1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.AP2020★ 1 cited
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…
stat.CO2017
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…