Klaus L. P. Vasconcellos

From MaRDI portal
Person:230646

Available identifiers

zbMath Open vasconcellos.klaus-leite-pintoMaRDI QIDQ230646

List of research outcomes

PublicationDate of PublicationType
The effects of additive outliers in INAR(1) process and robust estimation2023-03-07Paper
On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion2022-05-25Paper
A Poisson INAR(1) process with a seasonal structure2020-04-01Paper
Improved estimation for Poisson INAR(1) models2020-03-27Paper
A new skew integer valued time series process2019-03-18Paper
Bias and skewness in a general extreme-value regression model2016-01-12Paper
Erratum to ``Improved point and interval estimation for a beta regression model2016-01-12Paper
First order non-negative integer valued autoregressive processes with power series innovations2014-12-12Paper
Errata: Inference Under Heteroskedasticity and Leveraged Data,Communications in Statistics, Theory and Methods, 36, 1877–1888, 20072014-07-30Paper
Improved maximum likelihood estimation in a new class of beta regression models2013-09-16Paper
Influence analysis with homogeneous linear restrictions2010-04-01Paper
Some restriction tests in a new class of regression models for proportions2010-04-01Paper
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution2009-05-29Paper
Improved point and interval estimation for a beta regression model2009-04-06Paper
Nearly unbiased estimation in a biparametric exponential family2008-08-07Paper
Inference Under Heteroskedasticity and Leveraged Data2007-10-24Paper
Improving estimation in speckled imagery2006-05-24Paper
Corrected estimates for Studenttregression models with unknown degrees of freedom2005-07-18Paper
SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS2003-02-11Paper
Bias corrected estimates in multivariate student t regression models2002-09-24Paper
IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS2002-07-28Paper
Improved estimation for robust econometric regression models2002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q31490462002-01-01Paper
Second-order biases of the maximum likelihood estimates in von Mises regression models2001-04-09Paper
Aggregation and Disaggregation of Structural Time Series Models2000-05-24Paper
https://portal.mardi4nfdi.de/entity/Q49354402000-05-18Paper
Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models2000-01-01Paper
Corrected likelihood ratio tests for von mises regression models1999-06-14Paper
https://portal.mardi4nfdi.de/entity/Q43837201998-04-02Paper
on the second-order bias of parameter estimates in nonlinear regression models with studentterrors1998-01-01Paper
Bias correction for a class of multivariate nonlinear regression models1997-11-26Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Klaus L. P. Vasconcellos