A study of skewed heavy-tailed distributions as scale mixtures (2012)
- Autor:
- Autor USP: EHLERS, RICARDO SANDES - ICMC
- Unidade: ICMC
- Subjects: PROCESSOS ESTOCÁSTICOS; INFERÊNCIA BAYESIANA; INFERÊNCIA ESTATÍSTICA
- Language: Inglês
- Imprenta:
- Publisher: ICMC-USP
- Publisher place: São Carlos
- Date published: 2012
- Source:
- ISSN: 0103-2577
-
ABNT
EHLERS, Ricardo Sandes. A study of skewed heavy-tailed distributions as scale mixtures. . São Carlos: ICMC-USP. Disponível em: https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf. Acesso em: 03 maio 2024. , 2012 -
APA
Ehlers, R. S. (2012). A study of skewed heavy-tailed distributions as scale mixtures. São Carlos: ICMC-USP. Recuperado de https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf -
NLM
Ehlers RS. A study of skewed heavy-tailed distributions as scale mixtures [Internet]. 2012 ;[citado 2024 maio 03 ] Available from: https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf -
Vancouver
Ehlers RS. A study of skewed heavy-tailed distributions as scale mixtures [Internet]. 2012 ;[citado 2024 maio 03 ] Available from: https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf - Comparing multivariate GARCH-DCC models using Hamiltonian Monte Carlo and Stan
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