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Approximate Bayesian computation in state space models
Martin, Gael M.; McCabe, Brendan Peter Martin; … - 2014
Persistent link: https://www.econbiz.de/10011780814
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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
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Persistence and nonstationary models
McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2003
Persistent link: https://www.econbiz.de/10001854477
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Testing for dependence in non-Gaussian time series data
McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2004
Persistent link: https://www.econbiz.de/10002121951
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A quasi-locally most powerful test for correlation in the conditional variance of positive data
McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2010
Persistent link: https://www.econbiz.de/10008661679
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Approximate Bayesian forecasting
Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M. - 2018
Persistent link: https://www.econbiz.de/10012583287
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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