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20132022
most citedAmazon Forest Fires Between 2001 and 2006 and Birth Weight in Porto Velho

25 citations · 32 across the 4 of their papers we have counts for

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math.ST2019★ 7 cited

Seasonal FIEGARCH Processes

Sílvia Regina Costa Lopes, Taiane Schaedler Prass

Here we develop the theory of seasonal FIEGARCH processes, denoted by SFIEGARCH, establishing conditions for the existence, the invertibility, the stationarity and the ergodicity o…

math.ST2013

MCMC Bayesian Estimation in FIEGARCH Models

Taiane S. Prass, Sílvia R. C. Lopes, Jorge A. Achcar

Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte Carlo (MCMC) methods is…