| Publication | Date of Publication | Type |
|---|
Scale mixtures of multivariate centered skew-normal distributions
Statistics and Computing | 2025-01-07 | Paper |
Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-20 | Paper |
Existence of a periodic and seasonal INAR process
Journal of Time Series Analysis | 2024-11-12 | Paper |
The Estimation and Testing of the Cointegration Order Based on the Frequency Domain
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
A longitudinal study of the influence of air pollutants on children: a robust multivariate approach
Journal of Applied Statistics | 2024-09-12 | Paper |
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method
Statistical Papers | 2024-07-30 | Paper |
Expectile and M-quantile regression for panel data
Statistics and Computing | 2024-05-31 | Paper |
A spectral approach to estimate the autocovariance function
Journal of Statistical Planning and Inference | 2022-07-20 | Paper |
Empirical study of robust estimation methods for PAR models with application to the air quality area
Communications in Statistics: Theory and Methods | 2022-06-27 | Paper |
Principal component analysis with autocorrelated data
Journal of Statistical Computation and Simulation | 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
Applied Mathematical Modelling | 2021-11-11 | Paper |
Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
Mathematics and Computers in Simulation | 2021-02-18 | Paper |
Bootstrap tests for fractional integration and cointegration: a comparison study
Mathematics and Computers in Simulation | 2021-02-15 | Paper |
A Poisson INAR(1) process with a seasonal structure
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Robust factor modelling for high-dimensional time series: an application to air pollution data
Applied Mathematics and Computation | 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
Statistics | 2018-06-20 | Paper |
An \(M\)-estimator for the long-memory parameter
Journal of Statistical Planning and Inference | 2017-09-28 | Paper |
Robust Dickey-Fuller tests based on ranks for time series with additive outliers
Metrika | 2017-02-01 | Paper |
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
Journal of Time Series Analysis | 2014-06-16 | Paper |
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
Journal of Time Series Analysis | 2014-06-16 | Paper |
Large sample behaviour of some well-known robust estimators under long-range dependence
Statistics | 2014-03-14 | Paper |
| Robust estimation in time series with long and short memory properties | 2013-01-02 | Paper |
Robust estimation in time series with long and short memory properties
(available as arXiv preprint) | 2013-01-02 | Paper |
Asymptotic properties of \(U\)-processes under long-range dependence
The Annals of Statistics | 2011-09-14 | Paper |
On the properties of the periodogram of a stationary long-memory process over different epochs with applications
Journal of Time Series Analysis | 2011-02-22 | Paper |
Robust estimation of periodic autoregressive processes in the presence of additive outliers
Journal of Multivariate Analysis | 2010-09-01 | Paper |
Robust estimation in long-memory processes under additive outliers
Journal of Statistical Planning and Inference | 2009-08-01 | Paper |
Robust estimation in long-memory processes under additive outliers
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
| scientific article; zbMATH DE number 5504541 (Why is no real title available?) | 2009-02-09 | Paper |
Estimation of seasonal fractionally integrated processes
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
| scientific article; zbMATH DE number 5239551 (Why is no real title available?) | 2008-02-22 | Paper |
Invariance of the first difference in ARFIMA models
Computational Statistics | 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
Journal of Statistical Computation and Simulation | 2006-08-28 | Paper |
Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study
Communications in Statistics. Simulation and Computation | 2006-08-10 | Paper |
Estimating seasonal long-memory processes: a Monte Carlo study
Journal of Statistical Computation and Simulation | 2006-05-03 | Paper |
Long Memory Inflationary Dynamics: The Case of Brazil
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
Computational Statistics | 2005-05-20 | Paper |
A comparison of estimation methods in non-stationary ARFIMA processes
Journal of Statistical Computation and Simulation | 2005-05-09 | Paper |
ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY
Communications in Statistics: Simulation and Computation | 2003-01-08 | Paper |
Parametric and semiparametric estimations of stationary univariate ARFIMA models
Brazilian Journal of Probability and Statistics | 2002-04-25 | Paper |
Some simulations and applications of forecasting long-memory time-series models
Journal of Statistical Planning and Inference | 1999-09-22 | Paper |
ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
Journal of Time Series Analysis | 1995-01-05 | Paper |
