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~person:"Frazier, David T."
~subject:"Forecasting model"
~subject:"Statistical theory"
~type_genre:"Non-commercial literature"
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Forecasting model
Statistical theory
Bayes-Statistik
12
Bayesian inference
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Estimation theory
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Schätztheorie
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Prognoseverfahren
8
Theorie
6
Theory
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Time series analysis
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Induktive Statistik
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Probability theory
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Proper scoring rules
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State space model
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Statistical inference
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Stochastic process
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Volatilität
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Wahrscheinlichkeitsrechnung
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IV-Schätzung
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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
49
Ravazzolo, Francesco
43
Marcellino, Massimiliano
41
Koop, Gary
40
Clark, Todd E.
34
Härdle, Wolfgang
27
Casarin, Roberto
24
Carriero, Andrea
23
Robert, Christian P.
22
Huber, Florian
21
Dijk, Dick van
17
Hoogerheide, Lennart
17
McAleer, Michael
17
Korobilis, Dimitris
16
Martin, Gael M.
16
Schorfheide, Frank
15
Grassi, Stefano
14
Kapetanios, George
14
McCracken, Michael W.
14
Mitchell, James
14
Domański, Czesław
13
Giacomini, Raffaella
13
Paap, Richard
13
Rossi, Barbara
13
Hyndman, Rob J.
12
Franses, Philip Hans
11
Kunst, Robert M.
11
Aastveit, Knut Are
10
Diebold, Francis X.
10
Mouchart, Michel
10
Pesaran, M. Hashem
10
Poon, Aubrey
10
Billio, Monica
9
Giannone, Domenico
9
Phillips, Peter C. B.
9
Ricco, Giovanni
9
Chan, Joshua
8
Klinke, Sigbert
8
Lenza, Michele
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
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ECONIS (ZBW)
10
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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
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
9
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
10
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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