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subject:"Zeitreihenanalyse"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Martin, Gael M."
~subject:"Börsenkurs"
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Zeitreihenanalyse
Börsenkurs
Theorie
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Theory
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Forecasting model
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Prognoseverfahren
12
State space model
10
Zustandsraummodell
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Martin, Gael M.
Härdle, Wolfgang
30
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Hautsch, Nikolaus
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Forbes, Catherine Scipione
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Okhrin, Ostap
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Koehler, Anne B.
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Ord, John Keith
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Poskitt, Donald Stephen
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Maneesoonthorn, Worapree
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Chen, Ying
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Maharaj, Elizabeth Ann
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Panagiotelis, Anastasios
4
Reiß, Markus
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Shami, Roland G.
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Smith-Miles, Kate
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Ben Taieb, Souhaib
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Bibinger, Markus
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Frazier, David T.
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Grith, Maria
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Inder, Brett A.
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Kang, Yanfei
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King, Maxwell L.
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Kourentzes, Nikolaos
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Li, Feng
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Lütkepohl, Helmut
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Malec, Peter
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McCabe, Brendan Peter Martin
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Pan, Guangming
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Spokojnyj, Vladimir G.
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Wickramasuriya, Shanika L.
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Zhang, Bo
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Blaskowitz, Oliver
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Gamakumara, Puwasala
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SFB 649 discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
3
Journal of applied econometrics
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
12
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Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
4
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
5
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
7
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
10
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
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