Carlos Antonio Abanto-Valle - Google Scholar Citations

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Carlos Antonio Abanto-Valle - Google Scholar Citations

Please use Google Chrome or Mozilla Firefox for the best experience. Merged citations This "Cited by" count includes citations to the following articles in Scholar.

Duplicate citations The following articles are merged in Scholar. Federal University of Rio de Janeiro.

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State Space models , financial time series. Scholar Get my own profile.

Mcmc Bayesian Estimation of a Skew-Ged Stochastic Volatility Model by Nunzio Cappuccio, Diego Lubian, Davide Raggi :: SSRN

Co-authors View all… Victor Hugo Lachos Davila , Dipak K. Title 1—20 Cited by Year Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions CA Abanto-Valle, D Bandyopadhyay, VH Lachos, I Enriquez.

Methodology and Computing in Applied Probability 17 3 , , Journal of the Korean Statistical Society 40 1 , , Journal of Statistical Planning and Inference 5 , , Applied Stochastic Models in Business and Industry 26 2 , , Brazilian Journal of Probability and Statistics, , Journal of Applied Statistics 39 3 , , Proceedings of the Third Brazilian Conference on Statistical Modelling in Handbook of Discrete-Valued Time Series, , Federal University of Rio de Janeiro Working Paper.

Applied Stochastic Models in Business and Industry 28 5 , , Applied Stochastic Models in Business and Industry , The system can't perform the operation now.

Dates and citation counts are estimated and are determined automatically by a computer program. Help Privacy Terms Provide feedback Get my own profile. On estimation and local influence analysis for measurement errors models under heavy-tailed distributions VH Lachos, T Angolini, CA Abanto-Valle Statistical Papers 52 3 , , Bayesian estimation of a skew-student-t stochastic volatility model CA Abanto-Valle, VH Lachos, DK Dey Methodology and Computing in Applied Probability 17 3 , , Nonlinear regression models based on scale mixtures of skew-normal distributions AM Garay, VH Lachos, CA Abanto-Valle Journal of the Korean Statistical Society 40 1 , , Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach CA Abanto-Valle, HS Migon, VH Lachos Journal of Statistical Planning and Inference 5 , , Bayesian modeling of financial returns: Stochastic volatility in mean models with heavy-tailed distributions CA Abanto-Valle, HS Migon, VH Lachos Brazilian Journal of Probability and Statistics, , A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions VH Lachos, CRB Cabral, CA Abanto-Valle Journal of Applied Statistics 39 3 , , A Bayesian term structure modelling H Migon, C Abanto-Valle Proceedings of the Third Brazilian Conference on Statistical Modelling in Quantile regression for censored mixed-effects models with applications to HIV studies VH Lachos, MH Chen, CA Abanto-Valle, CLN Azevedo Statistics and its interface 8 2 , , Dynamic Bayesian models for discrete-valued time series D Gamerman, CA Abanto-Valle, RS Silva, TG Martins Handbook of Discrete-Valued Time Series, , Binary state space mixed models with flexible link functions: Stock return volatility, heavy tails, skewness and trading volume: A Bayesian approach CA Abanto-Valle, DK Dey, VH Lachos Federal University of Rio de Janeiro Working Paper.

Bayesian analysis of heavy-tailed stochastic volatility in mean model using scale mixtures of normal distributions CA Abanto-Valle, H Migon, VH Lachos J Statist Planning Inference , ,