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subject:"Statistische Methodenlehre"
type_genre:"Arbeitspapier"
~person:"Martin, Gael M."
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Stochastic process
Estimation theory
19
Schätztheorie
19
Time series analysis
11
Zeitreihenanalyse
11
Bayes-Statistik
9
Bayesian inference
9
ARFIMA
3
ARMA model
3
ARMA-Modell
3
Bayesian consistency
3
Bias
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Statistical theory
3
Stochastischer Prozess
3
Systematischer Fehler
3
Volatility
3
Volatilität
3
Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
2
Bivariate jump diffusion model
2
Börsenkurs
2
CAPM
2
Forecasting model
2
History of Bayesian computation
2
Laplace approximation
2
Long memory models
2
Markov chain
2
Markov-Kette
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Microstructure noise
2
Nichtparametrisches Verfahren
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Arbeitspapier
Aufsatz in Zeitschrift
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English
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Martin, Gael M.
Phillips, Peter C. B.
15
McAleer, Michael
14
Tauchen, George Eugene
11
Koopman, Siem Jan
10
Lucas, André
10
Robert, Christian P.
10
Todorov, Viktor
10
Ghysels, Eric
9
Andrews, Donald W. K.
8
Angrist, Joshua D.
8
Dufour, Jean-Marie
8
Imbens, Guido
8
King, Maxwell L.
8
Spokojnyj, Vladimir G.
8
Bauwens, Luc
7
Bera, Anil K.
7
Gouriéroux, Christian
7
Magnus, Jan R.
7
Park, Joon Y.
7
White, Halbert
7
Christopeit, Norbert
6
Gao, Jiti
6
Kristensen, Dennis
6
Küchler, Uwe
6
Leon-Gonzalez, Roberto
6
Ploberger, Werner
6
Sentana, Enrique
6
Strachan, Rodney W.
6
Tsionas, Efthymios G.
6
Zakoïan, Jean-Michel
6
Ericsson, Neil R.
5
Frazier, David T.
5
Godfrey, L. G.
5
Hall, Alastair R.
5
Hansen, Bruce E.
5
Härdle, Wolfgang
5
Koop, Gary
5
Li, Jia
5
Lieberman, Offer
5
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
Journal of econometrics
1
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ECONIS (ZBW)
6
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Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
3
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
5
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
6
Asymptotic properties of approximate Bayesian computation
Frazier, D. T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781809
Saved in:
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