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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
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2
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
Saved in:
3
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Kolmogorov-Smirnov type testing for structural breaks : a new adjusted-range based self-normalization approach
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10015073901
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7
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:
8
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
9
Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
Saved in:
10
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
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