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math.ST2014★ 37 cited
Bayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey
Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano
This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH models. The advantages and drawbacks of each proce…
math.ST2013★ 1 cited
The Mahalanobis distance for functional data with applications to classification
Esdras Joseph, Pedro Galeano, Rosa E. Lillo
This paper presents a general notion of Mahalanobis distance for functional data that extends the classical multivariate concept to situations where the observed data are points be…