Optimal probabilistic forecasts: when do they work?

Gael M. Martin, Rubén Loaiza-Maya, Worapree Maneesoonthorn, David T. Frazier, Andrés Ramírez-Hassan

Econometrics & Business Statistics

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

2 Citations (Scopus)

1 Active
2 Finished

3 results

Active

Loss-based Bayesian Prediction
Martin, G., Frazier, D., Hyndman, R. & Maneesoonthorn, W.
19/06/20 → 18/06/23
Project: Research
Finished

Consequences of Model Misspecification in Approximate Bayesian Computation
Frazier, D.
Australian Research Council (ARC)
2/01/20 → 1/01/23
Project: Research
The Validation of Approximate Bayesian Computation: Theory and Practice
Martin, G., Frazier, D., Renault, E. & Robert, C.
Australian Research Council (ARC), Monash University, Brown University, Université Paris Dauphine (Paris Dauphine University)
1/02/17 → 31/12/21
Project: Research