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~subject:"Zustandsraummodell"
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Zustandsraummodell
Theorie
62
Theory
62
Estimation theory
52
Schätztheorie
52
Zeitreihenanalyse
52
Time series analysis
50
Bayesian inference
40
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39
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30
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30
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29
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29
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24
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24
Schätzung
24
Stochastic process
24
Stochastischer Prozess
24
State space model
18
Markov-Kette
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16
Option pricing theory
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Optionspreistheorie
16
Nichtparametrisches Verfahren
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Nonparametric statistics
15
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ARMA-Modell
14
Cointegration
12
Kointegration
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Börsenkurs
11
Share price
11
Bootstrap approach
10
Bootstrap-Verfahren
10
Sampling
10
Stichprobenerhebung
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Induktive Statistik
9
Statistical distribution
9
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9
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13
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5
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English
18
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Martin, Gael M.
17
Forbes, Catherine Scipione
11
Maneesoonthorn, Worapree
7
McCabe, Brendan Peter Martin
5
Frazier, David T.
4
Grose, Simone D.
2
Leung, Patrick
2
Loiza-Maya, Ruben
2
Ng, Jason
2
Snyder, Ralph D.
2
Weerasinghe, Chaya
2
Feigin, Paul D.
1
Gould, Phillip
1
Hyndman, Rob J.
1
Koehler, Anne B.
1
Loaiza-Maya, Rubén
1
McCabe, Brendon P. M.
1
Robert, Christian P.
1
Roberts, Christian P.
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
International journal of forecasting
3
Econometric reviews
1
Journal of applied econometrics
1
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ECONIS (ZBW)
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Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
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2
A state space framework for automatic forecasting using exponential smoothing methods
Hyndman, Rob J.
;
Koehler, Anne B.
;
Snyder, Ralph D.
; …
- In:
International journal of forecasting
18
(
2002
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10001690087
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
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
An assessment of alternative state space models for count time series
Snyder, Ralph D.
;
Martin, Gael M.
;
Gould, Phillip
; …
-
2007
Persistent link: https://www.econbiz.de/10003486451
Saved in:
6
Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
Saved in:
7
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
8
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
10
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
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