Gael M. Martin

Available identifiers

zbMath Open martin.gael-mMaRDI QIDQ528099

List of research outcomes

Publication	Date of Publication	Type
Computing Bayes: from then `til now	2024-05-15	Paper
Approximating Bayes in the 21st century	2024-05-15	Paper
Variational Bayes in State Space Models: Inferential and Predictive Accuracy	2024-01-22	Paper
ABC of the future	2023-12-15	Paper
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models	2022-03-28	Paper
High-frequency jump tests: which test should we use?	2021-02-04	Paper
Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach	2021-01-06	Paper
Issues in the estimation of mis-specified models of fractionally integrated processes	2020-05-21	Paper
Asymptotic properties of approximate Bayesian computation	2018-12-10	Paper
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP	2017-08-22	Paper
Probabilistic forecasts of volatility and its risk premia	2017-05-12	Paper
A quasi-locally most powerful test for correlation in the conditional variance of positive data	2016-04-27	Paper
Bias Correction of Persistence Measures in Fractionally Integrated Models	2015-10-12	Paper
Higher-order improvements of the sieve bootstrap for fractionally integrated processes	2015-07-27	Paper
Parameterisation and efficient MCMC estimation of non-Gaussian state space models	2009-06-12	Paper
Bayesian analysis of the stochastic conditional duration model	2008-12-11	Paper
Simulation-based Bayesian estimation of an affine term structure model	2008-11-26	Paper
Feasible parameter regions for alternative discrete state space models	2008-11-25	Paper
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter	2007-06-20	Paper
PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS	2007-03-20	Paper
Assessing Persistence In Discrete Nonstationary Time‐Series Models	2006-05-24	Paper
Implicit Bayesian Inference Using Option Prices	2006-05-24	Paper
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL	2003-10-27	Paper
Bayesian inference in the triangular cointegration model using a jeffreys prior	2002-07-28	Paper
https://portal.mardi4nfdi.de/entity/Q4231154	1999-11-29	Paper

Research outcomes over time

This page was built for person: Gael M. Martin