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Personal profile

Biography

Gael Martin is a Professor of Econometrics in the Department of Econometrics and Business Statistics. Her primary research interests are:

Bayesian Inference; Computational Statistics; Probabilistic Forecasting; Financial Econometrics; Time Series Analysis; Long Memory Time Series; Count Time Series

An up-to-date list of publications, work in progress, ARC grant projects, and editorial, supervision and teaching responsibilities can be found at the following personal home page web address:

http://www-personal.buseco.monash.edu.au/~gmartin/

This personal home page is regularly maintained.

(The Faculty profile page is often out-of-date.)

 

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2000 2019

Research Output 1997 2019

Approximate Bayesian forecasting

Frazier, D. T., Maneesoonthorn, W., Martin, G. M. & McCabe, B. P. M., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 521-539 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Asymptotic properties of approximate Bayesian computation

Frazier, D. T., Martin, G. M., Robert, C. P. & Rousseau, J., Sep 2018, In : Biometrika. 105, 3, p. 593-607 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Auxiliary likelihood-based approximate Bayesian computation in state space models

Martin, G. M., McCabe, B. P. M., Frazier, D. T., Maneesoonthorn, W. & Robert, C. P., 18 Dec 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Construction and visualization of confidence sets for frequentist distributional forecasts

Harris, D., Martin, G. M., Perera, I. & Poskitt, D. S., 1 Aug 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap

Poskitt, D. S., Martin, G. M. & Grose, S. D., Jun 2017, In : Econometric Theory. 33, 3, p. 578-609 32 p.

Research output: Contribution to journalArticleResearchpeer-review