The following pages link to Hedibert Freitas Lopes (Q285843):
Displaying 47 items.
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- (Q367540) (redirect page) (← links)
- The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (Q367542) (← links)
- Bayesian statistics with a smile: a resampling-sampling perspective (Q447977) (← links)
- Expected posterior priors in factor analysis (Q732651) (← links)
- A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
- Sequential parameter learning and filtering in structured autoregressive state-space models (Q746251) (← links)
- Generalized spatial dynamic factor models (Q901501) (← links)
- Particle learning and smoothing (Q903317) (← links)
- Data driven estimates for mixtures (Q957036) (← links)
- Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Hyperparameter estimation in forecast models. (Q1285504) (← links)
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Bayesian hypothesis testing: redux (Q2330485) (← links)
- Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models (Q2428748) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Spatial dynamic factor analysis (Q2634544) (← links)
- Particle learning for general mixtures (Q2635224) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors (Q3079075) (← links)
- Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors (Q3391190) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743) (← links)
- Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach (Q3571984) (← links)
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
- (Q4461333) (← links)
- On the Long-Run Volatility of Stocks (Q4559692) (← links)
- Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan (Q4620241) (← links)
- Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model (Q4904719) (← links)
- (Q5045597) (← links)
- Treatment Effects: A Bayesian Perspective (Q5080437) (← links)
- Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
- Book Reviews (Q5256429) (← links)
- Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns (Q5374580) (← links)
- Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer (Q5374583) (← links)
- Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301) (← links)
- (Q5480569) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian generalizations of the integer-valued autoregressive model (Q5861255) (← links)
- Particle Learning for Fat-Tailed Distributions (Q5864517) (← links)
- Comment on article by Hoff (Q5972113) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
- Deep learning models for inflation forecasting (Q6581505) (← links)
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments (Q6623181) (← links)
- Modeling sea-level processes on the U.S. Atlantic Coast (Q6626149) (← links)