Carlos A. Abanto-Valle

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Bayesian approach for mixed effects state-space models under skewness and heavy tails Biometrical Journal	2024-08-29	Paper
A censored time series analysis for responses on the unit interval: an application to acid rain modeling Sankhyā. Series A	2024-03-04	Paper
Flexible robust mixture regression modeling	2022-07-26	Paper
Mixed effects state-space models with Student-t errors Journal of Statistical Computation and Simulation	2022-02-23	Paper
A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions Journal of Applied Statistics	2020-10-21	Paper
Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions Applied Stochastic Models in Business and Industry	2019-02-08	Paper
State space mixed models for binary responses with scale mixture of normal distributions links Computational Statistics and Data Analysis	2018-11-08	Paper
Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's \(t\)-distribution Statistics and Its Interface	2018-05-14	Paper
Bayesian inference for stochastic volatility models using the generalized skew-\(t\) distribution with applications to the Shenzhen Stock Exchange returns Statistics and Its Interface	2018-05-14	Paper
Quantile regression for censored mixed-effects models with applications to HIV studies Statistics and Its Interface	2018-05-08	Paper
Bayesian estimation of a skew-Student-\(t\) stochastic volatility model Methodology and Computing in Applied Probability	2015-09-23	Paper
Nonlinear regression models based on scale mixtures of skew-normal distributions Journal of the Korean Statistical Society	2014-09-25	Paper
A Bayesian approach to term structure modeling using heavy-tailed distributions Applied Stochastic Models in Business and Industry	2014-05-06	Paper
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions Computational Statistics and Data Analysis	2014-04-14	Paper
Stochastic volatility in mean models with heavy-tailed distributions Brazilian Journal of Probability and Statistics	2012-08-30	Paper
On estimation and local influence analysis for measurement errors models under heavy-tailed distributions Statistical Papers	2011-10-25	Paper
Bayesian modeling of financial returns: a relationship between volatility and trading volume Applied Stochastic Models in Business and Industry	2011-04-06	Paper
Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach Journal of Statistical Planning and Inference	2011-03-08	Paper
Nonlinear regression models based on scale mixtures of skew-normal distributions Journal of the Korean Statistical Society	2011-03-01	Paper

Research outcomes over time

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