Seuraa
Valderio A. Reisen
Valderio A. Reisen
Federal University of Espirito Santo, Brazil and CentraleSupeléc, Paris
Vahvistettu sähköpostiosoite verkkotunnuksessa ufes.br
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ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
VA Reisen
Journal of Time Series Analysis 15 (3), 335-350, 1994
2621994
Estimation of parameters in ARFIMA processes: A simulation study
V Reisen, B Abraham, S Lopes
Communications in Statistics-Simulation and Computation 30 (4), 787-803, 2001
1002001
Some simulations and applications of forecasting long-memory time-series models
VA Reisen, S Lopes
Journal of Statistical Planning and Inference 80 (1-2), 269-287, 1999
821999
Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data
JB Souza, VA Reisen, GC Franco, M Ispány, P Bondon, JM Santos
Journal of the Royal Statistical Society Series C: Applied Statistics 67 (2 …, 2018
802018
Robust estimation in long-memory processes under additive outliers
FF Molinares, VA Reisen, F Cribari-Neto
Journal of Statistical Planning and Inference 139 (8), 2511-2525, 2009
652009
Estimation of seasonal fractionally integrated processes
VA Reisen, AL Rodrigues, W Palma
Computational Statistics & Data Analysis 50 (2), 568-582, 2006
642006
A Poisson INAR (1) process with a seasonal structure
M Bourguignon, K LP Vasconcellos, VA Reisen, M Ispány
Journal of Statistical Computation and Simulation 86 (2), 373-387, 2016
612016
fracdiff: Fractionally differenced ARIMA aka ARFIMA (p, d, q) models
C Fraley, F Leisch, M Maechler, V Reisen, A Lemonte
R package version 1, 4-2, 2012
602012
Modeling and forecasting daily average PM10 concentrations by a seasonal long-memory model with volatility
VA Reisen, AJQ Sarnaglia, NC Reis Jr, C Lévy-Leduc, JM Santos
Environmental Modelling & Software 51, 286-295, 2014
552014
Robust estimation of the scale and of the autocovariance function of Gaussian short‐and long‐range dependent processes
C Lévy‐Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
Journal of Time Series Analysis 32 (2), 135-156, 2011
522011
Association between the concentration of fine particles in the atmosphere and acute respiratory diseases in children
AP Nascimento, JM Santos, JG Mill, JB Souza, NC Reis, VA Reisen
Revista de Saúde Pública 51 (0), 3, 2017
512017
A comparison of estimation methods in non-stationary ARFIMA processes
SRC Lopes, BP Olbermann, VA Reisen
Journal of Statistical Computation and Simulation 74 (5), 339-347, 2004
502004
Robust estimation of periodic autoregressive processes in the presence of additive outliers
AJQ Sarnaglia, VA Reisen, C Lévy-Leduc
Journal of multivariate analysis 101 (9), 2168-2183, 2010
412010
Association between the incidence of acute respiratory diseases in children and ambient concentrations of SO2, PM10 and chemical elements in fine particles
AP Nascimento, JM Santos, JG Mill, TT de Almeida Albuquerque, ...
Environmental research 188, 109619, 2020
402020
Asymptotic properties of U-processes under long-range dependence
C Lévy-Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
392011
Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution
JB Souza, VA Reisen, JM Santos, GC Franco
Revista de saude publica 48 (3), 451-458, 2014
342014
Long memory inflationary dynamics: The case of Brazil
VA Reisen, F Cribari-Neto, MJ Jensen
Studies in Nonlinear Dynamics & Econometrics 7 (3), 2003
332003
Associação entre concentração de partículas finas na atmosfera e doenças respiratórias agudas em crianças
AP Nascimento, JM Santos, JG Mill, JB Souza, NC Reis Júnior, ...
Revista de Saúde Pública 51, 3, 2017
322017
Large sample behaviour of some well-known robust estimators under long-range dependence
C Lévy-Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
Statistics 45 (1), 59-71, 2011
322011
Estimating seasonal long-memory processes: a Monte Carlo study
VA Reisen, AL Rodrigues, W Palma
Journal of Statistical Computation and Simulation 76 (4), 305-316, 2006
322006
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Artikkelit 1–20