Edit Profile (opens in new tab) Martin, Gael M. Compute Distance To: Compute Author ID: martin.gael-m Published as: Martin, Gael M.; Martin, G. M.; Matrin, Gael M. more...less Documents Indexed: 30 Publications since 1982 Co-Authors: 22 Co-Authors with 22 Joint Publications 273 Co-Co-Authors all top 5 Co-Authors 1 single-authored 6 Forbes, Catherine S. 6 Poskitt, Donald Stephen 5 Grose, Simone D. 4 Martin, Vance L. 4 McCabe, Brendan P. M. 3 Maneesoonthorn, Worapree 2 Alvarez-Valdes, Ramon 2 Frazier, David T. 2 Nadarajah, K. 2 Robert, Christian P. Robert 2 Strickland, Chris M. 2 Tamarit, José Manuel 1 Blackburn, Lindy 1 Bober, Jonathan W. 1 Chatterji, Shourov 1 Feigin, Paul David 1 Flynn, David B. 1 Freeland, Keith 1 Gaid, K. 1 Gould, Phillip G. 1 Herwig, Bernhard 1 Katsavounidis, Erik 1 Leroux, Alain-Yves 1 Lim, G. C. 1 Lye, Jenny N. 1 Macpherson, Hugh Dugald 1 Nurtazin, A. T. 1 Perera, Indeewara 1 Petkova, Ina 1 Rousseau, Judith 1 Sanford, Andrew D. 1 Snyder, Ralph D. 1 Tremayne, Andrew R. 1 Truss, John Kenneth 1 Wooley, Trevor D. 1 Wright, Jill D. all top 5 Serials 4 Journal of Econometrics 3 Journal of Time Series Analysis 3 Computational Statistics and Data Analysis 2 Econometric Reviews 2 Australian & New Zealand Journal of Statistics 2 Journal of Computational and Graphical Statistics 1 Classical and Quantum Gravity 1 Journal of Mathematical Physics 1 Biometrika 1 Journal of the Operational Research Society 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Mathematical Modelling 1 Annals of Pure and Applied Logic 1 Communications in Statistics. Theory and Methods 1 Top 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Econometric Theory 1 Journal of the Australian Mathematical Society all top 5 Fields 23 Statistics (62-XX) 4 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Relativity and gravitational theory (83-XX) 2 Operations research, mathematical programming (90-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Partial differential equations (35-XX) 1 Differential geometry (53-XX) 1 Manifolds and cell complexes (57-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 24 Publications have been cited 81 times in 74 Documents Cited by ▼ Year ▼ Bayesian analysis of the stochastic conditional duration model. Zbl 1445.62241Strickland, Chris M.; Forbes, Catherine S.; Martin, Gael M. 15 2006 Efficient probabilistic forecasts for counts. Zbl 1411.62086McCabe, Brendan P. M.; Martin, Gael M.; Harris, David 13 2011 On \(\aleph_0\)-categorical weakly o-minimal structures. Zbl 0945.03056Herwig, B.; Macpherson, H. D.; Martin, G.; Nurtazin, A.; Truss, J. K. 12 2000 Constructing good solutions for the Spanish school timetabling problem. Zbl 0863.90081Alvarez-Valdes, R.; Martin, G.; Tamarit, J. M. 10 1996 Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Zbl 1452.62680Strickland, Chris M.; Martin, Gael M.; Forbes, Catherine S. 9 2008 Asymptotic properties of approximate Bayesian computation. Zbl 1499.62112Frazier, David T.; Martin, G. M.; Robert, C. P.; Rousseau, Judith 7 2018 Probabilistic forecasts of volatility and its risk premia. Zbl 1443.62364Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.; Grose, Simone D. 6 2012 Simulation-based Bayesian estimation of an affine term structure model. Zbl 1429.62477Sanford, Andrew D.; Martin, Gael M. 5 2005 Higher-order improvements of the sieve bootstrap for fractionally integrated processes. Zbl 1337.62278Poskitt, D. S.; Grose, Simone D.; Martin, Gael M. 4 2015 Bayesian inference in the triangular cointegration model using a Jeffreys prior. Zbl 1023.62036Martin, Gael M.; Martin, Vance L. 3 2000 Implicit Bayesian inference using option prices. Zbl 1087.62119Matrin, Gael M.; Forbes, Catherine S.; Martin, Vance L. 3 2005 Pricing Australian S&P200 options: a Bayesian approach based on generalized distributional forms. Zbl 1108.62109Flynn, David B.; Grose, Simone D.; Martin, Gael M.; Martin, Vance L. 3 2005 Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman filter. Zbl 1112.62118Forbes, Catherine S.; Martin, Gael M.; Wright, Jill 3 2007 Jump models and higher moments. Zbl 0926.91060Lim, G. C.; Lye, Jenny N.; Martin, Gael M.; Martin, Vance L. 2 1997 Feasible parameter regions for alternative discrete state space models. Zbl 1317.62070Feigin, Paul D.; Gould, Phillip; Martin, Gael M.; Snyder, Ralph D. 2 2008 Bayesian analysis of a fractional cointegration model. Zbl 1026.62025Martin, Gael M. 2 2001 HORES: A timetabling system for Spanish secondary schools. Zbl 0853.90075Alvarez-Valdes, R.; Martin, G.; Tamarit, J. M. 2 1995 Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap. Zbl 1441.62843Poskitt, D. S.; Martin, Gael M.; Grose, Simone D. 1 2017 Multiresolution techniques for the detection of gravitational-wave bursts. Zbl 1070.83513Chatterji, S.; Blackburn, L.; Martin, G.; Katsavounidis, E. 1 2004 Smooth values of polynomials. Zbl 1482.11126Bober, J. W.; Fretwell, D.; Martin, G.; Wooley, T. D. 1 2020 Issues in the estimation of mis-specified models of fractionally integrated processes. Zbl 1456.62212Martin, Gael M.; Nadarajah, K.; Poskitt, D. S. 1 2020 Khovanov homology and causality in spacetimes. Zbl 1440.53076Chernov, V.; Martin, G.; Petkova, I. 1 2020 Construction and visualization of confidence sets for frequentist distributional forecasts. Zbl 07499014Harris, David; Martin, Gael M.; Perera, Indeewara; Poskitt, D. S. 1 2019 Auxiliary likelihood-based approximate Bayesian computation in state space models. Zbl 07499073Martin, Gael M.; McCabe, Brendan P. M.; Frazier, David T.; Maneesoonthorn, Worapree; Robert, Christian P. 1 2019 Smooth values of polynomials. Zbl 1482.11126Bober, J. W.; Fretwell, D.; Martin, G.; Wooley, T. D. 1 2020 Issues in the estimation of mis-specified models of fractionally integrated processes. Zbl 1456.62212Martin, Gael M.; Nadarajah, K.; Poskitt, D. S. 1 2020 Khovanov homology and causality in spacetimes. Zbl 1440.53076Chernov, V.; Martin, G.; Petkova, I. 1 2020 Construction and visualization of confidence sets for frequentist distributional forecasts. Zbl 07499014Harris, David; Martin, Gael M.; Perera, Indeewara; Poskitt, D. S. 1 2019 Auxiliary likelihood-based approximate Bayesian computation in state space models. Zbl 07499073Martin, Gael M.; McCabe, Brendan P. M.; Frazier, David T.; Maneesoonthorn, Worapree; Robert, Christian P. 1 2019 Asymptotic properties of approximate Bayesian computation. Zbl 1499.62112Frazier, David T.; Martin, G. M.; Robert, C. P.; Rousseau, Judith 7 2018 Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap. Zbl 1441.62843Poskitt, D. S.; Martin, Gael M.; Grose, Simone D. 1 2017 Higher-order improvements of the sieve bootstrap for fractionally integrated processes. Zbl 1337.62278Poskitt, D. S.; Grose, Simone D.; Martin, Gael M. 4 2015 Probabilistic forecasts of volatility and its risk premia. Zbl 1443.62364Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.; Grose, Simone D. 6 2012 Efficient probabilistic forecasts for counts. Zbl 1411.62086McCabe, Brendan P. M.; Martin, Gael M.; Harris, David 13 2011 Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Zbl 1452.62680Strickland, Chris M.; Martin, Gael M.; Forbes, Catherine S. 9 2008 Feasible parameter regions for alternative discrete state space models. Zbl 1317.62070Feigin, Paul D.; Gould, Phillip; Martin, Gael M.; Snyder, Ralph D. 2 2008 Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman filter. Zbl 1112.62118Forbes, Catherine S.; Martin, Gael M.; Wright, Jill 3 2007 Bayesian analysis of the stochastic conditional duration model. Zbl 1445.62241Strickland, Chris M.; Forbes, Catherine S.; Martin, Gael M. 15 2006 Simulation-based Bayesian estimation of an affine term structure model. Zbl 1429.62477Sanford, Andrew D.; Martin, Gael M. 5 2005 Implicit Bayesian inference using option prices. Zbl 1087.62119Matrin, Gael M.; Forbes, Catherine S.; Martin, Vance L. 3 2005 Pricing Australian S&P200 options: a Bayesian approach based on generalized distributional forms. Zbl 1108.62109Flynn, David B.; Grose, Simone D.; Martin, Gael M.; Martin, Vance L. 3 2005 Multiresolution techniques for the detection of gravitational-wave bursts. Zbl 1070.83513Chatterji, S.; Blackburn, L.; Martin, G.; Katsavounidis, E. 1 2004 Bayesian analysis of a fractional cointegration model. Zbl 1026.62025Martin, Gael M. 2 2001 On \(\aleph_0\)-categorical weakly o-minimal structures. Zbl 0945.03056Herwig, B.; Macpherson, H. D.; Martin, G.; Nurtazin, A.; Truss, J. K. 12 2000 Bayesian inference in the triangular cointegration model using a Jeffreys prior. Zbl 1023.62036Martin, Gael M.; Martin, Vance L. 3 2000 Jump models and higher moments. Zbl 0926.91060Lim, G. C.; Lye, Jenny N.; Martin, Gael M.; Martin, Vance L. 2 1997 Constructing good solutions for the Spanish school timetabling problem. Zbl 0863.90081Alvarez-Valdes, R.; Martin, G.; Tamarit, J. M. 10 1996 HORES: A timetabling system for Spanish secondary schools. Zbl 0853.90075Alvarez-Valdes, R.; Martin, G.; Tamarit, J. M. 2 1995 all cited Publications top 5 cited Publications all top 5 Cited by 153 Authors 10 Martin, Gael M. 4 Forbes, Catherine S. 3 Maneesoonthorn, Worapree 3 Paap, Richard 3 Perera, Indeewara 3 Poskitt, Donald Stephen 3 Zhang, Haixiang 2 Belsley, David A. 2 Frazier, David T. 2 Gerlach, Richard H. 2 Grose, Simone D. 2 Kleibergen, Frank 2 Kontoghiorghes, Erricos John 2 McCabe, Brendan P. M. 2 Omori, Yasuhiro 2 Proietti, Tommaso 2 Strickland, Chris M. 2 van Dijk, Herman K. 2 Wang, Dehui 2 Weiß, Christian H. 1 Alba, Anna 1 Alwan, Layth C. 1 Amendola, Alessandra 1 Andreou, Panayiotis Ch. 1 Bauwens, Luc Claude A. 1 Bayarri, Maria J. 1 Belitser, Eduard 1 Bhattacharjee, Atanu 1 Bianchi, Michele Leonardo 1 Bisaglia, Luisa 1 Bortoluzzo, Adriana B. 1 Bukhari, N. A. 1 Castellanos, María Eugenia 1 Charalambous, Chris 1 Chen, Zhanshou 1 Cipollini, Fabrizio 1 Collier, Nicholson 1 Cong, Xinrong 1 Czado, Claudia 1 Darolles, Serge 1 Dean, Thomas A. 1 Denham, Robert 1 DeYoreo, Maria 1 Dmitrieva, Tatiana 1 Drovandi, Christopher C. 1 Ebrahimi, Nader D. 1 Feigin, Paul David 1 Fernandes, Marcelo 1 Fernández-Fontelo, Amanda 1 Fok, Dennis 1 Fontdecaba, Sara 1 Frahm, Gabriel 1 Franses, Philip Hans 1 Freeland, Keith 1 Frühwirth-Schnatter, Sylvia 1 Gallo, Giampiero M. 1 Gao, Rui 1 Ge, Xiangyu 1 Gerolimetto, Margherita 1 Geweke, John F. 1 Göb, Rainer 1 Gottschalk, Hanno 1 Gould, Phillip G. 1 Gouveia, Sónia 1 Grassi, Stefano 1 Groenen, Patrick J. F. 1 Hashmi, Muntazim Abbas 1 Hautsch, Nikolaus 1 Homburg, Annika 1 Ito, Ryoko 1 Jasra, Ajay 1 Jung, Robert C. 1 Kachiashvili, Kartlos Joseph 1 Kastner, Gregor 1 Koh, You-Beng 1 Kolkiewicz, Adam W. 1 Koul, Hira Lal 1 La Vecchia, Davide 1 Le Fol, Gaëlle 1 Li, Cong 1 Li, Fuxiao 1 Li, Qi 1 Li, Yanpeng 1 Li, Yaqiong 1 Lin, Edward M. H. 1 Lin, Lisha 1 Liu-Evans, Gareth D. 1 Liu, Tianqing 1 Liu, Zhengwei 1 Lu, Yang 1 Martzoukos, Spiros H. 1 McCausland, William J. 1 McCullough, Kristin 1 Men, Zhongxian 1 Mengersen, Kerrie L. 1 Mercuri, Lorenzo 1 Morales, Javier 1 Morettin, Pedro Alberto 1 Mueed, A. 1 Nadarajah, K. ...and 53 more Authors all top 5 Cited in 36 Serials 17 Computational Statistics and Data Analysis 8 Journal of Econometrics 4 Journal of Computational and Graphical Statistics 3 Computational Statistics 3 Journal of Applied Statistics 2 Econometric Reviews 2 Communications in Statistics. Simulation and Computation 2 Journal of Statistical Computation and Simulation 2 Statistical Papers 2 Statistical Modelling 2 Journal of the Korean Statistical Society 2 Bayesian Analysis 1 Mathematical Biosciences 1 Physica A 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Communications in Statistics. Theory and Methods 1 Computational Economics 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Australian & New Zealand Journal of Statistics 1 The Econometrics Journal 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 European Journal of Pure and Applied Mathematics 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Journal of Time Series Econometrics 1 Journal of Econometric Methods 1 Waves, Wavelets and Fractals. Advanced Analysis all top 5 Cited in 13 Fields 69 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Numerical analysis (65-XX) 7 Probability theory and stochastic processes (60-XX) 3 General and overarching topics; collections (00-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year