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type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~person:"Grose, Simone D."
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Estimation theory
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Forbes, Catherine Scipione
Grose, Simone D.
Gao, Jiti
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Peng, Bin
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Martin, Gael M.
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Poskitt, Donald Stephen
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Pan, Guangming
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Working paper / Department of Econometrics and Business Statistics, Monash University
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
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(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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2
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
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2016
Persistent link: https://www.econbiz.de/10011781784
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3
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
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Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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4
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
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5
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:
6
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
7
The finite-sample properties of autoregressive approximations of factionally-integrated and non-invertible processes
Grose, Simone D.
;
Poskitt, Donald Stephen
-
2006
Persistent link: https://www.econbiz.de/10003360998
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8
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
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