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D

David T. Frazier

monash university

14H指数
105论文数
590被引数
收录论文 21
发表时间
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Posterior Risk of Modular and Semi-Modular Bayesian Inference模块化与半模块化贝叶斯推断的后验风险
errJournal of the American Statistical Association
IF3
err2026-01-01
err0
PREAI
errFrazier, David T.; Nott, David J.
err分享
err收藏
Cutting Feedback and Modularized Analyses in Generalized Bayesian Inference在广义贝叶斯推断中的截断反馈与模块化分析
errBAYESIAN ANALYSIS
IF2.5
err2025-12-01
err3
PREAI
errFrazier, David T.; Nott, David J.
err分享
err收藏
Cutting Feedback in Misspecified Copula Models错配copula模型中的切割反馈
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2025-04-21
err0
PREAI
errMichael Stanley Smith; Weichang Yu; David J. Nott; David T. Frazier
err分享
err收藏
ABC-based forecasting in misspecified state space models☆
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2025-01-01
err0
errOAAI
errWeerasinghe, Chaya; Loaiza-Maya, Ruben; Martin, Gael M.; Frazier, David T.
err分享
err收藏
Synthetic Likelihood in Misspecified Models错误指定模型中的合成可能性
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2024-09-26
err0
PREAI
errFrazier, David T.; Nott, David J.; Drovandi, Christopher
err分享
err收藏
Weak identification in discrete choice models离散选择模型中的弱识别
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
errOAAI
errFrazier, David T.; Renault, Eric; Zhang, Lina
err分享
err收藏
Bayesian Inference for Misspecified Generative Models错误指定的生成模型的贝叶斯推理
errANNUAL REVIEW OF STATISTICS AND ITS APPLICATION
IF8.7
err2024-04-22
err4
errOAAI
errNott, David J.; Drovandi, Christopher; Frazier, David T.
err分享
err收藏
Bayesian forecasting in economics and finance: A modern review
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2024-04-01
err5
errOAAI
errMartin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree; Loaiza-Maya, Ruben; Huber, Florian; Koop, Gary; Maheu, John; Nibbering, Didier; Panagiotelis, Anastasios
err分享
err收藏
Computing Bayes: From Then 'Til Now
errSTATISTICAL SCIENCE
IF3.4
err2024-02-01
err6
errOAAI
errMartin, Gael M.; Frazier, David T.; Robert, Christian P.
err分享
err收藏
Approximating Bayes in the 21st Century21世纪的贝叶斯近似
errSTATISTICAL SCIENCE
IF3.4
err2024-02-01
err12
errOAAI
errMartin, Gael M.; Frazier, David T.; Robert, Christian P.
err分享
err收藏
Approximate maximum likelihood for complex structural models
errJOURNAL OF ECONOMETRICS
IF4
err2022-12-01
err1
errOAAI
errCzellar, Veronika; Frazier, David T.; Renault, Eric
err分享
err收藏
Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-07-11
err9
errOAAI
errFrazier, David T.; Nott, David J.; Drovandi, Christopher; Kohn, Robert
err分享
err收藏
Forecasting: theory and practice预测: 理论与实践
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-07-01
err293
errOAAI
errPetropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K.; Ben Taieb, Souhaib; Bergmeir, Christoph; Bessa, Ricardo J.; Bijak, Jakub; Boylan, John E.; Browell, Jethro; Carnevale, Claudio; Castle, Jennifer L.; Cirillo, Pasquale; Clements, Michael P.; Cordeiro, Clara; Oliveira, Fernando Luiz Cyrino; De Baets, Shari; Dokumentov, Alexander; Ellison, Joanne; Fiszeder, Piotr; Franses, Philip Hans; Frazier, David T.; Gilliland, Michael; Gonul, M. Sinan; Goodwin, Paul; Grossi, Luigi; Grushka-Cockayne, Yael; Guidolin, Mariangela; Guidolin, Massimo; Gunter, Ulrich; Guo, Xiaojia; Guseo, Renato; Harvey, Nigel; Hendry, David F.; Hollyman, Ross; Januschowski, Tim; Jeon, Jooyoung; Jose, Victor Richmond R.; Kang, Yanfei; Koehler, Anne B.; Kolassa, Stephan; Kourentzes, Nikolaos; Leva, Sonia; Li, Feng; Litsiou, Konstantia; Makridakis, Spyros; Martin, Gael M.; Martinez, Andrew B.; Meeran, Sheik; Modis, Theodore; Nikolopoulos, Konstantinos; Onkal, Dilek; Paccagnini, Alessia; Panagiotelis, Anastasios; Panapakidis, Ioannis; Pavia, Jose M.; Pedio, Manuela; Pedregal, Diego J.; Pinson, Pierre; Ramos, Patricia; Rapach, David E.; Reade, J. James; Rostami-Tabar, Bahman; Rubaszek, Michal; Sermpinis, Georgios; Shang, Han Lin; Spiliotis, Evangelos; Syntetos, Aris A.; Talagala, Priyanga Dilini; Talagala, Thiyanga S.; Tashman, Len; Thomakos, Dimitrios; Thorarinsdottir, Thordis; Todini, Ezio; Arenas, Juan Ramon Trapero; Wang, Xiaoqian; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian
err分享
err收藏
Optimal probabilistic forecasts: When do they work?
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-01-01
err10
errOAAI
errMartin, Gael M.; Loaiza-Maya, Ruben; Maneesoonthorn, Worapree; Frazier, David T.; Ramirez-Hassan, Andres
err分享
err收藏
Indirect inference for locally stationary models
errJOURNAL OF ECONOMETRICS
IF4
err2021-07-01
err2
errOAAI
errFrazier, David T.; Koo, Bonsoo
err分享
err收藏
Model misspecification in approximate Bayesian computation: consequences and diagnostics
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2020-01-08
err43
errOAAI
errFrazier, David T.; Robert, Christian P.; Rousseau, Judith
err分享
err收藏
Indirect inference with a non-smooth criterion function非光滑准则函数的间接推断
errJOURNAL OF ECONOMETRICS
IF4
err2019-10-01
err6
errOAAI
errFrazier, David T.; Oka, Tatsushi; Zhu, Dan
err分享
err收藏
Approximate Bayesian forecasting
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2019-04-01
err26
errOAAI
errFrazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M.; McCabe, Brendan P. M.
err分享
err收藏
Indirect Inference with endogenously missing exogenous variables
errJOURNAL OF ECONOMETRICS
IF4
err2018-07-01
err3
errOAAI
errChaudhuri, Saraswata; Frazier, David T.; Renault, Eric
err分享
err收藏
Efficient two-step estimation via targeting
errJOURNAL OF ECONOMETRICS
IF4
err2017-12-01
err10
errOAAI
errFrazier, David T.; Renault, Eric
err分享
err收藏

研究方向

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合作学者
合作期刊
D
David F. Hendry
H 指数: 93 · 论文数: 627
C
Christian P. Robert
H 指数: 82 · 论文数: 1.2K
P
Pierre Pinson
H 指数: 74 · 论文数: 542
P
Philip Hans Franses
H 指数: 67 · 论文数: 913
R
Robert L. Winkler
H 指数: 66 · 论文数: 265
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