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~accessRights:"free"
~language:"eng"
~person:"Loiza-Maya, Ruben"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Bayes-Statistik
2
Bayesian inference
2
Forecasting model
2
Loss-based prediction
2
Proper scoring rules
2
Stochastic process
2
Stochastischer Prozess
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Theorie
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Theory
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Volatility
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Volatilität
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Approximate Bayesian computation
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Auxiliary model
1
Bayesian forecasting
1
Focused Bayesian prediction
1
M4 forecasting competition
1
State space model
1
Stochastic volatility model
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Time series analysis
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Zeitreihenanalyse
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Zustandsraummodell
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expected shortfall
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stochastic volatility model
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Loiza-Maya, Ruben
Clark, Todd E.
11
McCracken, Michael W.
7
Mertens, Elmar
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Diebold, Francis X.
5
Schorfheide, Frank
5
Shin, Minchul
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Aastveit, Knut Are
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Carriero, Andrea
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Huber, Florian
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Jungbacker, Borus
3
Koopman, Siem Jan
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Frazier, David T.
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Kaufmann, Daniel
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Marcellino, Massimiliano
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Marcellino, Massimiliano Giuseppe
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Martin, Gael M.
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Escobar, Marcos
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Gong, Zhenxian
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Hol Uspensky, Eugenie
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Hol, Eugenie
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Sardy, Sylvain
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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ABC-based forecasting in state space models
Weerasinghe, Chaya
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Loiza-Maya, Ruben
;
Martin, Gael M.
; …
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2023
Persistent link: https://www.econbiz.de/10014452518
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Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
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2020
Persistent link: https://www.econbiz.de/10012606751
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