EconPapers    
Economics at your fingertips  
 

Details about Rob J Hyndman

E-mail:
Homepage:http://robjhyndman.com
Postal address:Department of Econometrics & Business Statistics Monash University Victoria 3800 Australia
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Rob J Hyndman edits the NEP report on Forecasting.

Access statistics for papers by Rob J Hyndman.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: phy3


Jump to Journal Articles Editor

Working Papers

2017

  1. Coherent Probabilistic Forecasts for Hierarchical Time Series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Macroeconomic forecasting for Australia using a large number of predictors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. The Australian Macro Database: An online resource for macroeconomic research in Australia
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2017) Downloads

2016

  1. Bayesian Rank Selection in Multivariate Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Grouped functional time series forecasting: An application to age-specific mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  3. Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models
    WIFO Working Papers, WIFO Downloads View citations (1)
  4. Long-term forecasts of age-specific participation rates with functional data models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  5. Visualising forecasting Algorithm Performance using Time Series Instance Spaces
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in International Journal of Forecasting (2017)

2015

  1. A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Forecasting hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  3. Forecasting with Temporal Hierarchies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2015) Downloads View citations (1)

    See also Journal Article in European Journal of Operational Research (2017)
  4. Probabilistic time series forecasting with boosted additive models: an application to smart meter data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  5. STR: A Seasonal-Trend Decomposition Procedure Based on Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2014

  1. Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2016)
  2. Boosting multi-step autoregressive forecasts
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  3. Efficient Identification of the Pareto Optimal Set
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  4. Fast computation of reconciled forecasts for hierarchical and grouped time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2016)
  5. Low-dimensional decomposition, smoothing and forecasting of sparse functional data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2013

  1. Two-dimensional smoothing of mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2012

  1. Recursive and direct multi-step forecasting: the best of both worlds
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2011

  1. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2011) Downloads View citations (2)

    See also Journal Article in Demography (2013)
  2. The value of feedback in forecasting competitions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2011)

2010

  1. A comparison of ten principal component methods for forecasting mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  2. Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach
    Working Papers, School of Economics, La Trobe University Downloads
    Also in Working Papers, School of Economics, La Trobe University (2010) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2011)
  4. Short-term load forecasting based on a semi-parametric additive model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
  5. The price elasticity of electricity demand in South Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in Energy Policy (2011)

2009

  1. Forecasting time series with complex seasonal patterns using exponential smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (12)
  2. Nonparametric time series forecasting with dynamic updating
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
  3. The tourism forecasting competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (10)
    See also Journal Article in International Journal of Forecasting (2011)

2008

  1. Density forecasting for long-term peak electricity demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)
  2. Exponential smoothing and non-negative data
    Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting Downloads View citations (4)
  3. Monitoring Processes with Changing Variances
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2009)
  4. Rainbow plots, Bagplots and Boxplots for Functional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (9)

2007

  1. A state space model for exponential smoothing with group seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Automatic time series forecasting: the forecast package for R
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (18)
    See also Journal Article in Journal of Statistical Software (2008)
  3. Hierarchical forecasts for Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2009)
  4. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  5. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2011)
  6. The vector innovation structural time series framework: a simple approach to multivariate forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)

2006

  1. Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  2. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (20)
    See also Journal Article in Demographic Research (2006)
  3. Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  4. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (8)
  5. Some Nonlinear Exponential Smoothing Models are Unstable
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  6. Stochastic population forecasts using functional data models for mortality, fertility and migration
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in International Journal of Forecasting (2008)

2005

  1. 25 Years of IIF Time Series Forecasting: A Selective Review
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) Downloads View citations (4)
  2. Another Look at Measures of Forecast Accuracy
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (21)
    See also Journal Article in International Journal of Forecasting (2006)
  3. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  4. Forecasting age-specific breast cancer mortality using functional data models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (9)
  5. Rating Forecasts for Television Programs
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  6. Robust forecasting of mortality and fertility rates: a functional data approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (18)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  7. Time Series Forecasting: The Case for the Single Source of Error State Space
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)

2004

  1. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (2)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2004) Downloads View citations (4)

2003

  1. Empirical Information Criteria for Time Series Forecasting Model Selection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
  2. Invertibility Conditions for Exponential Smoothing Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  3. Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
  4. Stochastic models underlying Croston's method for intermittent demand forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in Journal of Forecasting (2005)

2002

  1. An Improved Method for Bandwidth Selection when Estimating ROC Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  2. Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Local Linear Forecasts Using Cubic Smoothing Splines
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  4. Nonparametric estimation and symmetry tests for conditional density functions
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (8)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (1998) Downloads View citations (23)

2001

  1. Prediction Intervals for Exponential Smoothing State Space Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (19)
  2. Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Unmasking the Theta Method
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2003)
  4. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

  1. A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in International Journal of Forecasting (2002)
  2. Mixed Model-Based Hazard Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)

1999

  1. Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)

1998

  1. Bandwidth Selection for Kernel Conditional Density Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2001)
  2. Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

Undated

  1. Nonparametric autocovariance function estimation
    Statistics Working Paper, Australian Graduate School of Management View citations (2)

Journal Articles

2017

  1. Dynamic algorithm selection for pareto optimal set approximation
    Journal of Global Optimization, 2017, 67, (1), 263-282 Downloads
  2. Forecasting with temporal hierarchies
    European Journal of Operational Research, 2017, 262, (1), 60-74 Downloads
    See also Working Paper (2015)
  3. Visualising forecasting algorithm performance using time series instance spaces
    International Journal of Forecasting, 2017, 33, (2), 345-358 Downloads
    See also Working Paper (2016)

2016

  1. Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation
    International Journal of Forecasting, 2016, 32, (2), 303-312 Downloads View citations (2)
    See also Working Paper (2014)
  2. Fast computation of reconciled forecasts for hierarchical and grouped time series
    Computational Statistics & Data Analysis, 2016, 97, (C), 16-32 Downloads View citations (2)
    See also Working Paper (2014)
  3. Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
    International Journal of Forecasting, 2016, 32, (3), 896-913 Downloads View citations (28)

2014

  1. A gradient boosting approach to the Kaggle load forecasting competition
    International Journal of Forecasting, 2014, 30, (2), 382-394 Downloads View citations (11)
  2. Optimally Reconciling Forecasts in a Hierarchy
    Foresight: The International Journal of Applied Forecasting, 2014, (35), 42-48 Downloads View citations (2)

2013

  1. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
    Demography, 2013, 50, (1), 261-283 Downloads View citations (20)
    See also Working Paper (2011)

2011

  1. Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
    Computational Statistics & Data Analysis, 2011, 55, (8), 2477-2489 Downloads View citations (3)
    See also Working Paper (2010)
  2. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 Downloads View citations (6)
    See also Working Paper (2009)
  3. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 Downloads View citations (21)
    See also Working Paper (2007)
  4. Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
    Demographic Research, 2011, 25, (5), 173-214 Downloads View citations (17)
  5. The price elasticity of electricity demand in South Australia
    Energy Policy, 2011, 39, (6), 3709-3719 Downloads View citations (32)
    See also Working Paper (2010)
  6. The tourism forecasting competition
    International Journal of Forecasting, 2011, 27, (3), 822-844 Downloads View citations (22)
    Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) Downloads View citations (22)

    See also Working Paper (2009)
  7. The value of feedback in forecasting competitions
    International Journal of Forecasting, 2011, 27, (3), 845-849 Downloads View citations (4)
    Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) Downloads View citations (5)

    See also Working Paper (2011)
  8. Tourism forecasting: An introduction
    International Journal of Forecasting, 2011, 27, (3), 817-821 Downloads View citations (1)

2010

  1. Changing of the guard
    International Journal of Forecasting, 2010, 26, (1), 1-1 Downloads
  2. Encouraging replication and reproducible research
    International Journal of Forecasting, 2010, 26, (1), 2-3 Downloads
  3. Free Open-Source Forecasting Using R
    Foresight: The International Journal of Applied Forecasting, 2010, (17), 19-23 Downloads

2009

  1. A change of editors
    International Journal of Forecasting, 2009, 25, (1), 1-2 Downloads
  2. A multivariate innovations state space Beveridge-Nelson decomposition
    Economic Modelling, 2009, 26, (5), 1067-1074 Downloads View citations (3)
  3. Hierarchical forecasts for Australian domestic tourism
    International Journal of Forecasting, 2009, 25, (1), 146-166 Downloads View citations (23)
    See also Working Paper (2007)
  4. Monitoring processes with changing variances
    International Journal of Forecasting, 2009, 25, (3), 518-525 Downloads View citations (1)
    See also Working Paper (2008)

2008

  1. Automatic Time Series Forecasting: The forecast Package for R
    Journal of Statistical Software, 2008, 027, (i03) Downloads View citations (100)
    See also Working Paper (2007)
  2. Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting
    International Journal of Forecasting, 2008, 24, (3), 557-557 Downloads
  3. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 Downloads View citations (23)
  4. Stochastic population forecasts using functional data models for mortality, fertility and migration
    International Journal of Forecasting, 2008, 24, (3), 323-342 Downloads View citations (33)
    See also Working Paper (2006)
  5. The admissible parameter space for exponential smoothing models
    Annals of the Institute of Statistical Mathematics, 2008, 60, (2), 407-426 Downloads View citations (15)

2007

  1. Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
    Computational Statistics & Data Analysis, 2007, 51, (7), 3418-3432 Downloads View citations (6)
    See also Working Paper (2006)
  2. Minimum Sample Size requirements for Seasonal Forecasting Models
    Foresight: The International Journal of Applied Forecasting, 2007, (6), 12-15 Downloads View citations (6)
  3. Robust forecasting of mortality and fertility rates: A functional data approach
    Computational Statistics & Data Analysis, 2007, 51, (10), 4942-4956 Downloads View citations (65)
    See also Working Paper (2005)

2006

  1. 25 years of time series forecasting
    International Journal of Forecasting, 2006, 22, (3), 443-473 Downloads View citations (65)
  2. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 Downloads View citations (30)
  3. A note on the categorization of demand patterns
    Journal of the Operational Research Society, 2006, 57, (10), 1256-1257 Downloads
  4. Another Look at Forecast Accuracy Metrics for Intermittent Demand
    Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 Downloads View citations (14)
  5. Another look at measures of forecast accuracy
    International Journal of Forecasting, 2006, 22, (4), 679-688 Downloads View citations (165)
    See also Working Paper (2005)
  6. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Demographic Research, 2006, 15, (9), 289-310 Downloads View citations (26)
    See also Working Paper (2006)
  7. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414 Downloads

2005

  1. Editorial
    International Journal of Forecasting, 2005, 21, (1), 1-1 Downloads
  2. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 Downloads View citations (23)
  3. Stochastic models underlying Croston's method for intermittent demand forecasting
    Journal of Forecasting, 2005, 24, (6), 389-402 Downloads View citations (10)
    See also Working Paper (2003)

2004

  1. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455 Downloads View citations (3)
  2. The interaction between trend and seasonality
    International Journal of Forecasting, 2004, 20, (4), 561-563 Downloads View citations (2)

2003

  1. Improved methods for bandwidth selection when estimating ROC curves
    Statistics & Probability Letters, 2003, 64, (2), 181-189 Downloads View citations (6)
  2. Unmasking the Theta method
    International Journal of Forecasting, 2003, 19, (2), 287-290 Downloads View citations (20)
    See also Working Paper (2001)

2002

  1. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 Downloads View citations (113)
    See also Working Paper (2000)
  2. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 Downloads View citations (9)
    See also Working Paper (2001)

2001

  1. Bandwidth selection for kernel conditional density estimation
    Computational Statistics & Data Analysis, 2001, 36, (3), 279-298 Downloads View citations (35)
    See also Working Paper (1998)

1998

  1. Smoothing non-Gaussian time series with autoregressive structure
    Computational Statistics & Data Analysis, 1998, 28, (2), 171-191 Downloads View citations (1)

1992

  1. On continuous-time threshold autoregression
    International Journal of Forecasting, 1992, 8, (2), 157-173 Downloads View citations (7)

Editor

  1. International Journal of Forecasting
    Elsevier
 
Page updated 2017-08-15