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~accessRights:"free"
~person:"Frazier, David T."
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"Statistical theory"
~type_genre:"Graue Literatur"
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Bayes-Statistik
Forecasting model
Statistical theory
Bayesian inference
12
Estimation theory
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Schätztheorie
12
Prognoseverfahren
8
Theorie
6
Theory
6
Time series analysis
5
Zeitreihenanalyse
5
Bayesian consistency
4
Induktive Statistik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Probability theory
3
Proper scoring rules
3
State space model
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Statistical inference
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Wahrscheinlichkeitsrechnung
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Zustandsraummodell
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Bayesian prediction
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Binary Dependent Variables
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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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Likelihood-free methods
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M4 forecasting competition
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Frazier, David T.
Dijk, Herman K. van
89
Ravazzolo, Francesco
64
Koop, Gary
59
Casarin, Roberto
41
Hoogerheide, Lennart
33
Clark, Todd E.
31
Marcellino, Massimiliano
31
Korobilis, Dimitris
30
Martin, Gael M.
30
Schorfheide, Frank
28
Havránek, Tomáš
25
Huber, Florian
25
Härdle, Wolfgang
25
Strachan, Rodney W.
25
Dijk, Dick van
22
Chan, Joshua
21
Grassi, Stefano
21
Billio, Monica
20
Crespo Cuaresma, Jesús
20
Carriero, Andrea
19
Giacomini, Raffaella
19
Lang, Stefan
19
Paap, Richard
19
Hoogerheide, Lennart F.
18
Rubio-Ramírez, Juan Francisco
18
Villani, Mattias
18
Kitagawa, Toru
17
Kneib, Thomas
17
Kaufmann, Sylvia
16
Leon-Gonzalez, Roberto
16
Nason, James Michael
16
Forbes, Catherine Scipione
15
Lijoi, Antonio
14
Mitchell, James
14
Poon, Aubrey
14
Ardia, David
13
Basturk, Nalan
13
Bauwens, Luc
13
Del Negro, Marco
13
Fischer, Manfred M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
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ECONIS (ZBW)
13
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1
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
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
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:
5
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:
6
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
7
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
10
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
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