Browsing FGV EPGE - Seminários de Pesquisa Econômica by Title "Modelos dinâmicos e simulação estocástica"

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    • 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 ...