Clélia M. C. Toloi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
State space Markov switching models using wavelets
Studies in Nonlinear Dynamics & Econometrics
2023-03-13Paper
Time-varying autoregressive conditional duration model
Journal of Applied Statistics
2020-09-29Paper
Copula estimation through wavelets
Brazilian Journal of Probability and Statistics
2020-08-12Paper
Wavelet estimation of copulas for time series
Journal of Time Series Econometrics
2013-06-14Paper
Transfer function models with time-varying coefficients
Journal of Probability and Statistics
2012-06-19Paper
An autoregressive model for time series of circular data
Communications in Statistics: Theory and Methods
2010-03-18Paper
Wavelet estimation of state space models2009-08-06Paper
COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
International Journal of Wavelets, Multiresolution and Information Processing
2008-05-14Paper
Spectral analysis of non-stationary processes using the Fourier transform
Brazilian Journal of Probability and Statistics
2005-09-28Paper
scientific article; zbMATH DE number 2060186 (Why is no real title available?)2004-03-17Paper
scientific article; zbMATH DE number 2060205 (Why is no real title available?)2004-03-17Paper
Residual variance estimation in moving average models
Communications in Statistics: Theory and Methods
1999-11-10Paper
On least-squares estimation of the residual variance in the first-order moving average model.
Computational Statistics and Data Analysis
1999-04-28Paper
On Residual Variance Estimation in Autoregressive Models
Journal of Time Series Analysis
1998-08-09Paper
SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
Journal of Time Series Analysis
1993-12-10Paper
scientific article; zbMATH DE number 4178498 (Why is no real title available?)1989-01-01Paper


Research outcomes over time


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