Valdério Anselmo Reisen

Available identifiers

zbMath Open reisen.valderio-anselmoMaRDI QIDQ230655

List of research outcomes

Publication	Date of Publication	Type
A spectral approach to estimate the autocovariance function	2022-07-20	Paper
Empirical study of robust estimation methods for PAR models with application to the air quality area	2022-06-27	Paper
Principal component analysis with autocorrelated data	2022-02-23	Paper
A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases	2021-11-11	Paper
Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations	2021-03-01	Paper
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model	2021-02-18	Paper
Bootstrap tests for fractional integration and cointegration: a comparison study	2021-02-15	Paper
A Poisson INAR(1) process with a seasonal structure	2020-04-01	Paper
Robust factor modelling for high-dimensional time series: an application to air pollution data	2019-11-25	Paper
On generalized additive models with dependent time series covariates	2019-06-14	Paper
M-periodogram for the analysis of long-range-dependent time series	2018-06-20	Paper
An \(M\)-estimator for the long-memory parameter	2017-09-28	Paper
Robust Dickey-Fuller tests based on ranks for time series with additive outliers	2017-02-01	Paper
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes	2014-06-16	Paper
Large sample behaviour of some well-known robust estimators under long-range dependence	2014-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4898728	2013-01-02	Paper
Asymptotic properties of \(U\)-processes under long-range dependence	2011-09-14	Paper
On the properties of the periodogram of a stationary long-memory process over different epochs with applications	2011-02-22	Paper
Robust estimation of periodic autoregressive processes in the presence of additive outliers	2010-09-01	Paper
Robust estimation in long-memory processes under additive outliers	2009-08-01	Paper
Robust estimation in long-memory processes under additive outliers	2009-06-09	Paper
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models	2009-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q3597598	2009-02-09	Paper
Estimation of seasonal fractionally integrated processes	2008-12-11	Paper
https://portal.mardi4nfdi.de/entity/Q5442830	2008-02-22	Paper
Invariance of the first difference in ARFIMA models	2007-12-16	Paper
Log-average periodogram estimator of the memory parameter	2007-12-05	Paper
Unit root tests using semi-parametric estimators of the long-memory parameter	2006-08-28	Paper
Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study	2006-08-10	Paper
Estimating seasonal long-memory processes: a Monte Carlo study	2006-05-03	Paper
Long Memory Inflationary Dynamics: The Case of Brazil	2006-01-27	Paper
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.	2005-05-20	Paper
A comparison of estimation methods in non-stationary ARFIMA processes	2005-05-09	Paper
ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY	2003-01-08	Paper
Parametric and semiparametric estimations of stationary univariate ARFIMA models	2002-04-25	Paper
Some simulations and applications of forecasting long-memory time-series models	1999-09-22	Paper
ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM	1995-01-05	Paper

Research outcomes over time

Doctoral students

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