Mostrando 2 resultados de: 2
Filtros aplicados
Subtipo de publicación
Article(2)
Área temáticas
Probabilidades y matemática aplicada(2)
Área de conocimiento
Optimización matemática(1)
Origen
scopus(2)
Bayesian Testing for Nested Hypotheses under Partial Observability
ArticleAbstract: Florens, Richard and Rolin (2003) proposed a specification test of a parametric hypothesis against aPalabras claves:Autores:Carlos Almeida, Mouchart M.Fuentes:scopusEfficient Bayesian inference for stochastic time-varying copula models
ArticleAbstract: There is strong empirical evidence that dependence in multivariate financial time series varies overPalabras claves:Bayesian inference, Coarse grid sampler, Kendall's τ, Markov Chain Monte Carlo, Non-Gaussian copulas, Time varying dependenceAutores:Carlos Almeida, Czado C.Fuentes:scopus