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Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian; Forbes, Catherine Scipione - 2002
Persistent link: https://www.econbiz.de/10001704960
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Implicit Bayesian inference using option prices
Martin, Gael M.; Forbes, Catherine Scipione; Martin, Vance - 2000
Persistent link: https://www.econbiz.de/10001506963
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Implicit Bayesian inference using option prices
Martin, Gael M.; Forbes, Catherine Scipione; Martin, Vance - 2003
Persistent link: https://www.econbiz.de/10001751155
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Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
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Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2020
Persistent link: https://www.econbiz.de/10012608357
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Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2019
Persistent link: https://www.econbiz.de/10012592824
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Familial inference
Thompson, Ryan; Forbes, Catherine Scipione; MacEachern, … - 2022
Persistent link: https://www.econbiz.de/10013193951