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Dr. M. Ooms
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VU University Amsterdam (12)
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Statistical software for state space methods. Journal of Statistical Software (2011)
Open access
Authors:
Commandeur, J.J.F.; Koopman, S.J.; Ooms, M.
Modeling trigonometric seasonal components for monthly economic time series (2010)
Open access
Authors:
Hindrayanto, A.I.W.; Aston, J.A.D.; Koopman, S.J.; Ooms, M.
An Hourly Periodic State Space Model for Modelling French National Electricity Load (2008)
Open access
Authors:
Koopman, S.J.; Dordonnat, V.; Ooms, M.; Dessertaine, A.; Collet, G.J.
Estimating Systematic Continuous-time Trends in Recidivism Using a Non-Gaussian Panel Data Model (2007)
Open access
Authors:
Koopman, S.J.; Lucas, A.; Ooms, M.; Montfort, van C.A.G.M.; Geest, V.
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks (2007)
Open access
Authors:
Bos, C.S.; Ooms, M.; Koopman, S.J.
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment (2006)
Open access
Authors:
Ooms, M.; Hindrayanto, A.I.W.; Koopman, S.J.
Periodic seasonal reg-ARFIMA-GARCH models for daily electricity spot prices (2005)
Open access
Authors:
Ooms, M.; Koopman, S.J.; Carnero, A.M.
Outlier detection in GARCH models (2005)
Open access
Authors:
Ooms, M.; Doornik, J.A.
Periodic Heteroskedastic RegARFIMA for daily electricity spot prices (2003)
Open access
Authors:
Ooms, M.; Koopman, S.J.; Carnero, A.M.
Did Men Taste and Civilization Save the stage? Theatre-going in Rotterdam, 1860-1916, A Statistical Analysis of Ticket Sales (2003)
Open access
Authors:
Ooms, M.; Gras, H.; Franses, P.H.
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