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subject:"Zeitreihenanalyse"
type:"book"
~person:"Martin, Gael M."
~subject:"Method of moments"
~type_genre:"Interview"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Method of moments
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
9
Bayesian inference
9
Time series analysis
9
Bayesian consistency
3
Bias
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical theory
3
Statistische Methodenlehre
3
Systematischer Fehler
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ARMA model
2
ARMA-Modell
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Bayesian synthetic likelihood
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Bernstein-von Mises theorem
2
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2
Bootstrap-Verfahren
2
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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Sampling
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State space model
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Stichprobenerhebung
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Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
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Whittle
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Zustandsraummodell
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approximate Bayesian computation
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asymptotic properties
2
conditional sum of squares
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Martin, Gael M.
Gao, Jiti
40
Koopman, Siem Jan
30
Phillips, Peter C. B.
27
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
18
Pesaran, M. Hashem
17
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Kapetanios, George
16
Peng, Bin
16
Lucas, André
15
Swanson, Norman R.
15
Linton, Oliver
14
Hall, Alastair R.
13
Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Nielsen, Bent
12
Smith, Richard J.
12
Andrews, Donald W. K.
11
Chen, Xiaohong
11
Hyndman, Rob J.
11
Kiviet, J. F.
11
Kleibergen, Frank
11
Li, Degui
11
Gómez, Víctor
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Marcellino, Massimiliano
9
Newey, Whitney K.
9
Schlicht, Ekkehart
9
Taylor, Robert
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
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ECONIS (ZBW)
9
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
7
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
8
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
9
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
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