Facultad de Ciencias, Universidad Nacional Autónoma de México, Mexico City, Mexico
Instituto de Matemáticas, Universidad Nacional Autónoma de México, Mexico City, Mexico
Instituto Nacional de Ecologa y Cambio Climático, Secretara de Medio Ambiente y Recursos Naturales, Mexico City, Mexico
Copyright © 2012 Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Romo, V. , Rodrigues, E. and Tzintzun, G. (2012) A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data.
Applied Mathematics,
3, 2178-2190. doi:
10.4236/am.2012.312A299.