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AN ESTIMATION of the INDUSTRIAL PRODUCTION DYNAMIC in the MERCOSUR COUNTRIES USING the MARKOV SWITCHING MODEL
ArticleAbstract: In this work the methodology applied is based on Bayesian statistical methods inspired by Markov chaPalabras claves:Algorithms Monte Carlo Markov Chains, Industrial Production in MERCOSUR, Markov Switching ModelsAutores:Aracelis Hernández, Gómez E., Luis Sánchez, Saba Rafael InfanteFuentes:scopusEstimation of stochastic volatility models using optimized filtering algorithms
ArticleAbstract: In this paper, we describe and implement two recursive filtering algorithms, the optimized particlePalabras claves:Optimized particle filter, Stochastic volatility models, Viterbi algorithmAutores:Aracelis Hernández, Luis Sánchez, Luna C., Saba Rafael InfanteFuentes:scopusSequential Monte Carlo Filters with Parameters Learning for Commodity Pricing Models
ArticleAbstract: In this article, an estimation methodology based on the sequential Monte Carlo algorithm is proposedPalabras claves:Commodities Pricess, Heston Model, Parameter Learning Algorithm, Schwartz Single-Factor Model, Stochastic ModelsAutores:Aracelis Hernández, Luis Sánchez, Marcano J., Saba Rafael InfanteFuentes:googlescopusTorque and drag analysis of a drill string using Sequential Monte Carlos methods
ArticleAbstract: In this work we propose a methodology based on sequential Monte Carlos techniques for the estimationPalabras claves:Directional drill string, ensemble Kalman filter, Torque and drag phenomenon, Unscented kalman filterAutores:Luis Sánchez, Miguel Lapo, Octavio ZorrillaFuentes:scopusVariational inference for the estimation of covid-19 mortality in portoviejo
ArticleAbstract: The severe acute respiratory syndrome pandemic by SARS-CoV-2 is caused, millions of confirmed casesPalabras claves:covid-19, No-U-Turn Sampler, Variational Inference Automatic DifferentiationAutores:Graciela Uzcanga, Luis Sánchez, Ortiz A., Ulbio C. DuránFuentes:scopus