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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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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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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
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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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Approximate Bayesian computation in state space models
Martin, Gael M.; McCabe, Brendan Peter Martin; … - 2014
Persistent link: https://www.econbiz.de/10011780814
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Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David; Martin, Gael M.; Perera, Indeewara; … - 2017
Persistent link: https://www.econbiz.de/10011782085