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Estimation theory
Theorie
51
Theory
51
Time series analysis
47
Zeitreihenanalyse
46
Forecasting model
38
Prognoseverfahren
38
State space model
30
Zustandsraummodell
30
Bayes-Statistik
24
Bayesian inference
24
Markov-Kette
17
Markov chain
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Estimation
14
Schätzung
14
Schätztheorie
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Börsenkurs
9
Option pricing theory
9
Optionspreistheorie
9
Share price
9
Induktive Statistik
7
Statistical inference
7
Australia
6
Australien
6
Bayesian Markov chain Monte Carlo
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Demand
5
Hawkes process
5
Nachfrage
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
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English
12
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Forbes, Catherine Scipione
10
Martin, Gael M.
4
Maneesoonthorn, Worapree
3
Panagiotelis, Anastasios
2
Snyder, Ralph D.
2
Tomasetti, Nathaniel
2
Beaumont, Adrian N.
1
Blasques, Francisco
1
Fry, Tim R. L.
1
Koehler, Anne B.
1
Kofman, Paul
1
Koopman, Siem Jan
1
Leung, Patrick
1
Lucas, André
1
MacEachern, Steven N.
1
McCabe, Brendan Peter Martin
1
McLaren, Keith Robert
1
Oliver, Jonathan J.
1
Ord, John Keith
1
Perron, Pierre
1
Peruggia, Mario
1
Shami, Roland G.
1
Thompson, Ryan
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Xu, Jiawen
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Econometrics Conference <1995, Melbourne>
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Monash University / Department of Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
International journal of forecasting
2
Journal of econometrics
1
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ECONIS (ZBW)
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Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
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2
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione
(
contributor
); …
-
1995
Persistent link: https://www.econbiz.de/10000932703
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3
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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4
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
5
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:
6
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
7
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
9
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
10
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
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