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scopus: 7006141797

Ooms, M.

(Marius Ooms)


model series analysis parameter 0.000 statistic estimate outlier sample result forecast level component 0.001 variable table value frequency change observation process function effect order number error method estimation regression distribution unit roots forecasting 0.002 trend memory multivariate alternative equation figure autocorrelation influence time series chapter economie univariate matrix price arfima period procedure vector theater correlation shift varianee interest journal investment system hypothesis correction example testing application difference time series analysis variance 0.003 rmsemod innovation unit root tests assumption measure shock test statistics inflation level shifts 6 6 spectrum journalof




10 Most Recent Publications

Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments (Article)
Koopman, S.J. Ooms, M.
2010-10-01
Generalizations of the KPSS-test for Stationarity (Article)
Hobijn, B. Franses, Ph.H.B.F. Ooms, M.
2004-11-01
Did men of taste and civilization save the stage? Theatre-going in Rotterdam, 1860-1916. A statistical analysis of ticket sales (Article)
Franses, Ph.H.B.F. Gras, H. Ooms, M.
2003-01-01
Loss of HR6B ubiquitin-conjugating activity results in damaged synaptonemal complex structure and increased crossing-over frequency during the male meiotic prophase. (Article)
Baarends, W.M. Wassenaar, E. Hoogerbrugge, J.W. Cappellen, W.A. van Roest, H.P. Ooms, M. Hoeijmakers, J.H.J. Grootegoed, J.A. Vreeburg, J.T.M.
2003-01-01
Inflation, forecast intervals and long memory regression models (Article)
Franses, Ph.H.B.F. Bos, C.S. Ooms, M.
2002-04-16
A seasonal periodic long memory model for monthly river flows (Article)
Ooms, M. Franses, Ph.H.B.F.
2001-09-03
Inflation, Forecast Intervals and Long Memory Regression Models (Research Paper)
Bos, C.S. Franses, Ph.H.B.F. Ooms, M.
2001-02-23
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation (Research Paper)
Ooms, M. Doornik, J.A.
1999-12-08
Long memory and level shifts: re-analysing inflation rates (Article)
Bos, C.S. Franses, Ph.H.B.F. Ooms, M.
1999-11-11
Forecasting long-memory left-right political orientations (Article)
Franses, Ph.H.B.F. Eisinga, R. Ooms, M.
1999-01-01