Loss-based Bayesian Prediction

Maneesoonthorn, Ole (Primary Chief Investigator (PCI))
Martin, Gael (Chief Investigator (CI))
Frazier, David (Chief Investigator (CI))
Hyndman, Rob (Chief Investigator (CI))

Econometrics & Business Statistics

Project: Research

Status	Active
Effective start/end date	19/06/20 → 18/06/25

8 Article
4 Review Article

ABC-based forecasting in misspecified state space models
Weerasinghe, C., Loaiza-Maya, R., Martin, G. M. & Frazier, D. T., Jan 2025, In: International Journal of Forecasting. 41, 1, p. 270-289 20 p.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
File
Large skew-t copula models and asymmetric dependence in intraday equity returns
Deng, L., Smith, M. S. & Maneesoonthorn, W., 2025, In: Journal of Business and Economic Statistics. 43, 2, p. 269-285 17 p.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
File
Loss-based variational Bayes prediction
Frazier, D. T., Loaiza-Maya, R., Martin, G. M. & Koo, B., 2025, In: Journal of Computational and Graphical Statistics. 34, 1, p. 84-95 12 p.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
File

1 Citation (Scopus)