6 citations · 6 across the 2 of their papers we have counts for
2 papers
stat.CO2024
A General Purpose Approximation to the Ferguson-Klass Algorithm for Sampling from Lévy Processes Without Gaussian Components
Dawid Bernaciak, Jim E. Griffin
We propose a general-purpose approximation to the Ferguson-Klass algorithm for generating samples from Lévy processes without Gaussian components. We show that the proposed method…
stat.ME2022★ 6 cited
A loss discounting framework for model averaging and selection in time series models
Dawid Bernaciak, Jim E. Griffin
We introduce a Loss Discounting Framework for model and forecast combination which generalises and combines Bayesian model synthesis and generalized Bayes methodologies. We use a l…