Dias D.S. and Ehlers, R.S. Stochastic Volatily Models using Hamiltonian Monte Carlo Methods and Stan. Arxiv
Danilevicz, I.M. and Ehlers, R.S. BDSAR: a new package on Bregman divergence for Bayesian simultaneous autoregressive models. Arxiv
Ehlers, R.S. A Conway-Maxwell-Poisson GARMA Model for Count Time Series Data. Arxiv
Ehlers, R.S. A New Class of Skewed Bimodal Distributions. Arxiv
Ferreira, P.H., Ramos, E., Ramos, P.L., Gonzales, J.F.B., Tomazella, V.L.D., Ehlers, R.S., Silva, E.B. and Louzada F. (2019) Objective Bayesian Analysis for the Lomax Distribution. Statistics and Probability Letters. DOI
Shimizu, T.K.O., Louzada, F., Suzuki, A.K., Ehlers, R.S. (2018) Modeling Compositional Regression with Uncorrelated and Correlated Errors: a Bayesian approach. Journal of Data Science. Arxiv
Zevallos, M., Gasco, L. and Ehlers, R.S. (2017) Riemann Manifold Langevin Methods on Stochastic Volatility Estimation. Communications in Statistics: Simulation and Computation. Vol. 46, issue 10, pages 7942-7956. DOI Arxiv eprint
Gusmão, F.R.S., Tomazella, V.L.D. and Ehlers, R.S. (2017) Bayesian Estimation of the Kumaraswamy Inverse Weibull Distribution. Journal of Statistical Theory and Applications. Vol. 16, issue 2, pages 248-260. Full text
Hartmann, M. and Ehlers, R.S. (2017) Bayesian Inference for Generalized Extreme Value Distributions via Hamiltonian Monte Carlo. Communications in Statistics: Simulation and Computation. Vol. 46, issue 7, pages 5285-5302. Arxiv DOI R Code eprint
Messias, V.R., Estrella, J.C., Ehlers, R.S., Santana, M.J., Santana, R.C. and Reiff-Marganiec, S. (2016) Combining Time Series Prediction Models Using Genetic Algorithm to Auto-scaling Web Applications Hosted in the Cloud Infrastructure Neural Computing and Applications. Vol. 27, issue 8, pages 2383-2406. DOI Citations
Andrade, B.S., Andrade, M.G. and Ehlers, R.S. (2015) Bayesian GARMA Models for Count Data. Communications in Statistics: Case Studies, Data Analysis and Applications. Volume 1, Issue 4, pages 192-205.DOI eprint Citations
Messias, V.R., Estrella, J.C. and Ehlers, R.S. (2015) Optimal cloud resource allocation by means of the analytic hierarchy process. Proceedings of the XLI Latin American Computing Conference. DOI Citations
Messias, V.R., Estrella, J.C. and Ehlers, R.S. (2015) Efficient Resource Allocation for Web Applications Hosted in the Cloud by means of Weighted Multi-objective Linear Programming. Proceedings of the 21st Brazilian Symposium on Multimedia and the Web, pages 54-67. DOI Citations
Ehlers, R.S. (2015) A Study of Skewed Heavy-tailed Distributions as Scale Mixtures. American Journal of Mathematical and Management Sciences. Volume 34, Issue 1, pages 40-66. DOI eprint
da Paz, R.F., Bazán, J.L. and Ehlers, R.S. (2015) A Weibull Mixture Model for the Votes of a Brazilian Political Party. Springer Proceedings in Mathematics & Statistics, Volume 118, pages 229-241. DOI Citations
Ehlers, R.S. and Zevallos, M.H. (2015) Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA. Communications in Statistics: Simulation and Computation, vol. 44, issue 3, 683-693. DOI eprint
Fioruci, J.A., Ehlers, R.S. and Andrade, M.G. (2014) Bayesian Multivariate GARCH Models with Dynamic Correlations and Asymmetric Error Distributions. Journal of Applied Statistics, vol. 41, issue 2, 320-331. DOI Citations bayesDccGarch package
Ehlers, R.S. (2012) Computational Tools for Comparing Asymmetric GARCH Models via Bayes Factors. Mathematics and Computers in Simulation, vol. 82, 858-867. DOI Citations
Ehlers, R.S. (2011) Comparison of Bayesian Models for Production Efficiency. Journal of Applied Statistics, vol. 38, issue 11, 2433-2443. DOI Citations eprint R functions
Ehlers, R.S. and Brooks, S.P. (2008), Adaptive Proposal Construction for Reversible Jump MCMC. Scandinavian Journal of Statistics, vol. 35, issue 4, 677-690. DOI JSTOR Preview Citations
Ehlers, R.S., Silva, S.A. and Melo, L.L.M. (2006) Fully Bayesian Spatial Analysis of Homicide Rates. Journal Estadística, vol. 58, 43-59. Citations
Ehlers, R.S. (2003) Discussion to Brooks, S.P., Giudici, P. and Roberts, G.O. Journal of the Royal Statistical Society, Series B, 65.
Ehlers, R.S., Meirelles, J.G.P. e Bertola, L. (1998) Tecnologia, Convergência e Divergência Econômica: Argentina e Brasil, 1900-1990. Revista Economia e Sociedade, vol. 9, 115-145. Citations
Lima, E. C. R., Ehlers, R. S. (1998) Os Efeitos dos Planos de Estabilização e das Eleições Presidenciais na Produção Industrial do Brasil: Uma Aplicação da Análise de Intervenção via Estimação Clássica e Bayesiana de Fatores de Desconto. A Economia Brasileira em Perspectiva, vol. 2, p. -.
Ehlers, R.S. and Gamerman, D. (1996) Analytic Approximation Methods in Bayesian Dynamic Non-Linear Models. Brazilian Journal of Probability and Statistics, 10, p87-101. JSTOR Preview Citations
Ehlers, R.S. (1996) Bayesian Structural Models: Applications to the
Industrial Production Index and GNP in Brazil (in Portuguese). Boletim
Conjuntural 34 IPEA.
Marinho G. Andrade, Ricardo S. Ehlers, Adriana S. Philippsen and Marcos H. Cascone (2014) A Bayesian Approach in GARMA(p,q) Models for Count Data Time Series (in Portuguese). Technical Report No 259, UFSCar/USP.
Ehlers, R.S. (2012) A Study of Skewed Heavy-tailed Distributions as Scale Mixtures. Technical Report No 387, University of São Paulo.
Zevallos, M.H. and Ehlers, R.S. (2012) Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA. Technical Report No 386, University of São Paulo.
Rossi, J.L., Ehlers, R.S. and Andrade, M.G. (2012) Copula-GARCH Model Selection: A Bayesian Approach. Technical Report 88, University of São Paulo.
Fioruci, J.A., Ehlers, R.S. and Andrade, M.G. (2012) Bayesian Multivariate GARCH Models with Dynamic Correlations and Asymmetric Error Distributions. Technical Report 87, University of São Paulo.
Ehlers, R.S. (2007) Comparing Bayesian Models for Production Efficiency. Technical Report 01/07, Statistical and Geoinformation Laboratory.
Ehlers, R.S. and Ferreira, M.A. (2006) Accounting for Model Uncertainty via Trans-dimensional Genetic Algorithms. Technical Report 2006/03-B Federal University of Paraná.
Melo, L.G. and Ehlers, R.S. (2006) A Winbugs Tutorial (in Portuguese). Technical Report 2006/01-C Federal University of Paraná (Full paper).
Ehlers, R.S. and Brooks, S.P. (2004) Bayesian analysis of order uncertainty in ARIMA models. Federal University of Parana, Tech. Rep 2004/05-B. Citations
Silva, S.A., Mota, L.L.M. and Ehlers, R.S. (2004) Spatial Analysis of Incidence Rates: A Bayesian Approach. Federal University of Parana, Tech. Rep 2004/02-B. Citations
Ehlers, R.S. (2003) A Note on Reversible Jump MCMC for Cyclical Components Dynamic Linear Models. Technical Report 2003/03-B Federal University of Paraná.
Ehlers, R.S. and Brooks, S.P. (2002) Efficient Construction of Reversible Jump MCMC Proposals for Autoregressive Time Series Models. Statistical Laboratory Research Report, University of Cambridge. Citations
Ehlers, R.S. and Brooks, S.P. (2002) Model uncertainty in integrated ARMA processes. Technical Report, University of Cambridge, Cambridge. Citations
Ehlers, R.S., Chahad S., Marques, M.D. e Lozovei, A.L. (1998) Bayesian Longitudinal Analysis of Environmental Effects on the Activity of a Malaria Vector. Technical Report 1998/03-B Federal University of Paraná.
Lopes, H.F. and Ehlers, R.S. (1997) Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series. Technical Report No. 106 Statistical Laboratory Federal University of Rio de Janeiro.
Rocha Lima, E.C. and Ehlers, R.S. (1997) The Variance of Inflation and the Stability of the Demand for Money in Brazil: A Bayesian Approach. Technical Report 463 IPEA.
Rocha Lima, E.C. and Ehlers, R.S. (1997) Intervention Analysis via Classical and Bayesian Estimation of Discount Factors: An Application to the Brazilian Industrial Production Index (in Portuguese). Technical Report 464 IPEA.