If you made any changes in Pure these will be visible here soon.

Personal profile

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

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
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 journalArticle

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 proceedingChapter

Electricity
Time-varying
Regression
Univariate
Time series