Marius Ooms

Publication Activity (10 Years)

Years Active: 2001-2014
Publications (10 Years): 0

Top Topics

Dynamic Response

Stochastic Processes

Top Venues

Comput. Stat. Data Anal.

Publications

Charles S. Bos, Siem Jan Koopman, Marius Ooms
Long memory with stochastic variance model: A recursive analysis for US inflation. Comput. Stat. Data Anal. 76 (2014)
Virginie Dordonnat, Siem Jan Koopman, Marius Ooms
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. Comput. Stat. Data Anal. 56 (11) (2012)
Irma Hindrayanto, Siem Jan Koopman, Marius Ooms
Exact maximum likelihood estimation for non-stationary periodic time series models. Comput. Stat. Data Anal. 54 (11) (2010)
Siem Jan Koopman, Marius Ooms
Forecasting daily time series using periodic unobserved components time series models. Comput. Stat. Data Anal. 51 (2) (2006)
Jurgen A. Doornik, Marius Ooms
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. Comput. Stat. Data Anal. 42 (3) (2003)
Marius Ooms, Philip Hans Franses
A seasonal periodic long memory model for monthly river flows. Environ. Model. Softw. 16 (6) (2001)