Research output per year
Research output per year
Search results
-
2020
High-frequency jump tests: which test should we use?
Maneesoonthorn, W., Martin, G. M. & Forbes, C. S., Dec 2020, In: Journal of Econometrics. 219, 2, p. 478-487 10 p.Research output: Contribution to journal › Article › Research › peer-review
19 Citations (Scopus) -
2019
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., 2019, In: Journal of Computational and Graphical Statistics. 28, 3, p. 508-522 15 p.Research output: Contribution to journal › Article › Research › peer-review
22 Citations (Scopus) -
Construction and visualization of confidence sets for frequentist distributional forecasts
Harris, D., Martin, G. M., Perera, I. & Poskitt, D. S., 2019, In: Journal of Computational and Graphical Statistics. 28, 1, p. 92-104 13 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
2017
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, W., Forbes, C. S. & Martin, G. M., Apr 2017, In: Journal of Applied Econometrics. 32, 3, p. 504-532 29 p.Research output: Contribution to journal › Article › Research › peer-review
22 Citations (Scopus)