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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Martin, Gael M."
~subject:"Prognoseverfahren"
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Time series analysis
Prognoseverfahren
Theorie
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Theory
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Martin, Gael M.
Hyndman, Rob J.
35
Athanasopoulos, George
21
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
17
Snyder, Ralph D.
17
Pesaran, M. Hashem
13
Gao, Jiti
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Gouriéroux, Christian
9
Guégan, Dominique
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Poskitt, Donald Stephen
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Frazier, David T.
8
Koehler, Anne B.
8
Ord, John Keith
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Panagiotelis, Anastasios
8
Comte, Fabienne
7
Forbes, Catherine Scipione
6
Lahiri, Kajal
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Vahid, Farshid
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Beaumont, Adrian
4
Francq, Christian
4
Jasiak, Joann
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King, Maxwell L.
4
Lütkepohl, Helmut
4
Maharaj, Elizabeth Ann
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Maneesoonthorn, Worapree
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Plastun, Alex
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Renault, Eric
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Shami, Roland G.
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Smith-Miles, Kate
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Timmermann, Allan
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Zakoïan, Jean-Michel
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Ben Taieb, Souhaib
3
Doukhan, Paul
3
Dovern, Jonas
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
Journal of macroeconomics
Série des documents de travail / Centre de Recherche en Économie et Statistique
International journal of forecasting
4
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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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:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
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
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
6
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
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:
9
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
10
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
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