Marius Ooms

According to our database, Marius Ooms authored at least 6 papers between 2001 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2014

Long memory with stochastic variance model: A recursive analysis for US inflation.

Charles S. Bos, Siem Jan Koopman, Marius Ooms

Comput. Stat. Data Anal., 2014

2012

Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling.

Virginie Dordonnat, Siem Jan Koopman, Marius Ooms

Comput. Stat. Data Anal., 2012

2010

Exact maximum likelihood estimation for non-stationary periodic time series models.

Irma Hindrayanto, Siem Jan Koopman, Marius Ooms

Comput. Stat. Data Anal., 2010

2006

Forecasting daily time series using periodic unobserved components time series models.

Siem Jan Koopman, Marius Ooms

Comput. Stat. Data Anal., 2006

2003

Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models.

Jurgen A. Doornik, Marius Ooms

Comput. Stat. Data Anal., 2003

2001

A seasonal periodic long memory model for monthly river flows.

Marius Ooms, Philip Hans Franses

Environ. Model. Softw., 2001