Research Output per year

## Personal profile

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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. 659-687Research output: Contribution to Journal › Article › Academic › peer-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. 144-157Research output: Contribution to Journal › Article › Academic › peer-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. 3024-3034Research output: Contribution to Journal › Article › Academic › peer-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 proceeding › Chapter › Academic

## 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. 3134-3152Research output: Contribution to Journal › Article › Academic › peer-review

Electricity

Time-varying

Regression

Univariate

Time series

## Activities 2002 2011

## Journal of Statistical Software (Journal)

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

Activity: Peer review and Editorial work › Editorial work › Academic

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

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

Activity: Lecture / Presentation › Academic

## Dynamic factors in periodic time-varying regression models

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

Activity: Lecture / Presentation › Academic

## Dynamic factors in periodic time-varying regression models

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

Activity: Lecture / Presentation › Academic

## Dynamic factors in periodic time-varying regression models for electricity loads

M. Ooms (Speaker), V. Dordonnat (Speaker), S.J. Koopman (Speaker)13 Feb 2009

Activity: Lecture / Presentation › Academic