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Coherent predictions of low count time series
McCabe, Brendan Peter Martin; Martin, Gael M. - 2003
Persistent link: https://www.econbiz.de/10001751156
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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
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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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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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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
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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
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Implicit Bayesian inference using option prices
Martin, Gael M.; Forbes, Catherine Scipione; Martin, Vance - 2000
Persistent link: https://www.econbiz.de/10001506963
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Implicit Bayesian inference using option prices
Martin, Gael M.; Forbes, Catherine Scipione; Martin, Vance - 2003
Persistent link: https://www.econbiz.de/10001751155