Baysian Analysis
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1. Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas. / Bayesian Analysis of the dynamic factorial models for a time series vector using elliptical distribuitions.
The factor analysis is an important statistical tool that has wide practical applications and it explains the correlation among a large number of observable variables in terms of a small number of unobservable variables, known as latent variables. The proposal of this work is the Bayesian analysis, which incorporates the information we have concerning the pa
Publicado em: 2008