Person:493623

Available identifiers

zbMath Open mendes-lopes.nazareMaRDI QIDQ493623

List of research outcomes

Publication	Date of Publication	Type
Zero-inflated binomial integer-valued ARCH models for time series	2023-08-17	Paper
Signed compound poisson integer-valued GARCH processes	2022-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q5023014	2022-01-20	Paper
On the Finite Dimensional Laws of Threshold GARCH Processes	2019-01-09	Paper
Zero-truncated compound Poisson integer-valued GARCH models for time series	2018-06-20	Paper
Testing the compounding structure of the CP-INARCH model	2017-10-27	Paper
The Taylor property in non-negative bilinear models	2017-09-18	Paper
On the Distribution Estimation of Power Threshold Garch Processes	2016-08-30	Paper
Zero-inflated compound Poisson distributions in integer-valued GARCH models	2016-07-19	Paper
A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model	2015-09-03	Paper
Infinitely Divisible Distributions in Integer‐Valued Garch Models	2015-06-29	Paper
The ARL of modified Shewhart control charts for conditionally heteroskedastic models	2013-02-19	Paper
On the probabilistic structure of power threshold generalized ARCH stochastic processes	2012-09-11	Paper
On the structure of generalized threshold ARCH processes	2010-04-01	Paper
A mathematical approach to detect the Taylor property in TARCH processes	2009-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5440563	2008-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4831361	2004-12-29	Paper
https://portal.mardi4nfdi.de/entity/Q2706900	2002-12-05	Paper
Some statistical results on autoregressive conditionally heteroscedastic models	2000-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4935608	2000-06-13	Paper
Stationarity of Gtarch Processes	1997-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q4298738	1995-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q4303361	1994-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3140788	1994-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q4011467	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4011523	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3711488	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3319601	1983-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Nazaré Mendes Lopes