===== Ricardo Ehlers ===== **"Não há ciência pura e ciência aplicada, há ciência e aplicações da ciência." (Louis Pasteur)** [[http://www.icmc.usp.br/~ehlers|My homepage]]. My CV ([[http://buscatextual.cnpq.br/buscatextual/visualizacv.jsp?id=K4792808U6|in Portuguese]]), ([[http://www.icmc.usp.br/~ehlers/cv-ehlers.pdf|in English]]) [[http://dgp.cnpq.br/buscaoperacional/detalhegrupo.jsp?grupo=0103102UPIZYFH|My research group (in Portuguese)]] Email: ehlers AT icmc. usp. br (please do not send me Word documents) ===== Main Research Areas: ===== - [[projetos:ehlers:mcmc|Markov chain Monte Carlo methods]] - [[projetos:ehlers:ts|Bayesian Forecasting and Time Series Analysis]] - [[projetos:ehlers:gen|Genetic Algorithms for Model Comparison]] - [[projetos:ehlers:SF|Stochastic Production Frontier Models]] - [[projetos:ehlers:spacetime|Space-Time Modelling of Aerial Data]] - [[projetos:ehlers:bsfi|Bayesian Statistics for Finance and Insurance]] ===== Papers under submission ===== - Ehlers, R.S. Comparing Bayesian Models for Production Efficiency. - Ehlers, R.S. and Brooks, S.P. Bayesian Analysis of Order Uncertainty in ARIMA Models. - Ehlers, R.S. and Melo, L.G. A Bayesian Approach for Computing Claim Amounts of Occuring but Not Reported Events. ===== Papers in preparation ===== - Ehlers, R.S. and Ferreira, M.A.R. Exploring Large Regression Model Spaces via Trans-dimensional Genetic Algorithms. - Ehlers, R.S. Fully Bayesian Analysis of Smooth Transition Models with an Unknown Number of Components. - Ehlers, R.S. Fully Bayesian Analysis of Censored Panel Data in Econometrics. - Ehlers, R.S. Computational Tools for Comparing Asymmetric GARCH Models via Bayes Factors.