//--> //--> //-->
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
subject:"Forecasting model"
~subject:"Estimation theory"
~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_exact:"Bayessche Statistik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Estimation theory
Bayes-Statistik
64
Bayesian inference
64
Theorie
24
Theory
24
Schätztheorie
21
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Markov-Kette
15
Markov chain
14
Prognoseverfahren
13
Time series analysis
12
Zeitreihenanalyse
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Volatility
11
Volatilität
11
Stochastic process
10
Stochastischer Prozess
10
State space model
9
Zustandsraummodell
9
Option pricing theory
8
Optionspreistheorie
8
Sampling
6
Statistical theory
6
Statistische Methodenlehre
6
Stichprobenerhebung
6
Australia
5
Australien
5
Bayesian Markov chain Monte Carlo
5
Börsenkurs
5
Induktive Statistik
5
Share price
5
Statistical inference
5
Bayesian consistency
4
Estimation
4
Hawkes process
4
Regression analysis
4
Regressionsanalyse
4
more ...
less ...
Online availability
All
Free
28
Type of publication
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
All
English
30
Author
All
Martin, Gael M.
17
Frazier, David T.
12
Robert, Christian P.
7
Loiza-Maya, Ruben
6
Forbes, Catherine Scipione
4
Gao, Jiti
4
Maneesoonthorn, Worapree
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Zhang, Xibin
4
Cheng, Tingting
3
Hyndman, Rob J.
3
Athanasopoulos, George
2
Jiang, Bin
2
Leung, Patrick
2
Nibbering, Didier
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Vahid, Farshid
2
Anderson, Heather M.
1
Chen, Haotian
1
Eckert, Florian
1
Frazier, D. T.
1
Grose, Simone D.
1
Hong, Han
1
Huber, Florian
1
Inder, Brett A.
1
King, Maxwell L.
1
Koo, Bonsoo
1
Koop, Gary
1
Liu, Qing
1
Liu, Zhichao
1
Maheu, John M.
1
McCabe, Brendon P. M.
1
Pitt, David C.
1
Shang, Han Lin
1
Strachan, Rodney W.
1
Weerasinghe, Chaya
1
Wu, Xueyuan
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
103
Journal of econometrics
85
Discussion paper / Tinbergen Institute
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of forecasting
46
Journal of applied econometrics
30
Working paper
29
Discussion papers / CEPR
25
Economic modelling
24
Economics letters
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Federal Reserve Bank of Cleveland working paper series
22
Journal of the American Statistical Association : JASA
22
Working paper series / European Central Bank
22
European journal of operational research : EJOR
21
Econometrics : open access journal
19
Working paper / Norges Bank
19
Insurance / Mathematics & economics
18
Computational economics
17
CAMA working paper series
16
CESifo working papers
16
Journal of economic dynamics & control
15
Applied economics
14
Discussion paper / Centre for Economic Policy Research
14
Energy economics
14
Sveriges Riksbank working paper series
14
Working paper series
14
Discussion paper
13
Quantitative economics : QE ; journal of the Econometric Society
13
Strathclyde discussion papers in economics
12
Working papers
12
International journal of production research
11
NBER Working Paper
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working paper series economics and econometrics
11
Working papers / Federal Reserve Bank of Philadelphia, Research Department
11
CAMA Working Paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
30
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben
;
Nibbering, Didier
-
2020
Persistent link: https://www.econbiz.de/10012608350
Saved in:
10
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
11
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:
12
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
13
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
14
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
15
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
16
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
17
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:
18
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:
19
Asymptotic properties of approximate Bayesian computation
Frazier, D. T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781809
Saved in:
20
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:
21
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
22
On consistency of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
-
2015
Persistent link: https://www.econbiz.de/10011781386
Saved in:
23
Nonparametric regression approach to Bayesian estimation
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011781031
Saved in:
24
Bayesian estimation for partially linear models with an application to household gasoline consumption
Chen, Haotian
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011781041
Saved in:
25
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10009775496
Saved in:
26
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
27
A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing
;
Pitt, David C.
;
Zhang, Xibin
;
Wu, Xueyuan
-
2010
Persistent link: https://www.econbiz.de/10008759307
Saved in:
28
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
29
Coherent predictions of low count time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
-
2003
Persistent link: https://www.econbiz.de/10001751156
Saved in:
30
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.
;
Inder, Brett A.
-
1999
Persistent link: https://www.econbiz.de/10001440564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->