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subject:"Forecasting model"
~subject:"Estimation theory"
~person:"Martin, Gael M."
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Estimation theory
Bayes-Statistik
36
Bayesian inference
36
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Prognoseverfahren
14
Theorie
13
Theory
13
Volatility
13
Volatilität
13
Markov-Kette
12
State space model
12
Zustandsraummodell
12
Markov chain
11
Stochastic process
11
Stochastischer Prozess
11
Schätztheorie
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
3
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18
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1
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18
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3
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Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Article in journal
3
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3
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English
21
Author
All
Martin, Gael M.
Koop, Gary
76
Ravazzolo, Francesco
74
Dijk, Herman K. van
59
Schorfheide, Frank
48
Marcellino, Massimiliano
45
Carriero, Andrea
40
Casarin, Roberto
40
Clark, Todd E.
39
Korobilis, Dimitris
39
Huber, Florian
33
Gupta, Rangan
25
Hoogerheide, Lennart
24
Del Negro, Marco
23
Poon, Aubrey
23
Grassi, Stefano
22
Giannone, Domenico
21
Tsionas, Efthymios G.
21
Kapetanios, George
20
Billio, Monica
18
Aastveit, Knut Are
16
Chan, Joshua
16
Paap, Richard
15
Hoogerheide, Lennart F.
14
Kohn, Robert
14
Lenza, Michele
14
Mitchell, James
14
Pesaran, M. Hashem
14
Pettenuzzo, Davide
14
Shin, Minchul
14
Zhang, Xinyu
14
van Dijk, H. K.
14
Canova, Fabio
13
Fernández-Villaverde, Jesús
13
Frazier, David T.
13
Paccagnini, Alessia
13
Rubio-Ramírez, Juan Francisco
13
Villani, Mattias
13
Zaman, Saeed
13
Zellner, Arnold
13
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Working paper / Department of Econometrics and Business Statistics, Monash University
17
International journal of forecasting
2
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Journal of econometrics
1
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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
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
Saved in:
11
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:
12
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:
13
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:
14
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:
15
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:
16
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
Saved in:
17
Applied Bayesian forecasting in economics : editorial
Lahiri, Kajal
(
contributor
);
Martin, Gael M.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008661827
Saved in:
18
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
19
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
20
Coherent predictions of low count time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
-
2003
Persistent link: https://www.econbiz.de/10001751156
Saved in:
21
Bayesian predictions of low time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 315-330
Persistent link: https://www.econbiz.de/10002687880
Saved in:
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