Esther Salazar

Duke University

Research Assistant Professor

Durham, NC 27708

United States

http://www.duke.edu/~es145

Universidade Federal do Rio de Janeiro (UFRJ)

Rua General Canabarro, 706

terreo - Bairro Maracana

20271-201 - Rio de Janeiro, RJ, 23890000

Brazil

SCHOLARLY PAPERS

2

DOWNLOADS

12

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

Bayesian Model Uncertainty in Smooth Transition Autoregressions

Journal of Time Series Analysis, Vol. 27, No. 1, pp. 99-117, January 2006
Number of pages: 19 Posted: 21 Feb 2006
Hedibert F. Lopes and Esther Salazar
University of Chicago - Booth School of Business and Duke University
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Abstract:

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Markov Chain Monte Carlo, nonlinear time-series model, model selection, reversible jump MCMC; deviance information criterion

2.

Temporal Aggregation of Lognormal AR Processes

Journal of Time Series Analysis, Vol. 32, Issue 6, pp. 661-671, 2011
Number of pages: 11 Posted: 13 Oct 2011
Esther Salazar and Marco A. R. Ferreira
Duke University and affiliation not provided to SSRN
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Abstract:

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Autoregressive processes, lognormal distributions, L p norm, multiscale time series, temporal aggregation