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Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen; Martin, Gael M.; Grose, Simone D. - 2012
Persistent link: https://www.econbiz.de/10009565418
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2013
Persistent link: https://www.econbiz.de/10010245441
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Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen; Martin, Gael M.; Grose, Simone D. - 2014 - Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10011780803
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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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
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Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M. - 1997
Persistent link: https://www.econbiz.de/10000978697
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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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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
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Focused Bayesian prediction
Loiza-Maya, Ruben; Martin, Gael M.; Frazier, David T. - 2020
Persistent link: https://www.econbiz.de/10012606751