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subject:"Forecasting model"
~person:"Martin, Gael M."
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Estimation theory
Monte-Carlo-Simulation
Bayes-Statistik
37
Bayesian inference
37
Monte Carlo simulation
15
Prognoseverfahren
15
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Markov-Kette
12
State space model
12
Zustandsraummodell
12
Markov chain
11
Stochastic process
11
Stochastischer Prozess
11
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
Option pricing theory
7
Optionspreistheorie
7
Bayesian Markov chain Monte Carlo
6
Börsenkurs
6
Share price
6
Financial market
5
Finanzmarkt
5
Hawkes process
5
Bayesian consistency
4
Bayesian prediction
4
Dynamic price and volatility jumps
4
Financial crisis
4
Finanzkrise
4
Global financial crisis
4
Nichtparametrisches Verfahren
4
Nonlinear state space model
4
Nonparametric statistics
4
Proper scoring rules
4
Stochastic volatility
4
Estimation
3
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Free
25
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3
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Book / Working Paper
25
Article
6
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Arbeitspapier
25
Graue Literatur
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Non-commercial literature
25
Working Paper
25
Article in journal
6
Aufsatz in Zeitschrift
6
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Language
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English
31
Author
All
Martin, Gael M.
Koop, Gary
89
Dijk, Herman K. van
76
Ravazzolo, Francesco
74
Schorfheide, Frank
51
Marcellino, Massimiliano
47
Korobilis, Dimitris
44
Casarin, Roberto
43
Carriero, Andrea
41
Tsionas, Efthymios G.
41
Clark, Todd E.
40
Huber, Florian
38
Hoogerheide, Lennart
32
Gupta, Rangan
29
Poon, Aubrey
24
Del Negro, Marco
23
Grassi, Stefano
22
Billio, Monica
21
Chan, Joshua
21
Giannone, Domenico
21
Hoogerheide, Lennart F.
21
Kohn, Robert
21
Kapetanios, George
20
Koopman, Siem Jan
18
Strachan, Rodney W.
18
Villani, Mattias
18
Ardia, David
17
van Dijk, H. K.
17
Aastveit, Knut Are
16
Canova, Fabio
16
Forbes, Catherine Scipione
16
Kneib, Thomas
16
Lang, Stefan
16
Zhang, Xibin
16
Mitchell, James
15
Nason, James Michael
15
Paap, Richard
15
Peters, Gareth
15
Shin, Minchul
15
Fernández-Villaverde, Jesús
14
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Working paper / Department of Econometrics and Business Statistics, Monash University
24
International journal of forecasting
3
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of econometrics
1
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ECONIS (ZBW)
31
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1
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
4
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
5
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
6
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
7
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
10
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
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