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subject:"Statistische Methodenlehre"
type_genre:"Arbeitspapier"
~person:"Martin, Gael M."
~subject:"Time series analysis"
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Statistische Methodenlehre
Time series analysis
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
9
Bayesian inference
9
Zeitreihenanalyse
9
Bayesian consistency
3
Bias
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical theory
3
Systematischer Fehler
3
ARMA model
2
ARMA-Modell
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Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
2
Bootstrap approach
2
Bootstrap-Verfahren
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Estimation
2
Forecasting model
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History of Bayesian computation
2
Laplace approximation
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Long memory
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Markov chain
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Markov-Kette
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Prognoseverfahren
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Sampling
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Schätzung
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State space model
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Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Whittle
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Zustandsraummodell
2
approximate Bayesian computation
2
asymptotic properties
2
conditional sum of squares
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Arbeitspapier
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Martin, Gael M.
Gao, Jiti
38
Koopman, Siem Jan
30
Phillips, Peter C. B.
30
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Franses, Philip Hans
19
Teräsvirta, Timo
19
Sibbertsen, Philipp
18
Lucas, André
17
Pesaran, M. Hashem
16
Gouriéroux, Christian
14
Hyndman, Rob J.
14
Kapetanios, George
14
Härdle, Wolfgang
13
Koop, Gary
13
Peng, Bin
13
Swanson, Norman R.
13
Gómez, Víctor
11
Linton, Oliver
11
McAleer, Michael
11
Ooms, Marius
11
Bauwens, Luc
10
Dijk, Herman K. van
10
Nielsen, Bent
10
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Dong, Chaohua
9
Marcellino, Massimiliano
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Tjostheim, Dag
9
Winker, Peter
9
Breitung, Jörg
8
Cai, Zongwu
8
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
6
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:
7
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:
8
Asymptotic properties of approximate Bayesian computation
Frazier, D. T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781809
Saved in:
9
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:
10
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:
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