The following pages link to Pedro Alberto Morettin (Q1726796):
Displaying 50 items.
- (Q180871) (redirect page) (← links)
- Unobserved variables. Models and misunderstandings (Q358116) (← links)
- Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- First hitting problems for Markov chains that converge to a geometric Brownian motion (Q410646) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Some corrections of the score test statistic for Gaussian ARMA models (Q467896) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Least-squares linear estimation of signals from observations with Markovian delays (Q645706) (← links)
- Mixing times for random \(k\)-cycles and coalescence-fragmentation chains (Q651005) (← links)
- Estimation of the intensity of non-homogeneous point processes via wavelets (Q652617) (← links)
- On duality of regularized exponential and linear forgetting (Q674932) (← links)
- On cyclically time-varying autoregressive digital filters (Q677543) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Subspace design of low-rank estimators for higher-order statistics (Q697798) (← links)
- Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. III: Low-complexity staircase solution (Q701944) (← links)
- Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. I: Statement of the problem (Q701953) (← links)
- Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. II: Generalized Schur algorithm (Q701954) (← links)
- On the laws of large numbers for double arrays of independent random elements in Banach spaces (Q741209) (← links)
- Copula estimation through wavelets (Q783265) (← links)
- Discrete-time adaptive control for deterministic time-varying systems (Q791486) (← links)
- Recursive estimation and time-series analysis. An introduction (Q796948) (← links)
- Central limit theorem and convergence to stable laws in Mallows distance (Q817972) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- Stationary processes whose filtrations are standard (Q850982) (← links)
- Globalization and profitability of cross-border mergers and acquisitions (Q926212) (← links)
- Depreciation games (Q926370) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Wavelet regression with correlated errors on a piecewise Hölder class (Q952869) (← links)
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods (Q955144) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- A comment on a conjecture of N. Wiener (Q1003792) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- Lower bound on the correlation between monotone families in the average case (Q1023393) (← links)
- Panjer recursion versus FFT for compound distributions (Q1028538) (← links)
- Nonlinear prediction ladder-filters for higher-order stochastic sequences (Q1059042) (← links)
- On the use of variograms for the prediction of time series (Q1060798) (← links)
- Sampling distribution for a class of estimators for nonregular linear processes (Q1061436) (← links)
- Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
- Unified dual optimization and algorithms for image reconstruction and spectral estimation (Q1064311) (← links)
- Optimization with respect to covariance sequence parameters (Q1070991) (← links)
- Time series: theory and methods (Q1083164) (← links)
- From time series to linear system. I: Finite dimensional linear time invariant systems (Q1083165) (← links)
- Minimum distance estimation and goodness-of-fit tests in first-order autoregression (Q1085552) (← links)
- A minimum distance estimator for first-order autoregressive processes (Q1085554) (← links)
