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Non-parametric estimation of f...
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Zeitreihenanalyse
Bayesian inference
48
Bayes-Statistik
47
Theorie
46
Theory
46
Time series analysis
43
Forecasting model
30
Prognoseverfahren
30
Estimation theory
29
Schätztheorie
29
Volatility
27
Volatilität
27
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Estimation
21
Schätzung
21
Stochastic process
21
Stochastischer Prozess
21
State space model
20
Zustandsraummodell
20
Markov-Kette
19
Markov chain
18
Option pricing theory
16
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
Bootstrap approach
7
Bootstrap-Verfahren
7
Forecast
7
Hawkes process
7
Induktive Statistik
7
Nonlinear state space model
7
Prognose
7
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Free
22
Undetermined
7
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Book / Working Paper
30
Article
12
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Graue Literatur
30
Non-commercial literature
30
Arbeitspapier
29
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29
Article in journal
10
Aufsatz in Zeitschrift
10
Forschungsbericht
4
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1
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English
42
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Martin, Gael M.
31
Forbes, Catherine Scipione
16
Poskitt, Donald Stephen
12
McCabe, Brendan Peter Martin
10
Grose, Simone D.
7
Frazier, David T.
6
Maneesoonthorn, Worapree
6
Nadarajah, K.
4
Snyder, Ralph D.
4
Kofman, Paul
3
Shami, Roland G.
3
Kalb, Guyonne
2
Leung, Patrick
2
Loiza-Maya, Ruben
2
Apiletti, Daniele
1
Assimakopoulos, V.
1
Babai, M. Zied
1
Baets, Shari de
1
Barrow, Devon K.
1
Ben Taieb, Souhaib
1
Bergmeir, Christoph
1
Bessa, Ricardo J.
1
Bijak, Jakub
1
Blasques, Francisco
1
Boylan, John E.
1
Browell, Jethro
1
Carnevale, Claudio
1
Castle, Jennifer
1
Cirillo, Pasquale
1
Clements, Michael P.
1
Cordeiro, Clara
1
Dokumentov, Alexander
1
Ellison, Joanne
1
Feigin, Paul D.
1
Fiszeder, Piotr
1
Franses, Philip Hans
1
Freeland, Keith
1
Freeland, R. K.
1
Fry, Tim R. L.
1
Gilliland, Michael
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Econometrics Conference <1995, Melbourne>
1
Monash University / Department of Econometrics
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
29
International journal of forecasting
5
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
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ECONIS (ZBW)
42
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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
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
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:
4
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:
5
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:
6
Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M.
-
1997
Persistent link: https://www.econbiz.de/10000978697
Saved in:
7
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
8
[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione
;
Shami, Roland G.
- In:
The economic record : er
76
(
2000
),
pp. 105
Persistent link: https://www.econbiz.de/10001466449
Saved in:
9
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
10
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
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