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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Bayesian exponential smoothing
Forbes, Catherine Scipione; Snyder, Ralph D.; Shami, … - 2000
Persistent link: https://www.econbiz.de/10001506975
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Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J. - 1997
Persistent link: https://www.econbiz.de/10000983144
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A structural time series model with Markov switching
Shami, Roland G.; Forbes, Catherine Scipione - 2000
Persistent link: https://www.econbiz.de/10001586617
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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