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subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Martin, Gael M."
~person:"Rousseau, Judith"
~subject:"Zustandsraummodell"
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Statistische Methodenlehre
Zustandsraummodell
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
9
Bayesian inference
9
Time series analysis
9
Zeitreihenanalyse
9
Bayesian consistency
3
Bias
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical theory
3
Systematischer Fehler
3
ARMA model
2
ARMA-Modell
2
Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
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Forecasting model
2
History of Bayesian computation
2
Laplace approximation
2
Long memory
2
Markov chain
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Markov-Kette
2
Prognoseverfahren
2
Sampling
2
Schätzung
2
State space model
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Whittle
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approximate Bayesian computation
2
asymptotic properties
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conditional sum of squares
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English
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Martin, Gael M.
Rousseau, Judith
Robert, Christian P.
4
Frazier, David T.
3
Gao, Jiti
3
Cheng, Tingting
2
Forchini, Giovanni
2
Phillips, Peter C. B.
2
Forbes, Catherine Scipione
1
Frazier, D. T.
1
Han, Xiao
1
Leung, Patrick
1
Maneesoonthorn, Worapree
1
McCabe, Brendan Peter Martin
1
McCabe, Brendon P. M.
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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.
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2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
2
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:
3
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:
4
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:
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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