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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~subject:"Australien"
~subject:"Induktive Statistik"
~subject:"VAR-Modell"
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Forbes, Catherine Scipione
Gao, Jiti
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Hyndman, Rob J.
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Dong, Chaohua
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Martin, Gael M.
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Poskitt, Donald Stephen
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
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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
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Martin, Gael M.
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2016
Persistent link: https://www.econbiz.de/10011781784
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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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