The following pages link to Gael M. Martin (Q528099):
Displayed 23 items.
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Simulation-based Bayesian estimation of an affine term structure model (Q957220) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- High-frequency jump tests: which test should we use? (Q2224890) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- A QUASI-LOCALLY MOST POWERFUL TEST FOR CORRELATION IN THE CONDITIONAL VARIANCE OF POSITIVE DATA (Q2802749) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
- PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS (Q3429852) (← links)
- (Q4231154) (← links)
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
- Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
- Asymptotic properties of approximate Bayesian computation (Q4561014) (← links)
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605) (← links)
- Implicit Bayesian Inference Using Option Prices (Q5467612) (← links)
- ABC of the future (Q6089891) (← links)
- Variational Bayes in State Space Models: Inferential and Predictive Accuracy (Q6140307) (← links)