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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…
stat.AP2015★ 1 cited
A Hierarchical Dynamic Beta Regression Model of School Performance in the Brazilian Mathematical Olympiads for Public Schools
Alexandra M. Schmidt, Caroline P. de Moraes, Helio S. Migon
The Brazilian Mathematical Olympiads for Public Schools (OBMEP) is held every year since 2005. In the 2013 edition there were over 47,000 schools registered involving nearly 19.2 m…