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Modeling of volatility in financial time series using GARCH models with Bayesian...
Modeling of volatility in financial time series using GARCH models with Bayesian...
Monte Carlo Hamiltonian methods in non-parametric Bayesian inference of extreme ...
Monte Carlo Hamiltonian methods in non-parametric Bayesian inference of extreme ...
Discrete distributions for two inflated observations
Discrete distributions for two inflated observations
Rumor propagations in a skeptical population on N
Rumor propagations in a skeptical population on N
Outliers in high dimension
Outliers in high dimension
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