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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
68
Theory
68
Time series analysis
53
Schätztheorie
49
Estimation theory
48
Bayesian inference
38
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
Zustandsraummodell
18
Monte Carlo simulation
16
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16
Option pricing theory
16
Optionspreistheorie
16
USA
16
United States
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Estimation
15
Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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Australien
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Markov-Kette
13
Australia
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Markov chain
12
Börsenkurs
11
Share price
11
Cointegration
9
Kointegration
9
Bayesian Markov chain Monte Carlo
8
Statistical theory
8
Statistische Methodenlehre
8
Unit root test
8
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28
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9
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Book / Working Paper
30
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23
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Arbeitspapier
23
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23
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23
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23
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21
Aufsatz in Zeitschrift
21
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3
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2
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1
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English
53
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Martin, Gael M.
29
McCabe, Brendan Peter Martin
20
Harris, David
16
Poskitt, Donald Stephen
11
Leybourne, Stephen James
7
Frazier, David T.
6
Maneesoonthorn, Worapree
6
Forbes, Catherine Scipione
5
Grose, Simone D.
5
Kew, Hsein
4
McCabe, Brendan P.M
4
Nadarajah, K.
4
Leybourne, Stephen J.
3
Taylor, Robert
3
Freeland, R. K.
2
Leung, Patrick
2
Loiza-Maya, Ruben
2
Sun, Jiajing
2
Tremayne, Andrew R.
2
Apiletti, Daniele
1
Assimakopoulos, V.
1
Babai, M. Zied
1
Baets, Shari de
1
Barrow, Devon K.
1
Ben Taieb, Souhaib
1
Bergmeir, Christoph
1
Bessa, Ricardo J.
1
Bijak, Jakub
1
Boylan, John E.
1
Browell, Jethro
1
Bu, Ruijun
1
Carnevale, Claudio
1
Castle, Jennifer
1
Cirillo, Pasquale
1
Clements, Michael P.
1
Cordeiro, Clara
1
Dokumentov, Alexander
1
Ellison, Joanne
1
Feigin, Paul D.
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
23
International journal of forecasting
6
Econometric theory
5
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Economics letters
2
Generalized method of moments estimation
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
The econometrics journal
1
Themes in modern econometrics
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ECONIS (ZBW)
53
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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
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2
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:
3
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:
4
Persistence and nonstationary models
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001854477
Saved in:
5
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
6
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:
7
A quasi-locally most powerful test for correlation in the conditional variance of positive data
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2010
Persistent link: https://www.econbiz.de/10008661679
Saved in:
8
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:
9
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
10
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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