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subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Martin, Gael M."
~subject:"Bayesian consistency"
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Statistische Methodenlehre
Bayesian consistency
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
9
Bayesian inference
9
Time series analysis
9
Zeitreihenanalyse
9
Bias
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical theory
3
Systematischer Fehler
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ARMA model
2
ARMA-Modell
2
Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
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Bootstrap approach
2
Bootstrap-Verfahren
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Estimation
2
Forecasting model
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History of Bayesian computation
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Laplace approximation
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Long memory
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Markov chain
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Markov-Kette
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Prognoseverfahren
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Sampling
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Schätzung
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State space model
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Stichprobenerhebung
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Stochastic process
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Stochastischer Prozess
2
Volatility
2
Volatilität
2
Whittle
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Zustandsraummodell
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approximate Bayesian computation
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asymptotic properties
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conditional sum of squares
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Martin, Gael M.
Robert, Christian P.
5
Frazier, David T.
4
Gao, Jiti
3
Cheng, Tingting
2
Forchini, Giovanni
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Frazier, D. T.
1
Han, Xiao
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Maneesoonthorn, Worapree
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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
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:
5
On consistency of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
-
2015
Persistent link: https://www.econbiz.de/10011781386
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