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~person:"Martin, Gael M."
~subject:"Geldpolitik"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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Geldpolitik
Zeitreihenanalyse
State space model
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Zustandsraummodell
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Theorie
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Bayes-Statistik
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Bayesian inference
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Time series analysis
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Markov chain
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Markov-Kette
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Börsenkurs
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Dynamic price and volatility jumps
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Financial crisis
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Financial market
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Finanzkrise
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Nonlinear state space model
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Non-Gaussian Time Series
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Martin, Gael M.
Koopman, Siem Jan
52
Brakel, Jan A. van den
10
Grassi, Stefano
9
Koop, Gary
9
Schlicht, Ekkehart
9
Bos, Charles S.
8
Chan, Joshua
8
Hindrayanto, Irma
8
Ooms, Marius
8
Proietti, Tommaso
8
Snyder, Ralph D.
8
Delle Monache, Davide
7
Strachan, Rodney W.
7
Coenen, Günter
6
Dijk, Herman K. van
6
Palm, Franz C.
6
Santucci de Magistris, Paolo
6
Schorfheide, Frank
6
Wieland, Volker
6
Blasques, Francisco
5
Hyndman, Rob J.
5
Koehler, Anne B.
5
Levin, Andrew T.
5
Lucas, André
5
Mandler, Martin
5
Martins, Manuel Mota Freitas
5
Mertens, Elmar
5
Shephard, Neil G.
5
Svensson, Lars E. O.
5
Tian, Jing
5
Woodford, Michael
5
Azevedo, João Valle e
4
Barunik, Jozef
4
Buncic, Daniel
4
Chan, Joshua C. C.
4
Chang, Yoosoon
4
Crowley, Patrick M.
4
Fernández Macho, Francisco Javier
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Fiorentini, Gabriele
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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
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:
3
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:
4
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
5
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
6
An assessment of alternative state space models for count time series
Snyder, Ralph D.
;
Martin, Gael M.
;
Gould, Phillip
; …
-
2007
Persistent link: https://www.econbiz.de/10003486451
Saved in:
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