4 citations · 9 across the 8 of their papers we have counts for
3 papers · 1 filter
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…