Now showing items 1-2 of 2
Bayesian analysis of multivariate stochastic volatility and dynamic models
(University of Missouri--Columbia, 2006)
We consider a multivariate regression model with time varying volatilities in the error term. The time varying volatility for each component of the error is of unknown nature, may be deterministic or stochastic. We propose ...
Topics in objective bayesian methodology and spatio-temporal models
(University of Missouri--Columbia, 2008)
[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT REQUEST OF AUTHOR.] Three distinct but related topics contribute my work in objective Bayesian methodology and spatio-temporal models. This dissertation starts with the ...