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Filtros : "Journal of Modern Applied Statistical Methods" Removido: "DISTRIBUIÇÕES (PROBABILIDADE)" Limpar

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  • Artigo de periodico

    Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach (2019)

    Nascimento, Diego Carvalho do ; Xavier, Cleber Martins; Felipe, Israel ; Louzada, Francisco

    Source: Journal of Modern Applied Statistical Methods. Unidades: ICMC, Interinstitucional de Pós-Graduação em Estatística

    Subjects: MÉTODOS MCMC, MERCADO FINANCEIRO, MINERAÇÃO DE DADOS, INFERÊNCIA BAYESIANA

    Versão PublicadaAcesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      NASCIMENTO, Diego Carvalho do et al. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach. Journal of Modern Applied Statistical Methods, v. 18, n. 1, p. 1-17, 2019Tradução . . Disponível em: https://doi.org/10.22237/jmasm/1556669220. Acesso em: 05 dez. 2025.

    • APA

      Nascimento, D. C. do, Xavier, C. M., Felipe, I., & Louzada, F. (2019). Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach. Journal of Modern Applied Statistical Methods, 18( 1), 1-17. doi:10.22237/jmasm/1556669220

    • NLM

      Nascimento DC do, Xavier CM, Felipe I, Louzada F. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach [Internet]. Journal of Modern Applied Statistical Methods. 2019 ; 18( 1): 1-17.[citado 2025 dez. 05 ] Available from: https://doi.org/10.22237/jmasm/1556669220

    • Vancouver

      Nascimento DC do, Xavier CM, Felipe I, Louzada F. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach [Internet]. Journal of Modern Applied Statistical Methods. 2019 ; 18( 1): 1-17.[citado 2025 dez. 05 ] Available from: https://doi.org/10.22237/jmasm/1556669220

  • Artigo de periodico

    Robust regression estimates in the prediction of latent variables in structural equation models (2012)

    Cirillo, Marcelo Angelo ; Barroso, Lucia Pereira

    Source: Journal of Modern Applied Statistical Methods. Unidade: IME

    Assunto: MÉTODOS MCMC

    Versão PublicadaAcesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      CIRILLO, Marcelo Angelo e BARROSO, Lucia Pereira. Robust regression estimates in the prediction of latent variables in structural equation models. Journal of Modern Applied Statistical Methods, v. 11, n. 1, p. 42-53, 2012Tradução . . Disponível em: https://doi.org/10.22237/jmasm/1335844980. Acesso em: 05 dez. 2025.

    • APA

      Cirillo, M. A., & Barroso, L. P. (2012). Robust regression estimates in the prediction of latent variables in structural equation models. Journal of Modern Applied Statistical Methods, 11( 1), 42-53. doi:10.22237/jmasm/1335844980

    • NLM

      Cirillo MA, Barroso LP. Robust regression estimates in the prediction of latent variables in structural equation models [Internet]. Journal of Modern Applied Statistical Methods. 2012 ; 11( 1): 42-53.[citado 2025 dez. 05 ] Available from: https://doi.org/10.22237/jmasm/1335844980

    • Vancouver

      Cirillo MA, Barroso LP. Robust regression estimates in the prediction of latent variables in structural equation models [Internet]. Journal of Modern Applied Statistical Methods. 2012 ; 11( 1): 42-53.[citado 2025 dez. 05 ] Available from: https://doi.org/10.22237/jmasm/1335844980
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