Nazaré Mendes Lopes

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Person:493623

Available identifiers

zbMath Open mendes-lopes.nazareMaRDI QIDQ493623

List of research outcomes

PublicationDate of PublicationType
Zero-inflated binomial integer-valued ARCH models for time series2023-08-17Paper
Signed compound poisson integer-valued GARCH processes2022-05-20Paper
https://portal.mardi4nfdi.de/entity/Q50230142022-01-20Paper
On the Finite Dimensional Laws of Threshold GARCH Processes2019-01-09Paper
Zero-truncated compound Poisson integer-valued GARCH models for time series2018-06-20Paper
Testing the compounding structure of the CP-INARCH model2017-10-27Paper
The Taylor property in non-negative bilinear models2017-09-18Paper
On the Distribution Estimation of Power Threshold Garch Processes2016-08-30Paper
Zero-inflated compound Poisson distributions in integer-valued GARCH models2016-07-19Paper
A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model2015-09-03Paper
Infinitely Divisible Distributions in Integer‐Valued Garch Models2015-06-29Paper
The ARL of modified Shewhart control charts for conditionally heteroskedastic models2013-02-19Paper
On the probabilistic structure of power threshold generalized ARCH stochastic processes2012-09-11Paper
On the structure of generalized threshold ARCH processes2010-04-01Paper
A mathematical approach to detect the Taylor property in TARCH processes2009-03-20Paper
https://portal.mardi4nfdi.de/entity/Q54405632008-02-05Paper
https://portal.mardi4nfdi.de/entity/Q48313612004-12-29Paper
https://portal.mardi4nfdi.de/entity/Q27069002002-12-05Paper
Some statistical results on autoregressive conditionally heteroscedastic models2000-08-24Paper
https://portal.mardi4nfdi.de/entity/Q49356082000-06-13Paper
Stationarity of Gtarch Processes1997-02-12Paper
https://portal.mardi4nfdi.de/entity/Q42987381995-01-19Paper
https://portal.mardi4nfdi.de/entity/Q43033611994-09-27Paper
https://portal.mardi4nfdi.de/entity/Q31407881994-09-20Paper
https://portal.mardi4nfdi.de/entity/Q40114671992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40115231992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q37114881984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33196011983-01-01Paper

Research outcomes over time


Doctoral students

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