My homepage. My CV (in Portuguese), (in English)

My research group (in Portuguese)

Email: ehlers AT leg. ufpr. br (please do not send me Word documents)

1. Markov chain Monte Carlo methods
2. Bayesian Dynamic Models
3. Smooth Transition Autoregressive Models
4. Genetic Algorithms for Model Comparison
5. Stochastic Production Frontier Models
6. Actuarial Models via MCMC
7. Periodic Autoregressive Models
8. Bayesian Methods in Marketing
9. Modelling Volatility in Financial Time Series
10. Space-Time Modelling of Aerial Data
11. Bayesian Inference for the Physical Sciences
12. Bayesian Statistics for Finance and Insurance

1. Marcos Maia e Thiago da Silva Alves, Métodos Estatísticos Aplicados a Finanças (Trabalho de conclusão de curso)
2. Leonardo Gomes de Melo, Modelagem Atuarial via MCMC (Trabalho de conclusão de curso)
3. Iranei Claudio, Modelos Dinâmicos Bayesianos (Trabalho de conclusão de curso)
4. Luiz Ledo Mota Melo Jr, Modelos Espaço-Temporais (mestrado)
5. Márcia Bonardi, Métodos Bayesianos em Marketing (iniciação científica)
6. José Carlos Coninck, Métodos Bayesianos aplicados em Física.

1. Ehlers, R.S. Comparing Bayesian Models for Production Efficiency.
2. Ehlers, R.S. and Brooks, S.P. Adaptive Proposal Construction for Reversible Jump MCMC.
3. Ehlers, R.S. and Brooks, S.P. Bayesian Analysis of Order Uncertainty in ARIMA Models.

1. Melo, L.G. and Ehlers, R.S. Fully Bayesian Approach for Computing Claim Amounts of Occuring but Not Reported Events.
2. Ehlers, R.S. and Ferreira, M.A.R. Exploring Large Regression Model Spaces via Trans-dimensional Genetic Algorithms.
3. Ehlers, R.S. Fully Bayesian Analysis of Smooth Transition Models with an Unknown Number of Components.
4. Ehlers, R.S. Fully Bayesian Analysis of Censored Panel Data in Econometrics.