7 citations · 32 across the 10 of their papers we have counts for
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math.ST2020★ 7 cited
Cointegration and unit root tests: A fully Bayesian approach
Marcio Alves Diniz, Carlos Alberto de Braganca Pereira, Julio Michael Stern
To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis one way to detect stochas…
math.ST2012
Bayesian Analysis of Simple Random Densities
Paulo C. Marques F., Carlos A. de B. Pereira
A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.