//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"State space"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
State space model
35
Zustandsraummodell
35
Theorie
20
Theory
20
Time series analysis
20
Zeitreihenanalyse
20
Forecasting model
18
Prognoseverfahren
18
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Markov chain
5
Markov-Kette
5
Australia
4
Australien
4
Bayesian Markov chain Monte Carlo
3
Börsenkurs
3
Dynamic price and volatility jumps
3
Estimation theory
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Nonlinear state space model
3
Schätztheorie
3
Share price
3
Stochastic volatility
3
Bayesian consistency
2
Demand
2
Hawkes process
2
Likelihood-free methods
2
Nachfrage
2
Nichtparametrisches Verfahren
2
Non-Gaussian Time Series
2
more ...
less ...
Online availability
All
Free
31
Type of publication
All
Book / Working Paper
36
Type of publication (narrower categories)
All
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Forschungsbericht
3
Language
All
English
36
Author
All
Martin, Gael M.
13
Snyder, Ralph D.
11
Forbes, Catherine Scipione
10
Hyndman, Rob J.
9
Maneesoonthorn, Worapree
6
Koehler, Anne B.
5
Frazier, David T.
4
McCabe, Brendan Peter Martin
4
Ord, John Keith
4
Beaumont, Adrian
3
Athanasopoulos, George
2
De Livera, Alysha M.
2
De Silva, Ashton
2
Leung, Patrick
2
Loiza-Maya, Ruben
2
Akram, Muhammad
1
Anderson, Heather M.
1
Archibald, Blyth
1
Billah, Baki
1
Brooks, Robert
1
Donselaar, Karl H. van
1
Feigin, Paul D.
1
Galagedera, Don U. A.
1
Gould, Phillip
1
Grose, Simone D.
1
King, Maxwell L.
1
Kok, A. G. de
1
Koo, Bonsoo
1
Leeds, Mark
1
Low, Chin Nam
1
Maharaj, Elizabeth Ann
1
McCabe, Brendon P. M.
1
McLaren, Keith Robert
1
Nath, Harminder B.
1
Ng, Jason
1
Osman, Ahmad Farid
1
Ouwehand, Pim
1
Robert, Christian P.
1
Roberts, Christian P.
1
Strickland, Chris
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
101
Economic modelling
86
Economics letters
57
International journal of forecasting
57
Journal of econometrics
57
Energy economics
55
Computational economics
54
Tinbergen Institute Discussion Papers
54
Tinbergen Institute Discussion Paper
52
Finance research letters
47
Journal of forecasting
47
Journal of economic dynamics & control
44
Applied economics
42
CAMA working paper series
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Monash Econometrics and Business Statistics Working Papers
35
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics letters
33
International review of economics & finance : IREF
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Working paper
29
MPRA Paper
27
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
ECB Working Paper
22
Econometric reviews
22
Journal of applied econometrics
22
Working paper series / European Central Bank
21
Finance and economics discussion series
20
Journal of empirical finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
CREATES research paper
17
Computational Statistics
17
International journal of finance & economics : IJFE
17
Journal of macroeconomics
17
CESifo working papers
16
Research in international business and finance
16
Bank of Finland research discussion papers
15
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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
Investor-herding and risk-profiles : a
State-Space
model-based assessment
Nath, Harminder B.
;
Brooks, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606907
Saved in:
4
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:
5
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
6
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:
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
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->