Mauricio Zevallos

Publication Activity (10 Years)

Years Active: 2013-2017
Publications (10 Years): 1

Top Topics

Distance Estimation

Prediction Model

Top Venues

Commun. Stat. Simul. Comput.

Comput. Stat. Data Anal.

Publications

Mauricio Zevallos, Loretta Gasco, Ricardo S. Ehlers
Riemann manifold Langevin methods on stochastic volatility estimation. Commun. Stat. Simul. Comput. 46 (10) (2017)
Ricardo S. Ehlers, Mauricio Zevallos
Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA. Commun. Stat. Simul. Comput. 44 (3) (2015)
Mauricio Zevallos, Wilfredo Palma
Minimum distance estimation of ARFIMA processes. Comput. Stat. Data Anal. 58 (2013)