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~subject:"Prognoseverfahren"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Prognoseverfahren
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
State space model
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
13
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13
Article
9
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13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
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9
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9
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English
22
Author
All
Martin, Gael M.
10
Frazier, David T.
7
Loiza-Maya, Ruben
5
Maneesoonthorn, Worapree
4
Panagiotelis, Anastasios
4
Hyndman, Rob J.
3
McCabe, Brendan Peter Martin
3
Athanasopoulos, George
2
Dunson, David B.
2
Forbes, Catherine Scipione
2
Jiang, Bin
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
Leung, Patrick
1
Maheu, John M.
1
Maiti, Tapabrata
1
McCabe, Brendon P. M.
1
Nibbering, Didier
1
Queen, Catriona M.
1
Raftery, Adrian E.
1
Robert, Christian P.
1
Rougier, Jonathan
1
Siega-Riz, Anna Maria
1
Sloughter, J. McLean
1
Smith, Michael
1
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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
101
Discussion paper / Tinbergen Institute
49
Journal of forecasting
44
Journal of econometrics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Working paper
24
Working paper series / European Central Bank
21
Federal Reserve Bank of Cleveland working paper series
19
Journal of applied econometrics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / Norges Bank
18
CAMA working paper series
16
Discussion papers / CEPR
14
Econometric reviews
14
Discussion paper / Centre for Economic Policy Research
13
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Economic modelling
12
Econometrics : open access journal
11
Energy economics
11
Quantitative finance
11
Applied economics
10
Economics letters
10
CAMA Working Paper
9
CESifo working papers
9
Computational economics
9
Discussion papers / Adam Smith Business School, University of Glasgow
9
Strathclyde discussion papers in economics
9
Journal of economic dynamics & control
8
Journal of international money and finance
8
Risks : open access journal
8
ECB Working Paper
7
FRB of Cleveland Working Paper
7
Journal of macroeconomics
7
Staff reports / Federal Reserve Bank of New York
7
Staff working papers / Bank of England
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Sveriges Riksbank working paper series
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
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:
11
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
12
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
13
Coherent predictions of low count time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
-
2003
Persistent link: https://www.econbiz.de/10001751156
Saved in:
14
Probalistic wind speed forecasting using ensembles and Bayesian model averaging
Sloughter, J. McLean
;
Gneiting, Tilman
;
Raftery, Adrian E.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 25-35
Persistent link: https://www.econbiz.de/10008732294
Saved in:
15
Intervention and causality: forecasting traffic flows using a dynamic Bayesian network
Queen, Catriona M.
;
Albers, Casper J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 669-681
Persistent link: https://www.econbiz.de/10003885410
Saved in:
16
Bayesian semiparametric joint models for functional predictors
Bigelow, Jamie L.
;
Dunson, David B.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 26-36
Persistent link: https://www.econbiz.de/10003878122
Saved in:
17
Bayesian inference on changes in response densities over predictor clusters
Dunson, David B.
;
Herring, Amy H.
;
Siega-Riz, Anna Maria
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
484
,
pp. 1508-1517
Persistent link: https://www.econbiz.de/10003814690
Saved in:
18
Prediction of US cancer mortality counts using semiparametric Bayesian techniques
Ghosh, Kaushik
;
Tiwari, Ram C.
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 7-15
Persistent link: https://www.econbiz.de/10003430634
Saved in:
19
Bayesian forecasting of an inhomogeneous poisson process with applications to call center data
Weinberg, Jonathan
;
Brown, Lawrence D.
;
Stroud, Jonathan R.
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1185-1198
Persistent link: https://www.econbiz.de/10003625330
Saved in:
20
Bayes linear calibrated prediction for complex systems
Goldstein, Michael A.
;
Rougier, Jonathan
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1132-1143
Persistent link: https://www.econbiz.de/10003375834
Saved in:
21
Hierarchical Bayesian neural networks : an application to a prostate cancer study
Ghosh, Malay
;
Maiti, Tapabrata
;
Kim, Dalho
; …
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
467
,
pp. 601-608
Persistent link: https://www.econbiz.de/10002241603
Saved in:
22
Bayesian modeling and forecasting of intraday electricity load
Cottet, Remy
;
Smith, Michael
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 839-849
Persistent link: https://www.econbiz.de/10001973221
Saved in:
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