Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data
de Souza, Juliana B., Reisen, Valdério A., Franco, Glaura C., Ispány, Márton, Bondon, Pascal, Santos, Jane Meri
Published in Journal of the Royal Statistical Society Series C: Applied Statistics (01.02.2018)
Published in Journal of the Royal Statistical Society Series C: Applied Statistics (01.02.2018)
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Journal Article
Scale mixtures of multivariate centered skew-normal distributions
de Freitas, João Victor B., Bondon, Pascal, Azevedo, Caio L. N., Reisen, Valdério A., Nobre, Juvêncio S.
Published in Statistics and computing (01.12.2024)
Published in Statistics and computing (01.12.2024)
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Journal Article
A Poisson INAR(1) process with a seasonal structure
Bourguignon, Marcelo, L.P. Vasconcellos, Klaus, Reisen, Valdério A., Ispány, Márton
Published in Journal of statistical computation and simulation (22.01.2016)
Published in Journal of statistical computation and simulation (22.01.2016)
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Journal Article
Principal component analysis with autocorrelated data
Zamprogno, Bartolomeu, Reisen, Valdério A., Bondon, Pascal, Aranda Cotta, Higor H., Reis, Neyval C.
Published in Journal of statistical computation and simulation (12.08.2020)
Published in Journal of statistical computation and simulation (12.08.2020)
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Journal Article
M-Quantile Estimation for GARCH Models
Patrocinio, Patrick F., Reisen, Valderio A., Bondon, Pascal, Monte, Edson Z., Danilevicz, Ian M.
Published in Computational economics (01.06.2024)
Published in Computational economics (01.06.2024)
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Journal Article
Invariance of the first difference in ARFIMA models
Olbermann, Barbara P., Lopes, Sílvia R. C., Reisen, Valdério A.
Published in Computational statistics (01.12.2006)
Published in Computational statistics (01.12.2006)
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Journal Article
Unit root tests using semi-parametric estimators of the long-memory parameter
Franco, Glaura C., Reisen, Valdério A., Barros, Paula A.
Published in Journal of statistical computation and simulation (01.08.2006)
Published in Journal of statistical computation and simulation (01.08.2006)
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Journal Article
Empirical study of robust estimation methods for PAR models with application to the air quality area
Solci, Carlo Corrêa, Anselmo Reisen, Valdério, Queiroz Sarnaglia, Alessandro José, Bondon, Pascal
Published in Communications in statistics. Theory and methods (02.01.2020)
Published in Communications in statistics. Theory and methods (02.01.2020)
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Journal Article
An M-estimator for the long-memory parameter
Reisen, V.A., Lévy-Leduc, C., Taqqu, M.S.
Published in Journal of statistical planning and inference (01.08.2017)
Published in Journal of statistical planning and inference (01.08.2017)
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Journal Article
Estimating seasonal long-memory processes: a Monte Carlo study
Reisen, Valderio A., Rodrigues, Alexandre L., Palma, Wilfredo
Published in Journal of statistical computation and simulation (01.04.2006)
Published in Journal of statistical computation and simulation (01.04.2006)
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Journal Article
Long Memory Inflationary Dynamics: The Case of Brazil
Cribari-Neto, Francisco, Reisen, Valderio A, Jensen, Mark J
Published in Studies in nonlinear dynamics and econometrics (02.10.2003)
Published in Studies in nonlinear dynamics and econometrics (02.10.2003)
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Journal Article
Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO2 concentrations
Reisen, Valdério Anselmo, Monte, Edson Zambon, da Conceição Franco, Glaura, Sgrancio, Adriano Marcio, Molinares, Fábio Alexander Fajardo, Bondon, Pascal, Ziegelmann, Flávio Augusto, Abraham, Bovas
Published in Mathematics and computers in simulation (01.04.2018)
Published in Mathematics and computers in simulation (01.04.2018)
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Journal Article
Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data
de Souza, Juliana B., Reisen, Valderio A., Franco, Glaura C., Ispany, Marton, Bondon, Pascal, Santos, Jane Meri
Published in Journal of the Royal Statistical Society: Series C Applied Statistics (01.02.2018)
Published in Journal of the Royal Statistical Society: Series C Applied Statistics (01.02.2018)
Get full text
Journal Article