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language:"eng"
subject:"Zeitreihenanalyse"
~person:"Martin, Gael M."
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
9
Bayesian inference
9
Time series analysis
9
Bayesian consistency
3
Bias
3
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Statistische Methodenlehre
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Bayesian synthetic likelihood
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Bernstein-von Mises theorem
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Estimation
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Laplace approximation
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approximate Bayesian computation
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Martin, Gael M.
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
20
Maravall Herrero, Agustín
20
Teräsvirta, Timo
18
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Lucas, André
15
Kapetanios, George
14
Linton, Oliver
13
Peng, Bin
13
Swanson, Norman R.
13
Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Nielsen, Bent
12
Hyndman, Rob J.
11
Pesaran, M. Hashem
11
Gómez, Víctor
10
Li, Degui
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Marcellino, Massimiliano
8
Andersen, Torben
7
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
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ECONIS (ZBW)
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
3
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
4
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
5
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
6
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
7
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
8
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
9
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
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