ListarGI-MODES - Artigos por tema "Bayesian inference"
Mostrando ítems 1-2 de 2
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Bayesian estimation of the Gaussian mixture GARCH model
(Elsevier, 2007)Bayesian inference and prediction for a generalized autoregressive conditional heteroskedastic (GARCH) model where the innovations are assumed to follow a mixture of two Gaussian distributions is performed. The mixture ... -
Bayesian prediction of the transient behaviour and busy period in short and long-tailed GI/G/1 queueing systems
(Elsevier, 2007)Bayesian inference for the transient behavior and duration of a busy period in a single server queueing system with general, unknown distributions for the interarrival and service times is investigated. Both the interarrival ...