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~person:"Martin, Gael M."
~subject:"Bayesian estimation"
~subject:"Schätztheorie"
~subject:"Theory"
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Search: subject_exact:"Metropolis-Hastings algorithm"
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Bayesian estimation
Schätztheorie
Theory
Bayes-Statistik
36
Bayesian inference
36
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Forecasting model
14
Prognoseverfahren
14
Theorie
13
Volatility
13
Volatilität
13
Markov-Kette
12
State space model
12
Zustandsraummodell
12
Markov chain
11
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
9
Time series analysis
8
Zeitreihenanalyse
8
Option pricing theory
7
Optionspreistheorie
7
Bayesian Markov chain Monte Carlo
6
Börsenkurs
6
Share price
6
Hawkes process
5
Bayesian consistency
4
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Global financial crisis
4
Nichtparametrisches Verfahren
4
Nonlinear state space model
4
Nonparametric statistics
4
Proper scoring rules
4
Stochastic volatility
4
Bayesian prediction
3
Estimation
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English
22
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Martin, Gael M.
Koop, Gary
100
Schorfheide, Frank
80
Dijk, Herman K. van
79
Tsionas, Efthymios G.
58
Casarin, Roberto
53
Korobilis, Dimitris
53
Ravazzolo, Francesco
42
Strachan, Rodney W.
41
Clark, Todd E.
35
Del Negro, Marco
34
Marcellino, Massimiliano
34
Kohn, Robert
32
Carriero, Andrea
31
Hoogerheide, Lennart
30
Huber, Florian
30
Bauwens, Luc
29
Chan, Joshua
29
Grassi, Stefano
29
Lang, Stefan
28
Hoogerheide, Lennart F.
27
Canova, Fabio
25
Geweke, John
24
Poon, Aubrey
24
Kneib, Thomas
23
Koopman, Siem Jan
22
Pettenuzzo, Davide
22
Ardia, David
21
Gallant, A. Ronald
21
Lesage, James P.
21
Paap, Richard
21
Peters, Gareth
21
Billio, Monica
20
Chib, Siddhartha
20
Rubio-Ramírez, Juan Francisco
20
Frühwirth-Schnatter, Sylvia
19
Kaufmann, Sylvia
19
Steel, Mark F. J.
19
Villani, Mattias
19
Allenby, Greg M.
18
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Working paper / Department of Econometrics and Business Statistics, Monash University
18
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric reviews
1
International journal of forecasting
1
Journal of applied econometrics
1
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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
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
5
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
6
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
9
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:
10
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
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