Research Output per year

## Personal profile

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- 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

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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

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

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

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

## 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

Electricity

Time-varying

Regression

Univariate

Time series