Modelos de espaço de estados não Gaussianos: distribuições de caudas pesadas
=== This thesis contains three papers that expand the knowledge about a new family of state space model proposed by Santos et al. (2010) called non-Gaussian state space model (NGSSM). This family of models is very interesting because, besides containing a significant set of probability distribution...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Minas Gerais
2012
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| Online Access: | http://hdl.handle.net/1843/BUOS-978HAV |