker), V. Dordonnat (Speaker), Koopman, S. J. (Speaker)
25 Aug 2009

Activity: Lecture / PresentationAcademic

Dynamic factors in periodic time-varying regression models

Ooms, M. (Speaker), V. Dordonnat (Speaker), Koopman, S. J. (Speaker)
3 Aug 2009

Activity: Lecture / PresentationAcademic

Econometrics Journal (Journal)

Ooms, M. (Member of editorial board)
20092012

Activity: Peer review and Editorial workEditorial workAcademic