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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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Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - 2014
Persistent link: https://www.econbiz.de/10011781063
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A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid; King, Maxwell L. - 2015
Persistent link: https://www.econbiz.de/10011781123
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Forecasting compositional time series : a state space approach
Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - 2015
Persistent link: https://www.econbiz.de/10011781245
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Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - 2016 - Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
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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
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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
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Invertibility conditions for exponential smoothing models
Hyndman, Rob J.; Akram, Muhammad; Archibald, Blyth - 2003
Persistent link: https://www.econbiz.de/10001751177
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Prediction intervals for exponential smoothing state space models
Hyndman, Rob J. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001640435
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A state space framework for automatic forecasting using exponential smoothing methods
Hyndman, Rob J. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001506983