Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Nonparametric statistics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal probabilistic forecast...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Theorie
71
Theory
71
Time series analysis
56
Zeitreihenanalyse
56
Schätztheorie
52
Estimation theory
51
Bayesian inference
38
Bayes-Statistik
37
Forecasting model
32
Prognoseverfahren
32
Volatility
29
Volatilität
29
Estimation
24
Schätzung
24
Stochastic process
24
Stochastischer Prozess
24
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Nichtparametrisches Verfahren
18
USA
17
United States
17
Option pricing theory
16
Optionspreistheorie
16
State space model
16
Zustandsraummodell
16
Markov-Kette
15
Markov chain
14
Statistical test
14
Statistischer Test
14
Australien
13
Australia
12
Börsenkurs
12
Share price
12
Unit root test
11
Cointegration
10
Einheitswurzeltest
10
Kointegration
10
Statistical theory
10
Statistische Methodenlehre
10
more ...
less ...
Online availability
All
Free
12
Undetermined
3
Type of publication
All
Book / Working Paper
13
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
18
Author
All
Martin, Gael M.
11
Harris, David
7
Forbes, Catherine Scipione
6
Grose, Simone D.
6
Gao, Jiti
5
Kew, Hsein
5
Maneesoonthorn, Worapree
5
Poskitt, Donald Stephen
5
Zhou, Weilun
5
McCabe, Brendan Peter Martin
2
Gannon, Brenda
1
Harris, Mark N.
1
Hollingsworth, Bruce
1
Inder, Brett A.
1
Magnusson, Leandro M.
1
Maitra, Pushkar
1
Munford, Luke
1
Ng, Jason
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of econometrics
3
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Discussion paper / The University of Western Australia, Business School, Economics
1
Econometric theory
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Semiparametric independence testing for time series of counts and the role of the support
Harris, David
;
McCabe, Brendan Peter Martin
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280
Saved in:
3
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
4
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
Saved in:
5
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
6
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
7
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
8
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Saved in:
9
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
