70 citations · 139 across the 22 of their papers we have counts for
4 papers · 1 filter
A two-step approach to production frontier estimation and the Matsuoka's distribution
Danilo Hiroshi Matsuoka, Guilherme Pumi, Hudson da Silva Torrent +1
In this work, we introduce a deterministic frontier model in which efficiency is governed by the Matsuoka distribution, a parsimonious one-parameter specification on design…
Bayesian Analysis of Beta Autoregressive Moving Average Models
Aline Foerster Grande, Guilherme Pumi, Gabriela Bettella Cybis
This work presents a Bayesian approach for the estimation of Beta Autoregressive Moving Average (ARMA) models. We discuss standard choice for the prior distributions and employ…
Mitigating the choice of the duration in DDMS models through a parametric link
Fernando Henrique de Paula e Silva Mendes, Douglas Eduardo Turatti, Guilherme Pumi
One of the most important hyper-parameters in duration-dependent Markov-switching (DDMS) models is the duration of the hidden states. Because there is currently no procedure for es…
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
Guilherme Pumi, Gladys Choque Ulloa, Taiane Schaedler Prass
Among the most important models for long-range dependent time series is the class of ARFIMA (Autoregressive Fractionally Integrated Moving Average) models. Estimating the…