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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 journalArticle

Maximum likelihood estimation
Long memory
Time series models
Importance sampling
Long memory process
Long Memory
Time series
Data storage equipment

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 journalArticle

Structural time series models
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 proceedingChapter

Time series