Luiz Koodi Hotta

Available identifiers

zbMath Open hotta.luiz-koodiMaRDI QIDQ311322

List of research outcomes

Publication	Date of Publication	Type
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	2024-08-13	Paper
Bootstrap prediction in univariate volatility models with leverage effect	2021-02-19	Paper
Indirect inference in fractional short-term interest rate diffusions	2021-02-15	Paper
Quasi-maximum likelihood estimation of GARCH models in the presence of missing values	2020-04-27	Paper
Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk	2020-04-23	Paper
Robust bootstrap forecast densities for GARCH returns and volatilities	2020-04-22	Paper
Bayesian Melding Estimation of a Stochastic SEIR Model	2019-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q4615972	2019-01-29	Paper
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations	2018-10-12	Paper
GMC/GEL estimation of stochastic volatility models	2018-03-13	Paper
A note on curvature influence diagnostics in elliptical regression models	2017-11-01	Paper
Detection of patches of outliers in stochastic volatility processes	2017-08-28	Paper
Generalized moment estimation of stochastic differential equations	2016-09-29	Paper
Fitting Distributions with the Polyhazard Model with Dependence	2015-07-29	Paper
Slope influence diagnostics in conditional heteroscedastic time series models	2014-12-12	Paper
Polyhazard models with dependent causes	2014-11-12	Paper
Non-parametric volatility estimation in continuous time	2013-09-16	Paper
Influential observations in GARCH models	2013-06-12	Paper
A note on influence diagnostics in AR(1) time series models	2012-09-18	Paper
Influence in stochastic volatility models	2012-09-11	Paper
Outliers in GARCH processes	2012-09-05	Paper
Effect of outliers on forecasting temporally aggregated flow variables	2005-09-05	Paper
The serorevertion and the survival related to HIV infection among children: Statistical modeling applied to retrospective data collection	2004-08-06	Paper
Restricted alternatives tests in a bivariate exponential model with covariates	2001-02-27	Paper
THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS	1993-06-29	Paper
IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS	1989-01-01	Paper

Research outcomes over time

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