Construction and visualization of confidence sets for frequentist distributional forecasts

David Harris, Gael M. Martin, Indeewara Perera, D. S. Poskitt

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

2 Citations (Scopus)

2 results

Filter

Finished

Approximate Bayesian computation in state space models
Martin, G., Forbes, C., McCabe, B. & Robert, C.
Australian Research Council (ARC), Monash University, University of Liverpool, Université Paris Dauphine (Paris Dauphine University)
2/04/15 → 1/07/19
Project: Research
Semi-Parametric Bootstrap-Based Inference in Long-Memory Models
Poskitt, D. & Martin, G.
Australian Research Council (ARC)
3/01/12 → 31/12/17
Project: Research