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~accessRights:"free"
~person:"Frazier, David T."
~source:"econis"
~subject:"Likelihood-free methods"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Likelihood-free methods
Statistical theory
Zeitreihenanalyse
Bayes-Statistik
12
Bayesian inference
12
Estimation theory
12
Schätztheorie
12
Forecasting model
8
Prognoseverfahren
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Theory
6
Time series analysis
5
Bayesian consistency
4
Induktive Statistik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Probability theory
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Proper scoring rules
3
State space model
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Statistical inference
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Binary Dependent Variables
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Causality analysis
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History of Bayesian computation
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IV-Schätzung
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Indirect Inference
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Instrument Identification Power
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Instrumental variables
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Kausalanalyse
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Laplace approximation
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M4 forecasting competition
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Markov chain
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Frazier, David T.
Dijk, Herman K. van
41
Gao, Jiti
41
Härdle, Wolfgang
29
Phillips, Peter C. B.
29
Koop, Gary
25
Sibbertsen, Philipp
24
Feng, Yuanhua
21
Ravazzolo, Francesco
21
Beran, Jan
19
Koopman, Siem Jan
18
Teräsvirta, Timo
18
Casarin, Roberto
17
Linton, Oliver
17
Kunst, Robert M.
15
Dijk, Dick van
14
Lucas, André
14
Chen, Xiaohong
13
Fried, Roland
13
Gil-Alaña, Luis A.
13
Hyndman, Rob J.
13
Martin, Gael M.
13
Strachan, Rodney W.
12
Caporale, Guglielmo Maria
11
Dette, Holger
11
Gather, Ursula
11
Grassi, Stefano
11
Korobilis, Dimitris
11
Li, Degui
11
Mitchell, James
11
Pesaran, M. Hashem
11
Billio, Monica
10
Croux, Christophe
10
Hallin, Marc
10
Kapetanios, George
10
Marcellino, Massimiliano
10
Sun, Yixiao
10
Huber, Florian
9
Okhrin, Ostap
9
Cai, Zongwu
8
Giraitis, Liudas
8
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Working paper / Department of Econometrics and Business Statistics, Monash University
7
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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.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
2
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
3
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:
4
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:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
7
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:
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