Marius Ooms

1993 economics Erasmus University Rotterdam, Rotterdam, Netherlands 
"Marius Ooms"
BETA: Related publications


You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Mesters G, Koopman SJ, Ooms M. (2016) Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models Econometric Reviews. 35: 659-687
Bos CS, Koopman SJ, Ooms M. (2014) Long memory with stochastic variance model Computational Statistics & Data Analysis. 76: 144-157
Hindrayanto I, Aston JAD, Koopman SJ, et al. (2013) Modeling trigonometric seasonal components for monthly economic time series Applied Economics. 45: 3024-3034
Dordonnat V, Koopman SJ, Ooms M. (2012) Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Computational Statistics & Data Analysis. 56: 3134-3152
Commandeur JJF, Koopman SJ, Ooms M. (2011) Statistical Software for State Space Methods Journal of Statistical Software. 41: 1-18
Koopman SJ, Dordonnat V, Ooms M. (2010) Intradaily smoothing splines for time-varying regression models of hourly electricity loads The Journal of Energy Markets. 3: 17-52
Koopman SJ, Ooms M. (2010) Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments International Journal of Forecasting. 26: 647-651
Hindrayanto I, Koopman SJ, Ooms M. (2010) Exact maximum likelihood estimation for non-stationary periodic time series models Computational Statistics & Data Analysis. 54: 2641-2654
Koopman SJ, Ooms M, Hindrayanto I. (2009) Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment Oxford Bulletin of Economics and Statistics. 71: 683-713
Koopman SJ, Ooms M, Lucas A, et al. (2008) Estimating Systematic Continuous-Time Trends in Recidivism Using a Non-Gaussian Panel Data Model Statistica Neerlandica. 62: 104-130
See more...