The following pages link to Flávio Augusto Ziegelmann (Q1997018):
Displaying 17 items.
- (Q312079) (redirect page) (← links)
- Identifying the spectral representation of Hilbertian time series (Q312080) (← links)
- (Q414596) (redirect page) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- (Q3157579) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- LASSO‐Type Penalties for Covariate Selection and Forecasting in Time Series (Q4596036) (← links)
- NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR (Q4807321) (← links)
- Mixing conditions of conjugate processes (Q4997514) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
