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Nonparametric statistics
Bayesian inference
48
Bayes-Statistik
47
Theorie
46
Theory
46
Time series analysis
43
Zeitreihenanalyse
42
Forecasting model
30
Prognoseverfahren
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Estimation theory
29
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29
Volatility
27
Volatilität
27
Monte Carlo simulation
22
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22
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21
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21
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21
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Zustandsraummodell
20
Markov-Kette
19
Markov chain
18
Option pricing theory
16
Optionspreistheorie
16
Börsenkurs
11
Nichtparametrisches Verfahren
11
Sampling
11
Share price
11
Stichprobenerhebung
11
Bayesian Markov chain Monte Carlo
8
Statistical theory
8
Statistische Methodenlehre
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Forecast
7
Hawkes process
7
Induktive Statistik
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Nonlinear state space model
7
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11
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Martin, Gael M.
11
Forbes, Catherine Scipione
6
Grose, Simone D.
6
Maneesoonthorn, Worapree
5
Poskitt, Donald Stephen
5
McCabe, Brendan Peter Martin
1
Ng, Jason
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Journal of econometrics
2
International journal of forecasting
1
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ECONIS (ZBW)
11
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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
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
3
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:
4
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:
5
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:
6
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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7
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:
8
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:
9
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:
10
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:
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