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Gael M. Martin

Identifiers

  • name variant Gael M. Martin 0.60 · backfill

Papers (12)

  1. Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference q-fin.ST · 2024 · author #3
  2. Approximate Bayesian Forecasting stat.ME · 2017 · author #3
  3. Construction and Visualization of Optimal Confidence Sets for Frequentist Distributional Forecasts stat.ME · 2017 · author #2
  4. Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models stat.CO · 2016 · author #1
  5. Bias Correction of Semiparametric Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap stat.ME · 2016 · author #2
  6. On Consistency of Approximate Bayesian Computation stat.CO · 2015 · author #2
  7. Approximate Bayesian Computation in State Space Models math.ST · 2014 · author #1
  8. Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes math.ST · 2014 · author #1
  9. Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap stat.ME · 2014 · author #2
  10. Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures stat.AP · 2014 · author #3
  11. Bias Correction of Persistence Measures in Fractionally Integrated Models stat.ME · 2013 · author #2
  12. Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes stat.ME · 2013 · author #3

Mentions

  • 1401.3911 #3 · backfill · confidence 0.70 Gael M. Martin
  • 1312.4675 #2 · backfill · confidence 0.70 Gael M. Martin
  • 1311.0096 #3 · backfill · confidence 0.70 Gael M. Martin

Frequent Coauthors