Valderio A. Reisen
Valderio A. Reisen
Federal University of Espirito Santo, Brazil and CentraleSupeléc, Paris
Verified email at ufes.br
Title
Cited by
Cited by
Year
ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
VA Reisen
Journal of Time Series Analysis 15 (3), 335-350, 1994
2191994
Estimation of parameters in ARFIMA processes: A simulation study
V Reisen, B Abraham, S Lopes
Communications in Statistics-Simulation and Computation 30 (4), 787-803, 2001
772001
Some simulations and applications of forecasting long-memory time-series models
VA Reisen, S Lopes
Journal of Statistical Planning and Inference 80 (1-2), 269-287, 1999
701999
Estimation of seasonal fractionally integrated processes
VA Reisen, AL Rodrigues, W Palma
Computational Statistics & Data Analysis 50 (2), 568-582, 2006
552006
fracdiff: Fractionally differenced ARIMA aka ARFIMA (p, d, q) models
C Fraley, F Leisch, M Maechler, V Reisen, A Lemonte
R package version 1 (1), 2012
542012
Robust estimation in long-memory processes under additive outliers
FF Molinares, VA Reisen, F Cribari-Neto
Journal of Statistical Planning and Inference 139 (8), 2511-2525, 2009
522009
A comparison of estimation methods in non-stationary ARFIMA processes
SRC Lopes, BP Olbermann, VA Reisen
Journal of Statistical Computation and Simulation 74 (5), 339-347, 2004
482004
Robust estimation of the scale and of the autocovariance function of Gaussian short‐and long‐range dependent processes
C Lévy‐Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
Journal of Time Series Analysis 32 (2), 135-156, 2011
462011
Robust estimation of the scale and of the autocovariance function of Gaussian short‐and long‐range dependent processes
C Lévy‐Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
Journal of Time Series Analysis 32 (2), 135-156, 2011
462011
Modeling and forecasting daily average PM10 concentrations by a seasonal long-memory model with volatility
VA Reisen, AJQ Sarnaglia, NC Reis Jr, C Lévy-Leduc, JM Santos
Environmental Modelling & Software 51, 286-295, 2014
412014
Asymptotic properties of U-processes under long-range dependence
C Lévy-Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
The annals of statistics 39 (3), 1399-1426, 2011
372011
Asymptotic properties of U-processes under long-range dependence
C Lévy-Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen
The annals of statistics 39 (3), 1399-1426, 2011
372011
Robust estimation of periodic autoregressive processes in the presence of additive outliers
AJQ Sarnaglia, VA Reisen, C Lévy-Leduc
Journal of multivariate analysis 101 (9), 2168-2183, 2010
292010
Parametric and semiparametric estimations of stationary univariate ARFIMA models
VA Reisen, B Abraham, EM Toscano
Brazilian Journal of Probability and Statistics, 185-206, 2000
282000
Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data
JB Souza, VA Reisen, GC Franco, M Ispány, P Bondon, JM Santos
Journal of the Royal Statistical Society: Series C (Applied Statistics) 67 …, 2018
272018
Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution
JB Souza, VA Reisen, JM Santos, GC Franco
Revista de saude publica 48, 451-458, 2014
272014
Estimating seasonal long-memory processes: a Monte Carlo study
VA Reisen, AL Rodrigues, W Palma
Journal of Statistical Computation and Simulation 76 (4), 305-316, 2006
272006
Invariance of the first difference in ARFIMA models
BP Olbermann, SRC Lopes, VA Reisen
Computational Statistics 21 (3-4), 445-461, 2006
252006
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study
GC Franco, VA Reisen
Computational Statistics 19 (2), 243-259, 2004
252004
Long memory inflationary dynamics: the case of Brazil
VA Reisen, F Cribari-Neto, MJ Jensen
Studies in Nonlinear Dynamics & Econometrics 7 (3), 2003
252003
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Articles 1–20