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~person:"Martin, Gael M."
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayes-Statistik
Estimation theory
Schätztheorie
Time series analysis
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Zeitreihenanalyse
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9
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6
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Martin, Gael M.
Dijk, Herman K. van
38
Gao, Jiti
36
Koop, Gary
32
Koopman, Siem Jan
31
Phillips, Peter C. B.
25
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
22
Marcellino, Massimiliano
22
Maravall Herrero, Agustín
21
Ravazzolo, Francesco
21
Casarin, Roberto
19
Kapetanios, George
19
Teräsvirta, Timo
18
Chan, Joshua
17
Franses, Philip Hans
17
Sibbertsen, Philipp
17
Lucas, André
16
Pesaran, M. Hashem
15
Grassi, Stefano
14
Strachan, Rodney W.
14
Huber, Florian
13
Hyndman, Rob J.
13
Linton, Oliver
13
Peng, Bin
13
Swanson, Norman R.
13
Billio, Monica
12
Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Nielsen, Bent
12
Korobilis, Dimitris
11
Schorfheide, Frank
11
Bauwens, Luc
10
Blasques, Francisco
10
Clark, Todd E.
10
Dijk, Dick van
10
Gómez, Víctor
10
Li, Degui
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
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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
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3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
6
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
7
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
8
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:
9
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:
10
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
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