Gael M. Martin

According to our database, Gael M. Martin authored at least 4 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Variational Bayes in State Space Models: Inferential and Predictive Accuracy.

David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin

J. Comput. Graph. Stat., 2023

2008

Parameterisation and efficient MCMC estimation of non-Gaussian state space models.

Chris M. Strickland, Gael M. Martin, Catherine S. Forbes

Comput. Stat. Data Anal., 2008

2006

Bayesian analysis of the stochastic conditional duration model.

Chris M. Strickland, Catherine S. Forbes, Gael M. Martin

Comput. Stat. Data Anal., 2006

2005

Simulation-based Bayesian estimation of an affine term structure model.

Andrew D. Sanford, Gael M. Martin

Comput. Stat. Data Anal., 2005