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subject:"Statistische Methodenlehre"
type_genre:"Arbeitspapier"
~person:"Martin, Gael M."
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Time series analysis
Estimation theory
19
Schätztheorie
19
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
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Estimation
3
Long memory
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Monte Carlo simulation
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Monte-Carlo-Simulation
3
Schätzung
3
Statistical theory
3
Stochastic process
3
Stochastischer Prozess
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Systematischer Fehler
3
Volatility
3
Volatilität
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Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
2
Bivariate jump diffusion model
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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
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Nichtparametrisches Verfahren
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Arbeitspapier
Aufsatz in Zeitschrift
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Working Paper
12
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Martin, Gael M.
Phillips, Peter C. B.
59
Gao, Jiti
51
Koopman, Siem Jan
38
Johansen, Søren
37
Lütkepohl, Helmut
37
Teräsvirta, Timo
35
Nielsen, Morten Ørregaard
32
Franses, Philip Hans
27
Linton, Oliver
27
Lucas, André
27
Taylor, Robert
25
Kapetanios, George
24
Pesaran, M. Hashem
24
Koop, Gary
23
Maravall Herrero, Agustín
23
McAleer, Michael
22
Sibbertsen, Philipp
22
Chambers, Marcus J.
21
Gouriéroux, Christian
21
Bauwens, Luc
20
Leybourne, Stephen James
19
Swanson, Norman R.
19
Hyndman, Rob J.
18
Peng, Bin
18
Robinson, Peter M.
18
Ghysels, Eric
17
Harvey, Andrew C.
17
Hassler, Uwe
17
Perron, Pierre
17
Hendry, David F.
16
Härdle, Wolfgang
16
Li, Degui
16
Nielsen, Bent
16
Boswijk, Herman Peter
15
Dong, Chaohua
15
Tjostheim, Dag
15
Blasques, Francisco
14
Cavaliere, Giuseppe
14
Chen, Xiaohong
14
Hall, Alastair R.
14
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
Journal of econometrics
2
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ECONIS (ZBW)
14
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1
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
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
4
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
5
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:
6
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
7
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:
8
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:
9
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
Saved in:
10
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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