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subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cheng, Tingting"
~person:"Martin, Gael M."
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Statistische Methodenlehre
Estimation theory
25
Schätztheorie
25
Bayes-Statistik
12
Bayesian inference
12
Time series analysis
11
Zeitreihenanalyse
11
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical theory
5
Estimation
4
Forecasting model
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Prognoseverfahren
4
Schätzung
4
Bayesian consistency
3
Bias
3
Börsenkurs
3
Markov chain
3
Markov-Kette
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Share price
3
Systematischer Fehler
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localized bandwidth
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ARMA model
2
ARMA-Modell
2
Aktienmarkt
2
Bayesian average
2
Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
History of Bayesian computation
2
Kapitaleinkommen
2
Kernel estimator
2
Laplace approximation
2
Long memory
2
Markov chain Monte Carlo
2
Maximum likelihood estimation
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Working Paper
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English
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Cheng, Tingting
Martin, Gael M.
Gao, Jiti
3
Robert, Christian P.
3
Forchini, Giovanni
2
Frazier, David T.
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Frazier, D. T.
1
Han, Xiao
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Pan, Guangming
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Yang, Yanrong
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
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
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
5
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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