Ehlers, Ricardo Sandes
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Bayesian inference for stochastic volatility models based on scale mixtures of the...
Detecting Influential observations in spatial models using Bregman divergence
Bayesian Inference in Stochastic Volatility Models using Hamiltonian Monte Carlo...
Volatility modeling through GARCH models with asymetric errors: Bayesian approac...
Modeling of volatility in financial time series using GARCH models with Bayesian...
Monte Carlo Hamiltonian methods in non-parametric Bayesian inference of extreme ...
Bayesian inference in stochastic volatility in mean model using Riemannian manifold...
Zero-Variance method for Hamiltonian Monte Carlo applied to univariate and multivariate...
Copula-Garch model model selection: a bayesian approach
Hamiltonian Monte Carlo methods in GARCH models
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Resultados: Listando 10 de 10 en la página 1 de 1