A Study Hamiltonian Monte Carlo methods in univariate GARCH models (2017)
Source: Abstracts 5th WSPM. Conference titles: Workshop on Probabilistic and Statistical Methods - WPSM. Unidade: ICMC
Subjects: PROBABILIDADE, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA, ESTATÍSTICA APLICADA
ABNT
XAVIER, Cleber Martins e EHLERS, Ricardo Sandes. A Study Hamiltonian Monte Carlo methods in univariate GARCH models. 2017, Anais.. São Paulo, SP: Associação Brasileira de Estatística - ABE, 2017. p. 1 . . Acesso em: 18 abr. 2026.APA
Xavier, C. M., & Ehlers, R. S. (2017). A Study Hamiltonian Monte Carlo methods in univariate GARCH models. In Abstracts 5th WSPM (p. 1 ). São Paulo, SP: Associação Brasileira de Estatística - ABE.NLM
Xavier CM, Ehlers RS. A Study Hamiltonian Monte Carlo methods in univariate GARCH models. Abstracts 5th WSPM. 2017 ;1 .[citado 2026 abr. 18 ]Vancouver
Xavier CM, Ehlers RS. A Study Hamiltonian Monte Carlo methods in univariate GARCH models. Abstracts 5th WSPM. 2017 ;1 .[citado 2026 abr. 18 ]
