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Zeitreihenanalyse
Theorie
48
Theory
48
Time series analysis
32
Volatility
28
Volatilität
28
Bayesian inference
26
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25
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24
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7
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Forbes, Catherine Scipione
15
Anderson, Heather M.
13
Vahid, Farshid
6
Martin, Gael M.
5
Snyder, Ralph D.
5
Kofman, Paul
3
Low, Chin Nam
3
McCabe, Brendan Peter Martin
3
Shami, Roland G.
3
Kalb, Guyonne
2
Leung, Patrick
2
Maneesoonthorn, Worapree
2
Caggiano, Giovanni
1
Fry, Tim R. L.
1
Granger, C. W. J.
1
Hanlon, Brian
1
Kim, Chang-jin
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Liao, Yin
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Liu, Zhichao
1
Ma, Feng
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Maddala, Gangadharrao S.
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Ng, Jason
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Oliver, Jonathan J.
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Teräsvirta, Timo
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Wang, Xunxiao
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Econometrics Conference <1995, Melbourne>
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Monash University / Department of Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
The economic record : er
2
Applied economics letters
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Business cycles, indicators, and forecasting
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Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
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Economics letters
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International journal of forecasting
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Journal of banking & finance
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Nonlinear time series analysis of business cycles
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
29
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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
Saved in:
2
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
Saved in:
3
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001722347
Saved in:
4
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
5
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004122
Saved in:
6
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
7
[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione
;
Shami, Roland G.
- In:
The economic record : er
76
(
2000
),
pp. 105
Persistent link: https://www.econbiz.de/10001466449
Saved in:
8
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
Saved in:
9
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
10
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
;
Kalb, Guyonne
;
Kofman, Paul
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 364-372
Persistent link: https://www.econbiz.de/10001410721
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