| Publication | Date of Publication | Type |
|---|
The area under normal ROC curves
São Paulo Journal of Mathematical Sciences | 2025-01-02 | Paper |
Correction to: ``The area under normal ROC curves
São Paulo Journal of Mathematical Sciences | 2025-01-02 | Paper |
Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals
Sankhyā. Series A | 2023-08-07 | Paper |
A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations
Brazilian Journal of Probability and Statistics | 2023-06-05 | Paper |
State space Markov switching models using wavelets
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
| scientific article; zbMATH DE number 7612725 (Why is no real title available?) | 2022-11-04 | Paper |
Estimation of nonparametric regression models by wavelets
São Paulo Journal of Mathematical Sciences | 2022-09-30 | Paper |
Indirect inference for locally stationary ARMA processes with stable innovations
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
Nonparametric regression with warped wavelets and strong mixing processes
Annals of the Institute of Statistical Mathematics | 2021-12-17 | Paper |
Inference in a linear functional relationship with replications
Brazilian Journal of Probability and Statistics | 2021-11-12 | Paper |
Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
Brazilian Journal of Probability and Statistics | 2021-10-11 | Paper |
Time-varying autoregressive conditional duration model
Journal of Applied Statistics | 2020-09-29 | Paper |
Copula estimation through wavelets
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
| Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines | 2020-01-08 | Paper |
Time-varying cointegration model using wavelets
Statistics & Probability Letters | 2019-02-20 | Paper |
Directed wavelet covariance
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
Transformed symmetric generalized autoregressive moving average models
Statistics | 2018-06-20 | Paper |
Wavelet estimation of functional coefficient regression models
International Journal of Wavelets, Multiresolution and Information Processing | 2018-02-16 | Paper |
Wavelets in Functional Data Analysis
SpringerBriefs in Mathematics | 2017-06-30 | Paper |
Curve of correlation for time series
Communications in Statistics. Simulation and Computation | 2016-09-16 | Paper |
Some corrections of the score test statistic for Gaussian ARMA models
Brazilian Journal of Probability and Statistics | 2014-11-05 | Paper |
Spline estimation of functional coefficient regression models for time series with correlated errors
Statistics & Probability Letters | 2014-07-15 | Paper |
Estimation of a measure of local correlation for independent samples and time series data
Sankhyā. Series B | 2013-08-29 | Paper |
Wavelet estimation of copulas for time series
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Regression with autocorrelated errors using design-adapted Haar wavelets
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Comparing non-stationary and irregularly spaced time series
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
Differential Equations and Dynamical Systems | 2012-11-30 | Paper |
| A wavelet analysis to compare environmental time series | 2012-11-09 | Paper |
Transfer function models with time-varying coefficients
Journal of Probability and Statistics | 2012-06-19 | Paper |
Nonparametric estimation of Sibuya's measure of local dependence for time series
Advances and Applications in Statistics | 2012-06-04 | Paper |
Estimation of the intensity of non-homogeneous point processes via wavelets
Annals of the Institute of Statistical Mathematics | 2011-12-14 | Paper |
| Wavelet estimation of state space models | 2009-08-06 | Paper |
Wavelet based time-varying vector autoregressive modelling
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Wavelet regression with correlated errors on a piecewise Hölder class
Statistics & Probability Letters | 2008-11-14 | Paper |
| scientific article; zbMATH DE number 5360798 (Why is no real title available?) | 2008-11-03 | Paper |
| Wavelet smoothing for data with autocorrelated errors | 2008-11-03 | Paper |
Measuring Time Series Predictability Using Support Vector Regression
Communications in Statistics. Simulation and Computation | 2008-09-30 | Paper |
COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
International Journal of Wavelets, Multiresolution and Information Processing | 2008-05-14 | Paper |
DWT-CEM: an algorithm for scale-temporal clustering in fMRI
Biological Cybernetics | 2007-11-12 | Paper |
Wavelet scalograms and their applications in economic time series
Brazilian Journal of Probability and Statistics | 2005-09-28 | Paper |
Wavelets in state space models
Applied Stochastic Models in Business and Industry | 2005-05-20 | Paper |
Time-domain estimation of time-varying linear systems
Journal of Nonparametric Statistics | 2005-05-06 | Paper |
Improvement of the Likelihood Ratio Test Statistic in ARMA Models
Journal of Time Series Analysis | 2004-11-24 | Paper |
A bayesian analysis of autoregressive models with random normal coefficients
Journal of Statistical Computation and Simulation | 2004-06-22 | Paper |
| scientific article; zbMATH DE number 2060186 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2060205 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2038868 (Why is no real title available?) | 2004-02-08 | Paper |
Automatic methods for generating seismic intensity maps
Journal of Applied Probability | 2003-04-10 | Paper |
Wavelets in statistics.
Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo | 2002-01-28 | Paper |
Bayesian analysis of threshold autoregressive moving average models
Sankhyā. Series B. Methodological | 2001-09-11 | Paper |
Estimation of time varying linear systems
Statistical Inference for Stochastic Processes | 2001-08-14 | Paper |
Residual variance estimation in moving average models
Communications in Statistics: Theory and Methods | 1999-11-10 | Paper |
| scientific article; zbMATH DE number 1270011 (Why is no real title available?) | 1999-06-30 | Paper |
On least-squares estimation of the residual variance in the first-order moving average model.
Computational Statistics and Data Analysis | 1999-04-28 | Paper |
A wavelet analysis for time series
Journal of Nonparametric Statistics | 1999-04-11 | Paper |
On Residual Variance Estimation in Autoregressive Models
Journal of Time Series Analysis | 1998-08-09 | Paper |
| scientific article; zbMATH DE number 1113905 (Why is no real title available?) | 1998-03-30 | Paper |
The consistency of the L1norm estimates in arma models
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
Journal of Time Series Analysis | 1993-12-10 | Paper |
| scientific article; zbMATH DE number 4178498 (Why is no real title available?) | 1989-01-01 | Paper |
Modelling and Forecasting Linear Combinations of Time Series
International Statistical Review / Revue Internationale de Statistique | 1987-01-01 | Paper |
The Levinson Algorithm and Its Applications in Time Series Analysis
International Statistical Review / Revue Internationale de Statistique | 1984-01-01 | Paper |
A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES
Journal of Time Series Analysis | 1983-01-01 | Paper |
Walsh Spectral Analysis
SIAM Review | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3822965 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3671385 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3772633 (Why is no real title available?) | 1979-01-01 | Paper |
Estimation of the spectrum and of the covariance function of a dyadic-stationary series
Boletim da Sociedade Brasileira de Matemática | 1978-01-01 | Paper |
On homogeneous stochastic processes on compact abelian groups
Annals of the Institute of Statistical Mathematics | 1978-01-01 | Paper |
Estimation of the Walsh spectrum (Corresp.)
IEEE Transactions on Information Theory | 1976-01-01 | Paper |
Walsh-function analysis of a certain class of time series
Stochastic Processes and their Applications | 1974-01-01 | Paper |
Limit theorems for stationary and dyadic-stationary processes
Boletim da Sociedade Brasileira de Matemática | 1974-01-01 | Paper |
A note on a central limit theorem for dependent random variables
Boletim da Sociedade Brasileira de Matemática | 1973-01-01 | Paper |
