The multifractal model has demonstrated properly how to measure the complexity within economic systems when describing a time series with a spectrum; this tool offers the possibility to study local regularity for prior and after market crash detections. The main goal of this work is to show...

In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed...

In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed...

Este artículo presenta una colección de funciones computacionales que son utilizadas en la implementación de un análisis bayesiano exhaustivo para la diferencia de dos proporciones. Con este fin, se discute la estimación puntual, la estimación mediante intervalos de credibilidad y la...