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~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"State space model"
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Search: subject_exact:"Bayes-Theorem"
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Prognoseverfahren
State space model
Bayes-Statistik
137
Bayesian inference
137
Theorie
65
Theory
65
Estimation theory
35
Schätztheorie
35
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Markov-Kette
23
Forecasting model
22
Markov chain
22
Time series analysis
15
Zeitreihenanalyse
15
Stochastic process
14
Stochastischer Prozess
14
Volatility
11
Volatilität
11
Modellierung
10
Sampling
10
Scientific modelling
10
Stichprobenerhebung
10
Zustandsraummodell
10
Regression analysis
9
Regressionsanalyse
9
Estimation
8
Option pricing theory
8
Optionspreistheorie
8
Schätzung
8
Statistical theory
8
Statistische Methodenlehre
8
Statistical distribution
6
Statistische Verteilung
6
Australia
5
Australien
5
Bayesian Markov chain Monte Carlo
5
Börsenkurs
5
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Free
17
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Book / Working Paper
17
Article
10
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Article in journal
10
Aufsatz in Zeitschrift
10
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English
27
Author
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Martin, Gael M.
14
Frazier, David T.
7
Maneesoonthorn, Worapree
7
Forbes, Catherine Scipione
6
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Hyndman, Rob J.
3
Athanasopoulos, George
2
Dunson, David B.
2
Jiang, Bin
2
Leung, Patrick
2
Vahid, Farshid
2
Albers, Casper J.
1
Bigelow, Jamie L.
1
Brown, Lawrence D.
1
Chakraborty, Sounak
1
Cottet, Remy
1
Eckert, Florian
1
Ghosh, Kaushik
1
Ghosh, Malay
1
Gneiting, Tilman
1
Goldstein, Michael A.
1
Grose, Simone D.
1
Herring, Amy H.
1
Huber, Florian
1
Kim, Dalho
1
Koo, Bonsoo
1
Koop, Gary
1
Maheu, John M.
1
Maiti, Tapabrata
1
Mallick, Bani K.
1
McCabe, Brendon P. M.
1
Nibbering, Didier
1
Queen, Catriona M.
1
Raftery, Adrian E.
1
Ray, Shubhankar
1
Robert, Christian P.
1
Rougier, Jonathan
1
Siega-Riz, Anna Maria
1
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Published in...
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Journal of the American Statistical Association : JASA
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
102
Discussion paper / Tinbergen Institute
60
Journal of econometrics
50
Journal of forecasting
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
CAMA working paper series
26
Working paper
26
Working paper series / European Central Bank
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of applied econometrics
22
Federal Reserve Bank of Cleveland working paper series
21
Working paper / Norges Bank
18
Discussion papers / CEPR
16
Econometric reviews
16
Economics letters
14
Insurance / Mathematics & economics
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
European journal of operational research : EJOR
13
Journal of economic dynamics & control
13
Energy economics
12
CAMA Working Paper
11
Econometrics : open access journal
11
Quantitative finance
11
Applied economics
10
CESifo working papers
10
Computational economics
10
Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of macroeconomics
9
Strathclyde discussion papers in economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of international money and finance
8
Risks : open access journal
8
Staff reports / Federal Reserve Bank of New York
8
Working papers / Federal Reserve Bank of Philadelphia, Research Department
8
Discussion paper
7
ECB Working Paper
7
Econometric Institute research papers
7
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ECONIS (ZBW)
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1
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:
2
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:
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
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
7
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:
8
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
9
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
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