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Modelos de sobrevivência bivariados baseados na cópula PVF
(Universidade Federal de São Carlos, 2020-03-13)
An alternative developed to study associations among multivariate survival times is the use of
models based on copula functions.
In this work, we use the survival model derived from the PVF copula, based on the Power
Variance ...
Bayesian inference for term structure models
(Universidade Federal de São Carlos, 2022-06-09)
We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and
dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are
specified as state space time series. The ...