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Publications by Tatiana Miazhynskaia

A Comparison of Bayesian Model Selection Based on McMc With an Application to GARCH-type Models

Statistical Papers

English

Uncertainty in Value-At-Risk Estimates Under Parametric and Non-Parametric Modeling

SSRN Electronic Journal

English

Related publications

McMc Bayesian Estimation in FIEGARCH Models

Communications in Statistics Part B: Simulation and Computation

English

Reversible Jump McMc Method for Hierarchical Bayesian Model Selection in Moving Average Model

International Journal of GEOMATE

Geotechnical Engineering

Engineering Geology

Environmental Engineering

English

McMc Implementation of the Optimal Bayesian Classifier for Non-Gaussian Models: Model-Based RNA-Seq Classification

BMC Bioinformatics

Applied Mathematics

Computer Science Applications

Structural Biology

Molecular Biology

English

A Bayesian Approach to Sparse Model Selection in Statistical Shape Models

SIAM Journal on Imaging Sciences

Applied Mathematics

English

Model Selection on Tourism Forecasting: A Comparison Between Bayesian Model Averaging and Lasso

African Journal of Business Management

English

Support Vector Regression Based GARCH Model With Application to Forecasting Volatility of Financial Returns

SSRN Electronic Journal

English

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal

English

Stability of Nonlinear Stochastic Recursions With Application to Nonlinear AR-GARCH Models

Advances in Applied Probability

Applied Mathematics

English

Bayesian Estimation of the GARCH(1,1) Model With Student-T Innovations

Numerical Analysis

English