Publications
Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution." Stat Interface 10 (2017): 529-541.
"Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions." Appl Stoch Models Bus Ind 33, no. 4 (2017): 394-408.
"Quantile regression for censored mixed-effects models with applications to HIV studies." Stat Interface 8, no. 2 (2015): 203-215.
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