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~subject:"Bayesian inference"
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Bayesian inference
Theorie
68
Theory
68
Time series analysis
53
Zeitreihenanalyse
53
Schätztheorie
49
Estimation theory
48
Bayes-Statistik
37
Forecasting model
32
Prognoseverfahren
32
Volatility
27
Volatilität
27
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20
Stochastischer Prozess
20
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18
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18
Monte Carlo simulation
16
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16
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16
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15
Schätzung
15
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14
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14
Australien
13
Markov-Kette
13
Australia
12
Markov chain
12
Börsenkurs
11
Share price
11
Cointegration
9
Kointegration
9
Bayesian Markov chain Monte Carlo
8
Statistical theory
8
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8
Unit root test
8
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29
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Book / Working Paper
31
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7
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31
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English
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Martin, Gael M.
38
Forbes, Catherine Scipione
15
Frazier, David T.
14
Maneesoonthorn, Worapree
13
Robert, Christian P.
7
Loiza-Maya, Ruben
6
McCabe, Brendan Peter Martin
6
Grose, Simone D.
3
Martin, Vance
3
Wright, Jill
3
Huber, Florian
2
Koop, Gary
2
Leung, Patrick
2
Nibbering, Didier
2
Panagiotelis, Anastasios
2
Rousseau, Judith
2
Sanford, Andrew D.
2
Flynn, David B.
1
Forbes, Catherine S.
1
Frazier, D. T.
1
Koo, Bonsoo
1
Lahiri, Kajal
1
Maheu, John
1
Maheu, John M.
1
McCabe, Brendon P. M.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
30
International journal of forecasting
3
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric Reviews
1
Econometric reviews
1
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ECONIS (ZBW)
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Bayesian predictions of low time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 315-330
Persistent link: https://www.econbiz.de/10002687880
Saved in:
2
Coherent predictions of low count time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
-
2003
Persistent link: https://www.econbiz.de/10001751156
Saved in:
3
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
4
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
Saved in:
5
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
Saved in:
6
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
Saved in:
7
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
8
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
9
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
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