Buscar
Mostrando ítems 51-60 de 1357
Stochastic volatility in mean models with heavy-tailed distributions
(Brazilian Statistical AssociationSao PauloBrasil, 2012)
Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
(BRAZILIAN STATISTICAL ASSOCIATION, 2021)
The class of generalized hyperbolic (GH) distributions is generated by a mean-variance mixture of a multivariate Gaussian with a generalized inverse Gaussian (GIG) distribution. This rich family of GH distributions includes ...
Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
(Inst Estadistica Catalunya-idescatBarcelonaEspanha, 2009)
Self-healing properties of recycled asphalt mixtures containing metal waste: An approach through microwave radiation heating
(2018)
The concept of self-healing asphalt mixtures by bitumen temperature increase has been used by researchers to create an asphalt mixture with crack-healing properties by microwave or induction heating. Metals, normally steel ...
Análise bayesiana objetiva para as distribuições normal generalizada e lognormal generalizada
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2014-11-21)
The Generalized Normal (GN) and Generalized lognormal (logGN) distributions are flexible for accommodating features present in the data that are not captured by traditional distribution, such as the normal and the lognormal ...
Inferência Bayesiana para modelos de volatilidade estocástica baseados em mistura de escala da distribuição normal assimétrica
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2023-02-28)
This dissertation aims to evaluate and compare the performance of the No-U-Turn Sampler
(NUTS) algorithm, implemented in the Stan software, in estimating the parameters of stochastic
volatility models with leverage based ...
Nonlinear Censored Regression Models With Heavy-tailed Distributions
(INT PRESS BOSTON, INCSOMERVILLE, 2016)
Nonlinear Censored Regression Models With Heavy-tailed Distributions
(Int Press Boston, IncSomerville, 2016)
Localization of a Bose-Fermi mixture in a bichromatic optical lattice
(Amer Physical Soc, 2011-08-25)
We study the localization of a cigar-shaped superfluid Bose-Fermi mixture in a quasiperiodic bichromatic optical lattice (OL) for interspecies attraction and intraspecies repulsion. The mixture is described by the ...