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Título del libro: Ozone Depletion, Chemistry And Impacts
Título del capítulo: Bivariate stochastic volatility models applied to Mexico City ozone pollution data

Autores UNAM:
ELIANE REGINA RODRIGUES;
Autores externos:

Idioma:
Inglés
Año de publicación:
2009
Resumen:

In this paper, we consider recently introduced bivariate stochastic volatility models commonly used to analyse financial time series, to study problems related to air pollution data. Such models are used here to estimate the volatility of weekly averaged ozone measurements taking into account two different sets of data provided by the monitoring network of Mexico City. A Bayesian analysis is developed using Markov Chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distributions and perform the estimates of interest. © 2008 Nova Science Publishers, Inc. All rights reserved.


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