4 citations · 9 across the 8 of their papers we have counts for
9 papers
BayesMortalityPlus: A package in R for Bayesian graduation of mortality modelling
Lucas M. F. Silva, Luiz F. V. Figueiredo, Viviana G. R. Lobo +2
The BayesMortalityPlus package provides a framework for modelling and predicting mortality data. The package includes tools for the construction of life tables based on Heligman-Po…
Lapse risk modelling in insurance: a Bayesian mixture approach
Viviana G. R. Lobo, Thais C. O. Fonseca, Mariane B. Alves
This paper focuses on modelling surrender time for policyholders in the context of life insurance. In this setup, a large lapse rate at the first months of a contract is often obse…
Dynamical non-Gaussian modelling of spatial processes
Thaís C. O. da Fonseca, Viviana G. R. Lobo, Alexandra M. Schmidt
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time m…
Dynamic clustering of time series data
Victhor S. Sartório, Thaís C. O. Fonseca
We propose a new method for clustering multivariate time-series data based on Dynamic Linear Models. Whereas usual time-series clustering methods obtain static membership parameter…
The effects of degrees of freedom estimation in the Asymmetric GARCH model with Student-t Innovations
T. C. O. Fonseca, V. S. Cerqueira, H. S. Migon +1
This work investigates the effects of using the independent Jeffreys prior for the degrees of freedom parameter of a Student-t model in the asymmetric generalised autoregressive co…
Space-time calibration of wind speed forecasts from regional climate models
Luiz E. S. Gomes, Thaís C. O. Fonseca, Kelly C. M. Gonçalves +1
Numerical weather predictions (NWP) are systematically subject to errors due to the deterministic solutions used by numerical models to simulate the atmosphere. Statistical postpro…
Reference Bayesian analysis for hierarchical models
Thaís C. O. Fonseca, Helio S. Migon, Heudson Mirandola
This paper proposes an alternative approach for constructing invariant Jeffreys prior distributions tailored for hierarchical or multilevel models. In particular, our proposal is b…
Bayesian cross-validation of geostatistical models
Viviana G R Lobo, Thaís C O da Fonseca, Fernando A S Moura
The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set…
Bayesian covariance modeling of multivariate spatial random fields
Rafael S. Erbisti, Thais C. O. Fonseca, Mariane B. Alves
In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for s…