Narrow search
Showing 1 - 9 of 9
Cover Image
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
Cover Image
Bayesian exponential smoothing
Forbes, Catherine Scipione; Snyder, Ralph D.; Shami, … - 2000
Persistent link: https://www.econbiz.de/10001506975
Cover Image
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J. - 1997
Persistent link: https://www.econbiz.de/10000983144
Cover Image
A structural time series model with Markov switching
Shami, Roland G.; Forbes, Catherine Scipione - 2000
Persistent link: https://www.econbiz.de/10001586617
Cover Image
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
Cover Image
Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian; Forbes, Catherine Scipione - 2002
Persistent link: https://www.econbiz.de/10001704960
Cover Image
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.; Forbes, Catherine Scipione - 2002
Persistent link: https://www.econbiz.de/10001722347
Cover Image
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - 2020 - (Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Cover Image
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