E-LIB Suche - Ergebnisse für: Abanto‐Valle, Carlos A.

1

A Bayesian approach for mixed effects state‐space models un..:

Hernandez‐Velasco, Lina L. ; Abanto‐Valle, Carlos A. ; Dey, Dipak K..
Biometrical Journal. 65 (2023) 8 - p. , 2023

2

Maximum likelihood estimation for stochastic volatility in ..:

Abanto‐Valle, Carlos A. ; Langrock, Roland ; Chen, Ming‐Hui.
Applied Stochastic Models in Business and Industry. 33 (2017) 4 - p. 394-408 , 2017

Link: https://doi.org/10.1002/..

3

Linear mixed models for skew‐normal/independent bivariate r..:

Bandyopadhyay, Dipankar ; Lachos, Victor H. ; Abanto‐Valle, Carlos A..
Statistics in Medicine. 29 (2010) 25 - p. 2643-2655 , 2010

Link: https://doi.org/10.1002/..

4

Bayesian modeling of financial returns: A relationship betw..:

Abanto‐Valle, Carlos A. ; Migon, Helio S. ; Lopes, Hedibert F.
Applied Stochastic Models in Business and Industry. 26 (2009) 2 - p. 172-193 , 2009

Link: https://doi.org/10.1002/..

5

A Bayesian approach to term structure modeling using heavy‐..:

Abanto‐Valle, Carlos Antonio ; Lachos, Victor H. ; Ghosh, Pulak
Applied Stochastic Models in Business and Industry. 28 (2011) 5 - p. 430-447 , 2011

Link: https://doi.org/10.1002/..

6

A Censored Time Series Analysis for Responses on the Unit I..:

Schumacher, Fernanda L. ; Matos, Larissa A. ; Lachos, Víctor H...
Sankhya A. 86 (2024) 1 - p. 637-660 , 2024

Link: https://doi.org/10.1007/..

7

Approximate Bayesian Estimation of Stochastic Volatility in..:

Abanto-Valle, Carlos A. ; Rodríguez, Gabriel ; Castro Cepero, Luis M..
Computational Economics. , 2023

Link: https://doi.org/10.1007/..

8

Stochastic Volatility in Mean: Empirical evidence from Lati..:

Abanto-Valle, Carlos A. ; Rodríguez, Gabriel ; Garrafa-Aragón, Hernán B.
The Quarterly Review of Economics and Finance. 80 (2021) - p. 272-286 , 2021

Link: https://doi.org/10.1016/..

9

Mixed effects state-space models with Student-t errors:

Hernandez-Velasco, Lina L. ; Abanto-Valle, Carlos A. ; Dey, Dipak K.
Journal of Statistical Computation and Simulation. 90 (2020) 17 - p. 3157-3174 , 2020

Link: https://doi.org/10.1080/..

10

State space mixed models for binary responses with scale mi..:

Abanto-Valle, Carlos A. ; Dey, Dipak K.
Computational Statistics & Data Analysis. 71 (2014) - p. 274-287 , 2014

Link: https://doi.org/10.1016/..

11

A non-iterative sampling Bayesian method for linear mixed m..:

Lachos, Victor H. ; Cabral, Celso R.B. ; Abanto-Valle, Carlos A.
Journal of Applied Statistics. 39 (2012) 3 - p. 531-549 , 2012

Link: https://doi.org/10.1080/..

12

Stochastic volatility in mean models with heavy-tailed dist..:

Abanto-Valle, Carlos A. ; Migon, Helio S. ; Lachos, Victor H.
Brazilian Journal of Probability and Statistics. 26 (2012) 4 - p. 402-422 , 2012

Link: https://www.jstor.org/st..

13

Nonlinear regression models based on scale mixtures of skew..:

Garay, Aldo M. ; Lachos, Víctor H. ; Abanto-Valle, Carlos A.
Journal of the Korean Statistical Society. 40 (2011) 1 - p. 115-124 , 2011

Link: https://doi.org/10.1016/..

14

Flexible Robust Mixture Regression Modeling:

Marcus G. Lavagnole Nascimento ; Carlos A. Abanto-Valle
https://revstat.ine.pt/index.php/REVSTAT/article/view/365. , 2022

Link: https://doi.org/10.57805..

15

Threshold Stochastic Volatility Models with Heavy Tails: A ..:

Carlos A. Abanto-Valle ; Hernán B. Garrafa-Aragón
http://revistas.pucp.edu.pe/index.php/economia/article/view/21103. , 2019

Link: https://doi.org/10.18800..