4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.CO2020★ 4 cited
varstan: An R package for Bayesian analysis of structured time series models with Stan
Izhar Asael Alonzo Matamoros, Cristian Andres Cruz Torres
varstan is an \proglang{R} package for Bayesian analysis of time series models using \proglang{Stan}. The package offers a dynamic way to choose a model, define priors in a wide ra…
stat.AP2019
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…