A general approach for Bayesian case influence analysis in GARCH models (2024)
Source: Anais. Conference titles: Simpósio Brasileiro de Probabilidade e Estatística - SINAPE. Unidades: ICMC, INTER: ICMC -UFSCAR
Subjects: INFERÊNCIA BAYESIANA, MÉTODOS MCMC, ANÁLISE DE SÉRIES TEMPORAIS
ABNT
SILVA, Natan Hilário da e SUZUKI, Adriano Kamimura e RODRIGUES, Josemar. A general approach for Bayesian case influence analysis in GARCH models. 2024, Anais.. São Paulo: ABE, 2024. Disponível em: https://www.even3.com.br/anais/sinape2024/817916-a-general-approach-for-bayesian-case-influence-analysis-in-garch-models. Acesso em: 16 nov. 2024.APA
Silva, N. H. da, Suzuki, A. K., & Rodrigues, J. (2024). A general approach for Bayesian case influence analysis in GARCH models. In Anais. São Paulo: ABE. Recuperado de https://www.even3.com.br/anais/sinape2024/817916-a-general-approach-for-bayesian-case-influence-analysis-in-garch-modelsNLM
Silva NH da, Suzuki AK, Rodrigues J. A general approach for Bayesian case influence analysis in GARCH models [Internet]. Anais. 2024 ;[citado 2024 nov. 16 ] Available from: https://www.even3.com.br/anais/sinape2024/817916-a-general-approach-for-bayesian-case-influence-analysis-in-garch-modelsVancouver
Silva NH da, Suzuki AK, Rodrigues J. A general approach for Bayesian case influence analysis in GARCH models [Internet]. Anais. 2024 ;[citado 2024 nov. 16 ] Available from: https://www.even3.com.br/anais/sinape2024/817916-a-general-approach-for-bayesian-case-influence-analysis-in-garch-models