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Approximate Bayesian forecasting
Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M. - 2018
Persistent link: https://www.econbiz.de/10012583287
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Focused Bayesian prediction
Loiza-Maya, Ruben; Martin, Gael M.; Frazier, David T. - 2020
Persistent link: https://www.econbiz.de/10012606751
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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
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Indirect inference for locally stationary models
Frazier, David T.; Koo, Bonsoo - 2020
Persistent link: https://www.econbiz.de/10012610508
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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