//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Martin, Gael M."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Time series analysis
Theorie
26
Theory
26
Forecasting model
12
Prognoseverfahren
12
State space model
11
Zustandsraummodell
11
Bayes-Statistik
10
Bayesian inference
10
Volatility
10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
Zeitreihenanalyse
9
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Markov chain
5
Markov-Kette
5
Bayesian Markov chain Monte Carlo
3
Börsenkurs
3
Dynamic price and volatility jumps
3
Estimation
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Nonlinear state space model
3
Probability theory
3
Proper scoring rules
3
Schätzung
3
Share price
3
Stochastic volatility
3
Wahrscheinlichkeitsrechnung
3
Bayesian prediction
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Hawkes process
2
Likelihood-free methods
2
Loss-based prediction
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
9
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
1
Aufsatz in Zeitschrift
1
Forschungsbericht
1
more ...
less ...
Language
All
English
10
Author
All
Martin, Gael M.
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
12
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Phillips, Peter C. B.
6
Spanos, Aris
6
Forbes, Catherine Scipione
5
Franses, Philip Hans
5
Taylor, Robert
5
Andreou, Elena
4
Kilian, Lutz
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Psaradakis, Zacharias G.
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Dagum, Estela Bee
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Maasoumi, Esfandiar
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Proietti, Tommaso
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Ashley, Richard A.
2
Audrino, Francesco
2
Beaumont, Adrian
2
Cavaliere, Giuseppe
2
Gamakumara, Puwasala
2
Granger, C. W. J.
2
Harvey, David I.
2
more ...
less ...
Published in...
All
Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
5
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
Saved in:
6
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
7
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:
8
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:
9
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
10
Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M.
-
1997
Persistent link: https://www.econbiz.de/10000978697
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->