A Study Hamiltonian Monte Carlo methods in univariate GARCH models (2017)
- Authors:
- Autor USP: EHLERS, RICARDO SANDES - ICMC
- Unidade: ICMC
- Subjects: PROBABILIDADE; INFERÊNCIA BAYESIANA; INFERÊNCIA ESTATÍSTICA; ESTATÍSTICA APLICADA
- Language: Inglês
- Imprenta:
- Publisher: Associação Brasileira de Estatística - ABE
- Publisher place: São Paulo, SP
- Date published: 2017
- Source:
- Título do periódico: Abstracts 5th WSPM
- Volume/Número/Paginação/Ano: 1 p., 2017
- Conference titles: Workshop on Probabilistic and Statistical Methods - WPSM
-
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: 19 abr. 2024. -
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 2024 abr. 19 ] -
Vancouver
Xavier CM, Ehlers RS. A Study Hamiltonian Monte Carlo methods in univariate GARCH models. Abstracts 5th WSPM. 2017 ;1 .[citado 2024 abr. 19 ] - Comparing multivariate GARCH-DCC models using Hamiltonian Monte Carlo and Stan
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- Influential observations in spatial models using Bregman divergence
- A study of skewed heavy-tailed distributions as scale mixtures
- Bayesian inference for GJR-GARCH models via Hamiltonian Monte Carlo
- A Conway-Maxwell-Poisson GARMA model for count time series data
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