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Estimation theory
Bayes-Statistik
47
Bayesian inference
47
Theorie
47
Theory
47
Time series analysis
43
Zeitreihenanalyse
42
Forecasting model
31
Prognoseverfahren
31
Schätztheorie
28
Volatility
28
Volatilität
28
Estimation
22
Monte Carlo simulation
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Monte-Carlo-Simulation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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State space model
20
Zustandsraummodell
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Markov-Kette
19
Markov chain
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Option pricing theory
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Optionspreistheorie
16
Börsenkurs
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Sampling
11
Share price
11
Stichprobenerhebung
11
Bayesian Markov chain Monte Carlo
8
Statistical theory
8
Statistische Methodenlehre
8
Australia
7
Australien
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Bootstrap approach
7
Bootstrap-Verfahren
7
Forecast
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Hawkes process
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Induktive Statistik
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Free
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Graue Literatur
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English
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Martin, Gael M.
22
Forbes, Catherine Scipione
10
Poskitt, Donald Stephen
9
Frazier, David T.
7
Robert, Christian P.
7
Maneesoonthorn, Worapree
5
Grose, Simone D.
4
Nadarajah, K.
4
McCabe, Brendan Peter Martin
2
Panagiotelis, Anastasios
2
Rousseau, Judith
2
Tomasetti, Nathaniel
2
Blasques, Francisco
1
Frazier, D. T.
1
Fry, Tim R. L.
1
Kofman, Paul
1
Koopman, Siem Jan
1
Leung, Patrick
1
Lucas, André
1
MacEachern, Steven N.
1
McCabe, Brendon P. M.
1
Oliver, Jonathan J.
1
Perron, Pierre
1
Peruggia, Mario
1
Roberts, Christian P.
1
Thompson, Ryan
1
Xu, Jiawen
1
Zischke, Ryan
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Econometrics Conference <1995, Melbourne>
1
Monash University / Department of Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
22
Journal of econometrics
3
International journal of forecasting
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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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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2
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:
3
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:
4
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
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5
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
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6
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
Saved in:
7
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:
8
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
9
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
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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