Publications

Dawid Bernaciak, Jim E. Griffin (2025). A General Purpose Approximation to the Ferguson-Klass Algorithm for Sampling from Lévy Processes Without Gaussian Components. J. Comput. Graph. Statist..

Dawid Bernaciak, Jim E. Griffin (2024). A loss discounting framework for model averaging and selection in time series models. Int. J. Forecast..

Dawid Bernaciak, Jim E. Griffin, Ioanna Manolopoulou (2023). Discussion of 'Multivariate dynamic modeling for Bayesian forecasting of business revenue' by AK Yanchenko et al.. Appl. Stochastic Models Bus. Ind..