CV Lattes
Universidade de São Paulo (USP). Instituto de Ciências Matemáticas e de Computação (ICMC) (Institutional affiliation from the last research proposal) Birthplace: Brazil
graduation at Bacharelado em Estatística from Universidade Federal de São Carlos (1995) and master's at Computer Science from Universidade de São Paulo (2001). Has experience in Probability and Statistics, focusing on Probability and Statistics, acting on the following subjects: inferência estatística, regressão linear simples, estatística descritiva, séries temporais and modelagem matemática. (Source: Lattes Curriculum)
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In this work a sequence of procedures are described to estimate parameters, to select order and to forecast the Autoregressive Conditional Heteroskedasticity ARCH(p) and the generalized ARCH, GARCH(p,q) models. The estimates are obtained by using both classical maximum likelihood method and Bayesian inference approach jointly with simulation of Monte Carlo Markov Chain (MCMC). In the Baye…
| 1 / 1 | Completed scholarships in Brazil |
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