Anderson Motta

Anderson Motta

Universidade Estadual de Campinas UNICAMP - São Paulo / Brazil
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5374643
State University of Campinas
person_outline Anderson Motta's MOST POPULAR ARTICLES
1-) Modelos de espaço de estado não-gaussianos e o modelo de volatilidade estocasticaACO Motta[sn], 200122001
2-) Detection of Patches of Outliers in Stochastic Volatility ProcessesACO Motta, LK HottaThe São Paulo Journal of Mathematical Sciences 8 (2), 169-191, 20142014
3-) INFLUENCE IN STOCHASTIC VOLATILITY MODELSACO Motta, LK HottaAdvances and Applications in Statistics 27 (1), 20122012
4-) Análise de outliers, quebras estruturais e influência em processos de volatilidade estocásticaACO Motta, LK Hotta2006
5-) Exact maximum likelihood and bayesian estimation of the stochastic volatility modelACO Motta, LK HottaBrazilian Review of Econometrics 23 (2), 183-226, 20032003