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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.; Loiza-Maya, Ruben; Maneesoonthorn, Worapree - In: International journal of forecasting 38 (2022) 1, pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
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Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree - In: International journal of forecasting 40 (2024) 2, pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
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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
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Loss-based variational Bayes prediction
Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M.; … - 2021
Persistent link: https://www.econbiz.de/10012614593
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Focused Bayesian prediction
Loiza-Maya, Ruben; Martin, Gael M.; Frazier, David T. - 2020
Persistent link: https://www.econbiz.de/10012606751
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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
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ABC-based forecasting in state space models
Weerasinghe, Chaya; Loiza-Maya, Ruben; Martin, Gael M.; … - 2023
Persistent link: https://www.econbiz.de/10014452518
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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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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
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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