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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"NBER working paper series"
~person:"Loiza-Maya, Ruben"
~subject:"Volatilität"
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Loiza-Maya, Ruben
Hyndman, Rob J.
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Athanasopoulos, George
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Working paper / Department of Econometrics and Business Statistics, Monash University
NBER working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
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2023
Persistent link: https://www.econbiz.de/10014452518
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Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
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2022
Persistent link: https://www.econbiz.de/10013193949
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Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
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2020
Persistent link: https://www.econbiz.de/10012606751
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