Carlos A. Abanto-Valle

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Person:447981

Available identifiers

zbMath Open abanto-valle.carlos-antonioMaRDI QIDQ447981

List of research outcomes

PublicationDate of PublicationType
A censored time series analysis for responses on the unit interval: an application to acid rain modeling2024-03-04Paper
https://portal.mardi4nfdi.de/entity/Q50933632022-07-26Paper
Mixed effects state-space models with Student-t errors2022-02-23Paper
A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions2020-10-21Paper
Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions2019-02-08Paper
State space mixed models for binary responses with scale mixture of normal distributions links2018-11-08Paper
Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's \(t\)-distribution2018-05-14Paper
Bayesian inference for stochastic volatility models using the generalized skew-\(t\) distribution with applications to the Shenzhen Stock Exchange returns2018-05-14Paper
Quantile regression for censored mixed-effects models with applications to HIV studies2018-05-08Paper
Bayesian estimation of a skew-Student-\(t\) stochastic volatility model2015-09-23Paper
Nonlinear regression models based on scale mixtures of skew-normal distributions2014-09-25Paper
A Bayesian approach to term structure modeling using heavy‐tailed distributions2014-05-06Paper
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions2014-04-14Paper
Stochastic volatility in mean models with heavy-tailed distributions2012-08-30Paper
On estimation and local influence analysis for measurement errors models under heavy-tailed distributions2011-10-25Paper
Bayesian modeling of financial returns: A relationship between volatility and trading volume2011-04-06Paper
Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach2011-03-08Paper
Nonlinear regression models based on scale mixtures of skew-normal distributions2011-03-01Paper

Research outcomes over time


Doctoral students

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