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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000932703
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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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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - 2020 - (Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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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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Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao; Forbes, Catherine Scipione; Anderson, … - 2017
Persistent link: https://www.econbiz.de/10011782265
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam; Anderson, Heather M.; Snyder, Ralph D. - 2006
Persistent link: https://www.econbiz.de/10003365301
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Exponential smoothing methods of forecasting and general ARMA time series representations
Shami, Roland G. - 1998
Persistent link: https://www.econbiz.de/10000988069
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Forecasting compositional time series : a state space approach
Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - In: International journal of forecasting 33 (2017) 2, pp. 502-512
Persistent link: https://www.econbiz.de/10011922922