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Carlos Antonio Abanto-Valle
Carlos Antonio Abanto-Valle
Federal University of Rio de Janeiro
Подтвержден адрес электронной почты в домене im.ufrj.br
Название
Процитировано
Процитировано
Год
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
CA Abanto-Valle, D Bandyopadhyay, VH Lachos, I Enriquez
Computational Statistics & Data Analysis 54 (12), 2883-2898, 2010
1002010
Bayesian estimation of a skew-student-t stochastic volatility model
CA Abanto-Valle, VH Lachos, DK Dey
Methodology and Computing in Applied Probability 17, 721-738, 2015
522015
Linear mixed models for skew‐normal/independent bivariate responses with an application to periodontal disease
D Bandyopadhyay, VH Lachos, CA Abanto‐Valle, P Ghosh
Statistics in Medicine 29 (25), 2643-2655, 2010
422010
On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
VH Lachos, T Angolini, CA Abanto-Valle
Statistical Papers 52, 567-590, 2011
352011
Nonlinear regression models based on scale mixtures of skew-normal distributions
AM Garay, VH Lachos, CA Abanto-Valle
Journal of the Korean Statistical Society 40 (1), 115-124, 2011
342011
Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach
CA Abanto-Valle, HS Migon, VH Lachos
Journal of Statistical Planning and Inference 141 (5), 1875-1887, 2011
262011
State space mixed models for binary responses with scale mixture of normal distributions links
CA Abanto-Valle, DK Dey
Computational Statistics & Data Analysis 71, 274-287, 2014
232014
Quantile regression for censored mixed-effects models with applications to HIV studies
VH Lachos, MH Chen, CA Abanto-Valle, CLN Azevedo
Statistics and its interface 8 (2), 203, 2015
202015
Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution
WL Leão, CA Abanto-Valle, MH Chen
Statistics and its Interface 10, 529, 2017
172017
Bayesian modeling of financial returns: A relationship between volatility and trading volume
CA Abanto‐Valle, HS Migon, HF Lopes
Applied Stochastic Models in Business and Industry 26 (2), 172-193, 2010
172010
Stochastic volatility in mean models with heavy-tailed distributions
CA Abanto-Valle, HS Migon, VH Lachos
162012
Dynamic Bayesian models for discrete-valued time series
D Gamerman, CA Abanto-Valle, RS Silva, TG Martins, RA Davis, ...
Handbook of discrete-valued time series, 165-186, 2015
132015
A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions
VH Lachos, CRB Cabral, CA Abanto-Valle
Journal of Applied Statistics 39 (3), 531-549, 2012
112012
Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions
CA Abanto‐Valle, R Langrock, MH Chen, MV Cardoso
Applied Stochastic Models in Business and Industry 33 (4), 394-408, 2017
102017
Binary state space mixed models with flexible link functions: a case study on deep brain stimulation on attention reaction time
CA Abanto-Valle, DK Dey, X Jiang
Statistics and its Interface 8 (2), 187-194, 2015
82015
Stock return volatility, heavy tails, skewness and trading volume: A Bayesian approach
CA Abanto-Valle, DK Dey, VH Lachos
Federal University of Rio de Janeiro Working Paper. p1-29, 2014
82014
Bayesian inference for stochastic volatility models using the generalized skew- distribution with applications to the Shenzhen Stock Exchange returns
CA Abanto-Valle, C Wang, X Wang, FX Wang, MH Chen
Statistics and its Interface 7 (4), 487-502, 2014
72014
State space mixed models for binary responses with skewed inverse links using JAGS
CA Abanto-Valle, JL Bazán, AC Smith
Instituto de Matemática da UFRJ, Departamento de métodos estatísticos, 2014
62014
A Bayesian approach to term structure modeling using heavy‐tailed distributions
CA Abanto‐Valle, VH Lachos, P Ghosh
Applied stochastic models in business and industry 28 (5), 430-447, 2012
52012
Stochastic volatility in mean: Empirical evidence from Latin-american stock markets using Hamiltonian monte Carlo and Riemann manifold Hmc methods
CA Abanto-Valle, G Rodríguez, HB Garrafa-Aragón
The Quarterly Review of Economics and Finance 80, 272-286, 2021
42021
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