Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Sílvia R. C. Lopes"'
Autor:
JORGE A. ACHCAR, SÍLVIA R. C. LOPES
Publikováno v:
Revista Colombiana de Estadística, Vol 39, Iss 1, Pp 109-128
In this paper, we present some computational aspects for a Bayesian analysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of a stable distribution. However, the use of
Externí odkaz:
https://doaj.org/article/533f3e26dcda480e8bf9a6ac7c61d141
Publikováno v:
Statistical Papers.
Publikováno v:
Journal of Statistical Computation and Simulation. 91:1713-1748
The lack of closed representations for the density functions of the α-stable distributions, when considering Bayesian inference using Markov Chain Monte Carlo methods, has historically lead to the ...
Publikováno v:
Stochastic Processes and their Applications. 129:1326-1348
We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent ‘seed’ processes on shrinking intervals (‘trawl heights’). Related trawl processes in continuous
Publikováno v:
Journal of Statistical Computation and Simulation. 88:1882-1902
Genetic data are frequently categorical and have complex dependence structures that are not always well understood. For this reason, clustering and classification based on genetic data, whi...
Here we develop the theory of seasonal FIEGARCH processes, denoted by SFIEGARCH, establishing conditions for the existence, the invertibility, the stationarity and the ergodicity of these processes. We analyze their asymptotic dependence structure by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::049171395e1c0f6bb1a7a588202b0f84
http://arxiv.org/abs/1904.10114
http://arxiv.org/abs/1904.10114
Autor:
Rejane C. Marques, Taiane Schaedler Prass, Sílvia R. C. Lopes, José G. Dórea, Katiane G. Brandão
Birth weight data (22,012 live-births) from a public hospital in Porto Velho (Amazon) was used in multiple statistical models to assess the effects of forest-fire smoke on human reproductive outcome. Mean birth weights for girls (3,139 g) and boys (3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cae2c0607b96d6ca8016cf303051ecd
Autor:
Sílvia R. C. Lopes, Guilherme Pumi
Publikováno v:
Communications in Statistics - Theory and Methods. 46:828-860
In this work, we derive the copulas related to vectors obtained from the so-called chaotic stochastic processes. These are defined by the iteration of certain piecewise monotone functions of the interval [0, 1] to some initial random variable. We stu
Publikováno v:
Repositorio UN
Universidad Nacional de Colombia
instacron:Universidad Nacional de Colombia
Universidad Nacional de Colombia
instacron:Universidad Nacional de Colombia
In this paper, we present some computational aspects for a Bayesiananalysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of a stable distribution. However, the use of
Publikováno v:
Journal of Statistical Computation and Simulation. 86:2819-2845
In this paper we present a class of continuous-time processes arising from the solution of the generalized Langevin equation and show some of its properties. We define the theoretical and empirical codifference as a measure of dependence for stochast