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~subject:"Prognoseverfahren"
~person:"Frazier, David T."
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Prognoseverfahren
Bayes-Statistik
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Proper scoring rules
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Approximate Bayesian computation
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M4 forecasting competition
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State space model
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Stochastic volatility model
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expected shortfall
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Frazier, David T.
Clark, Todd E.
14
McCracken, Michael W.
8
Mertens, Elmar
8
Diebold, Francis X.
7
Schorfheide, Frank
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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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Marcellino, Massimiliano
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Jungbacker, Borus
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Koopman, Siem Jan
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Loiza-Maya, Ruben
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Jungbacker, B.
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Pettenuzzo, Davide
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Poshakwale, Sunil S.
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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
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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