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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Martin, Gael M."
~person:"Wickramasuriya, Shanika L."
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Time series analysis
Theorie
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Theory
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Forecasting model
14
Prognoseverfahren
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Zeitreihenanalyse
11
State space model
10
Zustandsraummodell
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Bayes-Statistik
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Bayesian inference
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Volatility
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Stochastic process
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Monte Carlo simulation
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Börsenkurs
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Dynamic price and volatility jumps
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Nonlinear state space model
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Bayesian prediction
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Bootstrap approach
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Bootstrap-Verfahren
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Martin, Gael M.
Wickramasuriya, Shanika L.
Hyndman, Rob J.
26
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Koehler, Anne B.
7
Ord, John Keith
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Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Maharaj, Elizabeth Ann
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Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
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Kandanaarachchi, Sevvandi
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Li, Feng
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Loiza-Maya, Ruben
2
Maharaj, Ann
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Maneesoonthorn, Worapree
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Montero-Manso, Pablo
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Rahman Khan, Md. Atikur
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Talagala, Priyanga Dilini
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Talagala, Thiyanga S.
2
Vahid, Farshid
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Ahmed, Roman A.
1
Akram, Muhammad
1
Bollen, Bernard
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
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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:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
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:
4
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
5
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
6
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2017
Persistent link: https://www.econbiz.de/10012543504
Saved in:
7
Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2015
Persistent link: https://www.econbiz.de/10011781270
Saved in:
8
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
9
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
10
An assessment of alternative state space models for count time series
Snyder, Ralph D.
;
Martin, Gael M.
;
Gould, Phillip
; …
-
2007
Persistent link: https://www.econbiz.de/10003486451
Saved in:
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