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subject:"Schätzung"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bayesian inference"
~subject:"Markov-Kette"
~subject:"Statistical distribution"
~subject:"Statistical test"
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Search: subject_exact:"Monte Carlo method"
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Schätzung
Bayesian inference
Markov-Kette
Statistical distribution
Statistical test
Monte Carlo simulation
36
Monte-Carlo-Simulation
36
Bayes-Statistik
19
Markov chain
19
Theorie
17
Theory
17
Stochastic process
10
Stochastischer Prozess
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Estimation theory
8
Schätztheorie
8
Volatility
8
Volatilität
8
State space model
7
Zustandsraummodell
7
Börsenkurs
6
Share price
6
Bayesian Markov chain Monte Carlo
5
Sampling
5
Stichprobenerhebung
5
Forecasting model
4
Hawkes process
4
Prognoseverfahren
4
VAR model
4
VAR-Modell
4
Capital income
3
Dynamic price and volatility jumps
3
Estimation
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Kapitaleinkommen
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nonlinear state space model
3
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Graue Literatur
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Working Paper
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Forschungsbericht
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English
30
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Martin, Gael M.
13
Forbes, Catherine Scipione
12
Zhang, Xibin
11
King, Maxwell L.
6
Maneesoonthorn, Worapree
6
Frazier, David T.
2
Gao, Jiti
2
Leung, Patrick
2
McCabe, Brendan Peter Martin
2
Panagiotelis, Anastasios
2
Poskitt, Donald Stephen
2
Robert, Christian P.
2
Shang, Han Lin
2
Tomasetti, Nathaniel
2
Tse, Yiu Kuen
2
Anderson, Heather M.
1
Athanasopoulos, George
1
Cheng, Tingting
1
Duangkamon Chotikapanich
1
Griffiths, William E.
1
Grose, Simone D.
1
Gunawan, David
1
Hong, Han
1
Hu, Shuowen
1
Hyndman, Rob J.
1
Inder, Brett A.
1
Lander, David
1
Liao, Yin
1
Sanford, Andrew D.
1
Strickland, Chris
1
Strickland, Chris M.
1
Vahid, Farshid
1
Yao, Wenying
1
Yu, Jun
1
Zhang, Rong
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
70
Discussion paper / Tinbergen Institute
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Econometric reviews
33
Journal of applied econometrics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Computational economics
23
Economics letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Working paper
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
International journal of forecasting
18
The econometrics journal
16
CAMA working paper series
14
Economic modelling
14
Insurance / Mathematics & economics
14
European journal of operational research : EJOR
13
Risks : open access journal
13
Journal of forecasting
12
Quantitative finance
12
Working papers
12
Econometric Institute research papers
11
Econometrics : open access journal
11
Working papers in economics and statistics
11
Applied economics
10
Applied economics letters
10
Energy economics
10
Journal of the American Statistical Association : JASA
10
Journal of economic dynamics & control
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric theory
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of risk and financial management : JRFM
8
Sveriges Riksbank working paper series
8
Discussion paper / Centre for Economic Policy Research
7
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
Global COE Hi-Stat discussion paper series
7
Quantitative economics : QE ; journal of the Econometric Society
7
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ECONIS (ZBW)
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1
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
3
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
4
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:
5
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
6
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
7
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
8
Bayesian assessment of Lorenz and stochastic dominance
Lander, David
;
Gunawan, David
;
Griffiths, William E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782243
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
10
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
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