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subject:"Nonparametric statistics"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Bergmeir, Christoph"
~person:"Forbes, Catherine Scipione"
~subject:"CAPM"
~subject:"Nonparametric jump measures"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Bergmeir, Christoph
Forbes, Catherine Scipione
Gao, Jiti
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Silvapulle, Mervyn J.
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Quantitative economics : QE ; journal of the Econometric Society
Working paper / Department of Econometrics and Business Statistics, Monash University
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2020
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(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
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2016
Persistent link: https://www.econbiz.de/10011781784
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3
A note on the validity of cross-validation for evaluating time series prediction
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Koo, Bonsoo
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2015
Persistent link: https://www.econbiz.de/10011781237
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Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Benítez …
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2014
Persistent link: https://www.econbiz.de/10010349980
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5
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
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1997
Persistent link: https://www.econbiz.de/10000983144
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