| Publication | Date of Publication | Type |
|---|
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
Statistical Papers | 2024-06-03 | Paper |
Parameter estimation in Manneville-Pomeau processes
Probability, Uncertainty and Quantitative Risk | 2023-11-21 | Paper |
Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
Probability, Uncertainty and Quantitative Risk | 2023-11-21 | Paper |
Dynamical hypothesis tests and decision theory for Gibbs distributions
Discrete and Continuous Dynamical Systems | 2023-05-25 | Paper |
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
Journal of Multivariate Analysis | 2023-03-17 | Paper |
| Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence | 2022-08-02 | Paper |
Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence
(available as arXiv preprint) | 2022-08-02 | Paper |
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
Journal of Dynamics and Games | 2022-05-20 | Paper |
A Bayesian approach for estimating the parameters of an α-stable distribution
Journal of Statistical Computation and Simulation | 2022-03-18 | Paper |
Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
Journal of Statistical Physics | 2022-03-17 | Paper |
| A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation | 2021-08-13 | Paper |
| Pentadiagonal Matrices and an Application to the Centered MA(1) Stationary Gaussian Process | 2021-04-22 | Paper |
\(\alpha\)-stable laws for noncoding regions in DNA sequences
Journal of Applied Statistics | 2020-09-30 | Paper |
Power of the likelihood ratio test for models of DNA base substitution
Journal of Applied Statistics | 2020-09-30 | Paper |
| Linear and non-linear regression models assuminga stable distribution | 2020-06-21 | Paper |
Clustering and classification problems in genetics through U-statistics
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Discrete-time trawl processes
Stochastic Processes and their Applications | 2019-06-04 | Paper |
Seasonal FIEGARCH processes
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes
Physica A | 2018-09-20 | Paper |
Copulas, chaotic processes and time series: a survey
São Paulo Journal of Mathematical Sciences | 2017-08-28 | Paper |
Copulas related to piecewise monotone functions of the interval and associated processes
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
MCMC Bayesian estimation in FIEGARCH models
Communications in Statistics. Simulation and Computation | 2016-10-26 | Paper |
| Discrete-time trawl processes with long memory | 2016-10-16 | Paper |
Copulas related to Manneville-Pomeau processes
Brazilian Journal of Probability and Statistics | 2014-11-12 | Paper |
Copulas related to Manneville-Pomeau processes
Brazilian Journal of Probability and Statistics | 2014-11-12 | Paper |
Mallows Distance in VARFIMA(0,d, 0) Processes
Communications in Statistics. Simulation and Computation | 2013-06-21 | Paper |
| A Semiparametric Estimator for Long-Range Dependent Multivariate Processes | 2013-05-22 | Paper |
Theoretical Results on FIEGARCH Processes
(available as arXiv preprint) | 2012-01-19 | Paper |
Statistical properties of detrended fluctuation analysis
Journal of Statistical Computation and Simulation | 2010-09-17 | Paper |
Properties of seasonal long memory processes
Mathematical and Computer Modelling | 2009-10-12 | Paper |
| Long-range dependence in mean and volatility: models, estimation and forecasting | 2008-11-10 | Paper |
Invariance of the first difference in ARFIMA models
Computational Statistics | 2007-12-16 | Paper |
Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study
Communications in Statistics. Simulation and Computation | 2006-08-10 | Paper |
A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses
Mathematical and Computer Modelling | 2006-02-16 | Paper |
A comparison of estimation methods in non-stationary ARFIMA processes
Journal of Statistical Computation and Simulation | 2005-05-09 | Paper |
CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES
Stochastics and Dynamics | 2003-03-26 | Paper |
ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY
Communications in Statistics: Simulation and Computation | 2003-01-08 | Paper |
Some simulations and applications of forecasting long-memory time-series models
Journal of Statistical Planning and Inference | 1999-09-22 | Paper |
Parametric estimation and spectral analysis of piecewise linear maps of the interval
Advances in Applied Probability | 1999-07-18 | Paper |
On the spectral density of a class of chaotic time series
Journal of Time Series Analysis | 1998-03-23 | Paper |
| scientific article; zbMATH DE number 989770 (Why is no real title available?) | 1998-01-25 | Paper |
On thedimension of the predictive process of a memoryless channel
Stochastic Analysis and Applications | 1997-11-10 | Paper |
| scientific article; zbMATH DE number 1053611 (Why is no real title available?) | 1997-10-08 | Paper |
| scientific article; zbMATH DE number 756729 (Why is no real title available?) | 1995-05-18 | Paper |
Iteration of mappings and fixed points in mixed spectrum analysis
Communications in Statistics. Stochastic Models | 1994-08-11 | Paper |
Amplitude estimation in multiple frequency spectrum
Communications in Statistics: Theory and Methods | 1994-04-12 | Paper |
| scientific article; zbMATH DE number 88760 (Why is no real title available?) | 1993-01-16 | Paper |
