Publications

Filters: First Letter Of Last Name is A and Author is Abanto-Valle, Carlos A  [Clear All Filters]
Journal Article
Leão, William L., Carlos A. Abanto-Valle, and Ming-Hui Chen. "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.
Abanto-Valle, Carlos A., Roland Langrock, Ming-Hui Chen, and Michel V. Cardoso. "Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions." Appl Stoch Models Bus Ind 33, no. 4 (2017): 394-408.
Lachos, Victor H., Ming-Hui Chen, Carlos A. Abanto-Valle, and Caio L. N. Azevedo. "Quantile regression for censored mixed-effects models with applications to HIV studies." Stat Interface 8, no. 2 (2015): 203-215.