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subject:"Theory"
~subject:"Markov chain"
~person:"Martin, Gael M."
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Search: subject_exact:"Posterior distribution"
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Theory
Markov chain
Bayes-Statistik
36
Bayesian inference
36
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Forecasting model
14
Prognoseverfahren
14
Theorie
13
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13
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13
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12
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12
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12
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11
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11
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9
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9
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7
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7
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6
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5
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Nichtparametrisches Verfahren
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English
19
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Martin, Gael M.
Dijk, Herman K. van
84
Koop, Gary
80
Casarin, Roberto
69
Schorfheide, Frank
63
Ravazzolo, Francesco
52
Tsionas, Efthymios G.
46
Korobilis, Dimitris
45
Billio, Monica
33
Strachan, Rodney W.
33
Clark, Todd E.
31
Marcellino, Massimiliano
30
Grassi, Stefano
28
Hoogerheide, Lennart
28
Hoogerheide, Lennart F.
28
Carriero, Andrea
27
Bauwens, Luc
26
Kohn, Robert
26
Lang, Stefan
24
Paap, Richard
24
Chan, Joshua
23
Del Negro, Marco
23
Geweke, John
22
Huber, Florian
22
Frühwirth-Schnatter, Sylvia
21
Peters, Gareth
21
Pettenuzzo, Davide
21
Kneib, Thomas
20
Koopman, Siem Jan
20
van Dijk, H. K.
20
Gallant, A. Ronald
19
Kaufmann, Sylvia
19
Canova, Fabio
18
Dufays, Arnaud
17
Karni, Edi
17
Steel, Mark F. J.
17
Cross, Jamie
16
Forbes, Catherine Scipione
16
Rombouts, Jeroen V. K.
16
Timmermann, Allan
16
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Working paper / Department of Econometrics and Business Statistics, Monash University
15
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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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
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
5
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:
6
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:
7
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
8
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
9
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
11
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:
12
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:
13
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
14
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
15
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
16
Applied Bayesian forecasting in economics : editorial
Lahiri, Kajal
(
contributor
);
Martin, Gael M.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008661827
Saved in:
17
Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
Saved in:
18
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
19
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
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