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~subject:"Bayesian inference"
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Bayesian inference
Theorie
57
Theory
57
Zeitreihenanalyse
52
Estimation theory
51
Schätztheorie
51
Time series analysis
50
Bayes-Statistik
38
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Stichprobenerhebung
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Induktive Statistik
9
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7
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English
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Martin, Gael M.
38
Forbes, Catherine Scipione
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Frazier, David T.
14
Maneesoonthorn, Worapree
13
McCabe, Brendan Peter Martin
7
Robert, Christian P.
7
Loiza-Maya, Ruben
6
Martin, Vance
3
Wright, Jill
3
Grose, Simone D.
2
Huber, Florian
2
Koop, Gary
2
Leung, Patrick
2
Nibbering, Didier
2
Panagiotelis, Anastasios
2
Rousseau, Judith
2
Sanford, Andrew D.
2
Flynn, David B.
1
Forbes, Catherine S.
1
Frazier, D. T.
1
Hu, Shuowen
1
Koo, Bonsoo
1
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1
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1
Maheu, John M.
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McCabe, Brendon P. M.
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
31
International journal of forecasting
3
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric Reviews
1
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ECONIS (ZBW)
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Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
2
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:
3
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
4
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001751155
Saved in:
5
Coherent predictions of low count time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
-
2003
Persistent link: https://www.econbiz.de/10001751156
Saved in:
6
Pricing Australian S&P200 options : a Bayesian approach based on generalized distributional forms
Flynn, David B.
;
Grose, Simone D.
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001751171
Saved in:
7
Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
8
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:
9
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
10
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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