On some properties of Markov chain Monte Carlo simulation methods based on the particle filter MK Pitt, R dos Santos Silva, P Giordani, R Kohn Journal of Econometrics 171 (2), 134-151, 2012 | 376 | 2012 |
Copula, marginal distributions and model selection: a Bayesian note RS Silva, HF Lopes Statistics and Computing 18, 313-320, 2008 | 134 | 2008 |
Bayesian ratemaking procedure of crop insurance contracts with skewed distribution VA Ozaki, RS Silva Journal of Applied Statistics 36 (4), 443-452, 2009 | 48 | 2009 |
Auxiliary particle filtering within adaptive Metropolis-Hastings sampling M Pitt, R Silva, P Giordani, R Kohn arXiv preprint arXiv:1006.1914, 2010 | 45 | 2010 |
The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models RS Silva, HF Lopes, HS Migon Brazilian Journal of Probability and Statistics, 67-91, 2006 | 37 | 2006 |
Modeling volatility using state space models with heavy tailed distributions FM de Pinho, GC Franco, RS Silva Mathematics and Computers in Simulation 119, 108-127, 2016 | 20 | 2016 |
Dynamic Bayesian models for discrete-valued time series D Gamerman, CA Abanto-Valle, RS Silva, TG Martins, R Davis, S Holan, ... Handbook of discrete-valued time series, 165-186, 2015 | 14 | 2015 |
Particle filtering within adaptive Metropolis Hastings sampling R Silva, P Giordani, R Kohn, M Pitt arXiv preprint arXiv:0911.0230, 2009 | 12 | 2009 |
A copula based approach to adaptive sampling R Silva, R Kohn, P Giordani, X Mun arXiv preprint arXiv:1002.4775, 2010 | 6 | 2010 |
Bayesian quantile stochastic frontier models AH Arroyo, RS SILVA, HS MIGON Journal of Econometrics and Statistics 3 (2), 157-184, 2023 | | 2023 |
Study of Concrete Reinforcement with the Addition of Pozolanica against the Penetration of Chlorites through Electrochemical Impedance Spectroscopy AO Domínguez, RD Toledo Filho, JACP Gomes, R dos Santos Silva, ... | | 2023 |
Estimating the efficiency of Brazilian electricity distribution utilities MG L. Nascimento, RS Silva, MJ Mendonça, AO Pereira Jr Journal of Applied Statistics 49 (8), 2157-2166, 2022 | | 2022 |