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Filtros : "Indexado no Zentralblatt MATH" "EHLERS, RICARDO SANDES" Removido: "IME" Limpar

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  • Artigo de periodico

    Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo (2017)

    Hartmann, Marcelo; Ehlers, Ricardo Sandes

    Source: Communications in Statistics - Simulation and Computation. Unidade: ICMC

    Subjects: PROBABILIDADE, INFERÊNCIA BAYESIANA, ESTATÍSTICA APLICADA, INFERÊNCIA ESTATÍSTICA

    Acesso à fonteDOIHow to cite
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    • ABNT

      HARTMANN, Marcelo e EHLERS, Ricardo Sandes. Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo. Communications in Statistics - Simulation and Computation, v. 46, n. 7, p. 5285-5302, 2017Tradução . . Disponível em: https://doi.org/10.1080/03610918.2016.1152365. Acesso em: 29 set. 2024.

    • APA

      Hartmann, M., & Ehlers, R. S. (2017). Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo. Communications in Statistics - Simulation and Computation, 46( 7), 5285-5302. doi:10.1080/03610918.2016.1152365

    • NLM

      Hartmann M, Ehlers RS. Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 7): 5285-5302.[citado 2024 set. 29 ] Available from: https://doi.org/10.1080/03610918.2016.1152365

    • Vancouver

      Hartmann M, Ehlers RS. Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 7): 5285-5302.[citado 2024 set. 29 ] Available from: https://doi.org/10.1080/03610918.2016.1152365

  • Artigo de periodico

    Riemann manifold Langevin methods on stochastic volatility estimation (2017)

    Zevallos, Mauricio; Gasco, Loretta; Ehlers, Ricardo Sandes

    Source: Communications in Statistics - Simulation and Computation. Unidade: ICMC

    Subjects: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA

    Acesso à fonteDOIHow to cite
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    • ABNT

      ZEVALLOS, Mauricio e GASCO, Loretta e EHLERS, Ricardo Sandes. Riemann manifold Langevin methods on stochastic volatility estimation. Communications in Statistics - Simulation and Computation, v. 46, n. 10, p. 7942-7956, 2017Tradução . . Disponível em: https://doi.org/10.1080/03610918.2016.1255972. Acesso em: 29 set. 2024.

    • APA

      Zevallos, M., Gasco, L., & Ehlers, R. S. (2017). Riemann manifold Langevin methods on stochastic volatility estimation. Communications in Statistics - Simulation and Computation, 46( 10), 7942-7956. doi:10.1080/03610918.2016.1255972

    • NLM

      Zevallos M, Gasco L, Ehlers RS. Riemann manifold Langevin methods on stochastic volatility estimation [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 10): 7942-7956.[citado 2024 set. 29 ] Available from: https://doi.org/10.1080/03610918.2016.1255972

    • Vancouver

      Zevallos M, Gasco L, Ehlers RS. Riemann manifold Langevin methods on stochastic volatility estimation [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 10): 7942-7956.[citado 2024 set. 29 ] Available from: https://doi.org/10.1080/03610918.2016.1255972

  • Artigo de periodico

    Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (2014)

    Fioruci, José Augusto; Ehlers, Ricardo Sandes ; Andrade, Marinho Gomes de

    Source: Journal of Applied Statistics. Unidade: ICMC

    Subjects: INFERÊNCIA BAYESIANA, INFERÊNCIA PARAMÉTRICA, ANÁLISE MULTIVARIADA, MÉTODOS MCMC

    Acesso à fonteDOIHow to cite
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    • ABNT

      FIORUCI, José Augusto e EHLERS, Ricardo Sandes e ANDRADE, Marinho Gomes de. Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions. Journal of Applied Statistics, v. 41, n. 2, p. 320-331, 2014Tradução . . Disponível em: https://doi.org/10.1080/02664763.2013.839635. Acesso em: 29 set. 2024.

    • APA

      Fioruci, J. A., Ehlers, R. S., & Andrade, M. G. de. (2014). Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions. Journal of Applied Statistics, 41( 2), 320-331. doi:10.1080/02664763.2013.839635

    • NLM

      Fioruci JA, Ehlers RS, Andrade MG de. Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions [Internet]. Journal of Applied Statistics. 2014 ; 41( 2): 320-331.[citado 2024 set. 29 ] Available from: https://doi.org/10.1080/02664763.2013.839635

    • Vancouver

      Fioruci JA, Ehlers RS, Andrade MG de. Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions [Internet]. Journal of Applied Statistics. 2014 ; 41( 2): 320-331.[citado 2024 set. 29 ] Available from: https://doi.org/10.1080/02664763.2013.839635
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