Hedibert Freitas Lopes

Available identifiers

zbMath Open lopes.hedibert-freitasMaRDI QIDQ285843

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5045597	2022-11-06	Paper
Parsimony inducing priors for large scale state-space models	2022-07-15	Paper
Particle Learning for Fat-Tailed Distributions	2022-06-07	Paper
Treatment Effects: A Bayesian Perspective	2022-05-31	Paper
Bayesian Instrumental Variables: Priors and Likelihoods	2022-05-31	Paper
Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors	2022-03-28	Paper
Particle learning for Bayesian semi-parametric stochastic volatility model	2022-03-04	Paper
Bayesian generalizations of the integer-valued autoregressive model	2022-03-04	Paper
The illusion of the illusion of sparsity: an exercise in prior sensitivity	2022-02-21	Paper
Bayesian hypothesis testing: redux	2019-10-22	Paper
Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan	2019-02-08	Paper
On the Long-Run Volatility of Stocks	2018-12-04	Paper
Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns	2018-09-14	Paper
Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer	2018-09-14	Paper
Time-varying extreme pattern with dynamic models	2016-05-19	Paper
Spatial dynamic factor analysis	2016-02-16	Paper
Particle learning for general mixtures	2016-02-11	Paper
Comment on article by Hoff	2016-02-08	Paper
Generalized spatial dynamic factor models	2016-01-12	Paper
Particle learning and smoothing	2016-01-05	Paper
A semiparametric Bayesian approach to extreme value estimation	2015-10-16	Paper
Sequential parameter learning and filtering in structured autoregressive state-space models	2015-10-16	Paper
Book Reviews	2015-06-17	Paper
Time-varying joint distribution through copulas	2014-04-14	Paper
The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models	2013-09-16	Paper
Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model	2013-01-31	Paper
Bayesian statistics with a smile: a resampling-sampling perspective	2012-08-30	Paper
Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models	2012-04-20	Paper
Particle filters and Bayesian inference in financial econometrics	2011-07-27	Paper
Bayesian modeling of financial returns: A relationship between volatility and trading volume	2011-04-06	Paper
Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors	2011-03-01	Paper
Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach	2010-06-30	Paper
Expected posterior priors in factor analysis	2009-10-11	Paper
Simulation-based sequential analysis of Markov switching stochastic volatility models	2009-05-29	Paper
BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION	2009-03-17	Paper
Data driven estimates for mixtures	2008-11-26	Paper
Factor stochastic volatility with time varying loadings and Markov switching regimes	2007-07-23	Paper
Bayesian Model Uncertainty In Smooth Transition Autoregressions	2007-05-29	Paper
Bayesian analysis of extreme events with threshold estimation	2007-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5480569	2006-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q4461333	2004-03-30	Paper
Hyperparameter estimation in forecast models.	1999-04-28	Paper

Research outcomes over time

Doctoral students

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