引用次数
引用: 676
H-指数: 8
I10-指数 : 8
出版物: 19
Dynamic Bayesian models for discrete-valued time series
Dani Gamerman , Carlos A Abanto-Valle , Ralph S Silva , Thiago G Martins
Handbook of discrete-valued time series 165 -186
13
2015
The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models
Ralph S Silva , Hedibert F Lopes , Helio S Migon
Brazilian Journal of Probability and Statistics 67 -91
37
2006
Estimating the efficiency of Brazilian electricity distribution utilities
Marcus Gerardus L. Nascimento , Ralph S Silva , Mario Jorge Mendonça , Amaro Olimpio Pereira Jr
Journal of Applied Statistics 49 ( 8) 2157 -2166
2022
ECONOMETRIA CL ASSICA E BAYESIANA
Ralph S Silva
2013
Copula mixture: a Bayesian approach
Ralph S Silva , Hedibert F Lopes
Working paper
2
2006
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
Michael K. Pitt , Ralph dos Santos Silva , Paolo Giordani , Robert Kohn
Journal of Econometrics 171 ( 2) 134 -151
341
2012
Copula, marginal distributions and model selection: a Bayesian note
Ralph dos Santos Silva , Hedibert Freitas Lopes
Statistics and Computing 18 313 -320
118
2008
Study of Concrete Reinforcement with the Addition of Pozolanica against the Penetration of Chlorites through Electrochemical Impedance Spectroscopy
Anilé Ossorio Domínguez , Romildo Dias Toledo Filho , José Antônio da Cunha Ponciano Gomes , Ralph dos Santos Silva
Preprints
2023
Modelos bayesianos de longa dependência com erros hiperbólicos generalizados
Ralph dos Santos Silva
Universidade Federal do Rio de Janeiro
2003
Bayesian Quantile Stochastic Frontier Models
Angel Arroyo Hinostroza , Ralph dos Santos Silva , Helio dos Santos Migon
Análise de Séries Temporais
Ralph dos Santos Silva
Técnicas de Amostragem
Ralph dos Santos Silva
Modelos Bayesianos Assimétricos
Ralph dos Santos Silva
ESTATÍSTICA COMPUTACIONAL
Ralph dos Santos Silva
Modeling volatility using state space models with heavy tailed distributions
Frank M. de Pinho , Glaura C. Franco , Ralph S. Silva
Mathematics and Computers in Simulation 119 108 -127
11
2016
Bayesian ratemaking procedure of crop insurance contracts with skewed distribution
Vitor A. Ozaki , Ralph S. Silva
Journal of Applied Statistics 36 ( 4) 443 -452
21
2009
Auxiliary particle filtering within adaptive Metropolis-Hastings sampling
Michael Pitt , Ralph Silva , Paolo Giordani , Robert Kohn
arXiv preprint arXiv:1006.1914
48
2010
Particle filtering within adaptive Metropolis Hastings sampling
Ralph Silva , Paolo Giordani , Robert Kohn , Mike Pitt
arXiv preprint arXiv:0911.0230
10
2009
A copula based approach to adaptive sampling
Ralph Silva , Robert Kohn , Paolo Giordani , Xiuyan Mun
arXiv preprint arXiv:1002.4775
5
2010