Marius Ooms

Affiliations: 
1993 economics Erasmus University Rotterdam, Rotterdam, Netherlands 
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"Marius Ooms"
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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
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