Listagem FGV EPGE - Seminários de Pesquisa Econômica por Assunto "Processo estocástico"

Itens para a visualização no momento 1-2 of 2

    • Modelos dinâmicos e simulação estocástica 

      Gamerman, Dani
      1996-09-05
      This paper presents new methodology for making Bayesian inference about dy~ o!s for exponential famiIy observations. The approach is simulation-based _~t> use of ~vlarkov chain Monte Carlo techniques. A yletropolis-Hastings ...

    • Spectral properties of temporally aggregated long memory processes 

      Souza, Leonardo Rocha
      2003-10-23
      This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...