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Time series analysis
Bayesian inference
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Martin, Gael M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
22
International journal of forecasting
4
Journal of econometrics
2
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
29
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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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2
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
Saved in:
3
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
4
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
5
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
6
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
7
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
Saved in:
8
Testing for dependence in non-Gaussian time series data
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2004
Persistent link: https://www.econbiz.de/10002121951
Saved in:
9
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:
10
Persistence and nonstationary models
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001854477
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