3 citations · 4 across the 6 of their papers we have counts for
9 papers
Multiple repairable systems under dependent competing risks with nonparametric Frailty
Marco Pollo Almeida, Rafael Paixao, Pedro Ramos +3
The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted…
Bayesian influence diagnostics using normalizing functional Bregman divergence
Ian M Danilevicz, Ricardo S Ehlers
Ideally, any statistical inference should be robust to local influences. Although there are simple ways to check about leverage points in independent and linear problems, more comp…
A Conway-Maxwell-Poisson GARMA Model for Count Data
Ricardo S Ehlers
We propose a flexible model for count time series which has potential uses for both underdispersed and overdispersed data. The model is based on the Conway-Maxwell-Poisson (COM-Poi…
Stochastic Volatily Models using Hamiltonian Monte Carlo Methods and Stan
David S. Dias, Ricardo S. Ehlers
This paper presents a study using the Bayesian approach in stochastic volatility models for modeling financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose…
Zero Variance and Hamiltonian Monte Carlo Methods in GARCH Models
Rafael S. Paixão, Ricardo S. Ehlers
In this paper, we develop Bayesian Hamiltonian Monte Carlo methods for inference in asymmetric GARCH models under different distributions for the error term. We implemented Zero-va…
Objective Bayesian Analysis for the Lomax Distribution
Paulo Ferreira, Jhon Gonzales, Vera Tomazella +3
In this paper we propose to make Bayesian inferences for the parameters of the Lomax distribution using non-informative priors, namely the Jeffreys prior and the reference prior. W…