Browsing All of EconStor by Author Ooms, Marius
Showing results 1 to 11 of 11
| Year of Publication | Title | Author(s) |
| 1998 | Long Memory and Level Shifts: Re-Analyzing Inflation Rates | Bos, Charles S.; Franses, Philip Hans; Ooms, Marius |
| 2001 | Inflation, Forecast Intervals and Long Memory Regression Models | Bos, Charles S.; Franses, Philip Hans; Ooms, Marius |
| 2001 | Time Series Modelling of Daily Tax Revenues | Koopman, Siem Jan; Ooms, Marius |
| 2003 | Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices | Carnero, M. Angeles; Koopman, Siem Jan; Ooms, Marius |
| 2004 | Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models | Koopman, Siem Jan; Ooms, Marius |
| 2005 | Outlier Detection in GARCH Models | Doornik, Jurgen A.; Ooms, Marius |
| 2005 | Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices | Koopman, Siem Jan; Ooms, Marius; Carnero, M. Angeles |
| 2006 | Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment | Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma |
| 2007 | Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model | Koopman, Siem Jan; Lucas, André; Ooms, Marius; van Montfort, Kees; van der Geest, Victor |
| 2010 | Modeling Trigonometric Seasonal Components for Monthly Economic Time Series | Hindrayanto, Irma; Aston, John A.D.; Koopman, Siem Jan; Ooms, Marius |
| 2011 | Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models | Mesters, Geert; Koopman, Siem Jan; Ooms, Marius |
