The following pages link to Luiz Koodi Hotta (Q311322):
Displayed 25 items.
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Non-parametric volatility estimation in continuous time (Q367547) (← links)
- Polyhazard models with dependent causes (Q470364) (← links)
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Item:Q311322 (redirect page) (← links)
- The serorevertion and the survival related to HIV infection among children: Statistical modeling applied to retrospective data collection (Q597473) (← links)
- A note on curvature influence diagnostics in elliptical regression models (Q1674032) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
- Effect of outliers on forecasting temporally aggregated flow variables (Q2387483) (← links)
- Detection of patches of outliers in stochastic volatility processes (Q2400232) (← links)
- (Q2906620) (← links)
- (Q2910559) (← links)
- Bayesian Melding Estimation of a Stochastic SEIR Model (Q3119181) (← links)
- IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS (Q4203661) (← links)
- Restricted alternatives tests in a bivariate exponential model with covariates (Q4493686) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- (Q4615972) (← links)
- Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (Q4687502) (← links)
- Influential observations in GARCH models (Q4925438) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326) (← links)
- Fitting Distributions with the Polyhazard Model with Dependence (Q5265875) (← links)
- THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS (Q5285833) (← links)