Diferenças
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| Ambos lados da revisão anteriorRevisão anteriorPróxima revisão | Revisão anterior | ||
| projetos:ehlers:par [2007/09/07 11:17] – ehlers | projetos:ehlers:par [2009/03/19 15:14] (atual) – ehlers | ||
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| Linha 1: | Linha 1: | ||
| - | === Resumo | + | === Abstract |
| In this project we study problems of inference and forecasting in autoregressive models with periodic correlation from a Bayesian perspective. Normality and unimodality assumptions are rarely verified in practice and the usual approach is to try Box-Cox transformations to obtain approximate normality and stabilize the periodic variance. More recently, mixture models were developed to take into account asymmetry and multimodality. | In this project we study problems of inference and forecasting in autoregressive models with periodic correlation from a Bayesian perspective. Normality and unimodality assumptions are rarely verified in practice and the usual approach is to try Box-Cox transformations to obtain approximate normality and stabilize the periodic variance. More recently, mixture models were developed to take into account asymmetry and multimodality. | ||
| === Participants === | === Participants === | ||
| - | - [[pessoais: | + | - [[pessoais: |
| - | - Marinho Gomes de Andrade | + | - Marinho Gomes de Andrade |
| === Some references === | === Some references === | ||
