Carlos Antonio Abanto-Valle
Instituição:
Universidade Federal do Rio de Janeiro
Centro:
Centro de Ciências Matemáticas e da Natureza
Unidade:
Instituto de Matemática
Departamento:
Departamento de Métodos Estatísticos/I Mat
Formação:
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University of Connecticut
| Pós-Doutorado | 2012 - 2013
-
Universidade Federal do Rio de Janeiro
Estatística | Doutorado | 2002 - 2005
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Universidade Federal do Rio de Janeiro
Estatística | Mestrado | 1996 - 1998
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Universidad Nacional de Ingeniería
Graduação Em Estatística | Graduação | 1986 - 1991
Laboratórios:
Nenhum laboratório cadastrado
Nuvens de Palavras:
Artigos:
(100.00% artigos com DOI)
| Titulo | DOI | Ano |
|---|---|---|
| Flexible Robust Mixture Regression Modeling | 10.57805/revstat.v20i1.365 | 2022 |
| Stochastic Volatility in Mean: Empirical Evidence from Latin-American Stock Markets using Hamiltonian Monte Carlo and Riemann Manifold HMC Methods | 10.1016/j.qref.2021.02.005 | 2021 |
| Mixed effects state-space models with Student- errors | 10.1080/00949655.2020.1797737 | 2020 |
| Multivariate Spatial IV Regression | 10.12660/bre.v38n22018.74235 | 2019 |
| Threshold Stochastic Volatility Models with Heavy Tails: A Bayesian Approach | 10.18800/economia.201901.002 | 2019 |
| Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions | 10.1002/asmb.2246 | 2017 |
| Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student?s t-distribution | 10.4310/sii.2017.v10.n4.a1 | 2017 |
| Binary state space mixed models with flexible link functions: a case study on deep brain stimulation on attention reaction time | 10.4310/SII.2015.v8.n2.a6 | 2015 |
| Quantile regression for censored mixed-effects models with applications to HIV studies | 10.4310/sii.2015.v8.n2.a8 | 2015 |
| Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model | 10.1007/s11009-013-9389-9 | 2015 |
| State space mixed models for binary responses with scale mixture of normal distributions links | 10.1016/j.csda.2013.01.009 | 2014 |
| Bayesian inference for stochastic volatility models using the generalized skew-$t$ distribution with applications to the Shenzhen Stock Exchange returns | 10.4310/SII.2014.v7.n4.a6 | 2014 |
| A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions | 10.1080/02664763.2011.603292 | 2012 |
| Stochastic volatility in mean models with heavy-tailed distributions | 10.1214/11-BJPS169 | 2012 |
| A Bayesian approach to term structure modeling using heavy-tailed distributions | 10.1002/asmb.920 | 2012 |
| Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach | 10.1016/j.jspi.2010.11.039 | 2011 |
| Nonlinear regression models based on scale mixtures of skew-normal distributions | 10.1016/j.jkss.2010.08.003 | 2011 |
| On estimation and local influence analysis for measurement errors models under heavy-tailed distributions | 10.1007/s00362-009-0270-4 | 2011 |
| Robust Bayesian Analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions | 10.1016/j.csda.2009.06.011 | 2010 |
| Bayesian modeling of financial returns: A relationship between volatility and trading volume | 10.1002/asmb.789 | 2010 |
| Linear mixed models for skew-normal/independent bivariate responses with an application to periodontal disease | 10.1002/sim.4031 | 2010 |
Eventos:
(0.00% eventos com DOI)