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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Covey, Ryan"
~person:"Loiza-Maya, Ruben"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
6
Theorie
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Theory
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Bayes-Statistik
4
Bayesian inference
4
Loss-based prediction
2
Probability theory
2
Proper scoring rules
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Volatility
2
Volatilität
2
Wahrscheinlichkeitsrechnung
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Approximate Bayesian computation
1
Auxiliary model
1
Bayesian computational methods
1
Bayesian consistency
1
Bayesian forecasting
1
Bayesian prediction
1
Coherent predictions
1
Focused Bayesian prediction
1
M4 forecasting competition
1
One-step Versus Two-step Estimation
1
Optimal Forecast Combinations
1
Probabilistic Forecasting
1
Probabilistic forecasting
1
S&P500 Forecasting
1
Scoring Rules
1
Scoring rules
1
State space models
1
Statistical test
1
Statistischer Test
1
Stochastic volatility model
1
Tests for Forecast Accuracy
1
Variational inference
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Arbeitspapier
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Covey, Ryan
Loiza-Maya, Ruben
Hyndman, Rob J.
31
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Wickramasuriya, Shanika L.
3
Anderson, Heather M.
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Montero-Manso, Pablo
2
Seo, Myung Hwan
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Auld, Tom
1
Booth, Heather
1
Di Fonzo, Tommaso
1
Donselaar, Karl H. van
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
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:
5
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
6
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
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