Follow
Sílvia R.C. Lopes
Sílvia R.C. Lopes
Full Professor
Verified email at ufrgs.br - Homepage
Title
Cited by
Cited by
Year
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
952001
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
821999
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
492004
Properties of seasonal long memory processes
C Bisognin, SRC Lopes
Mathematical and Computer Modelling 49 (9-10), 1837-1851, 2009
432009
Invariance of the first difference in ARFIMA models
BP Olbermann, SRC Lopes, VA Reisen
Computational statistics 21, 445-461, 2006
282006
Statistical properties of detrended fluctuation analysis
N Crato, RR Linhares, SRC Lopes
Journal of Statistical Computation and Simulation 80 (6), 625-641, 2010
272010
Bandwidth selection in classical and robust estimation of long memory
SRC Lopes, BVM Mendes
International Journal of Statistics and Systems 1 (2), 167-190, 2006
262006
Amazon forest fires between 2001 and 2006 and birth weight in Porto Velho
TS Prass, SRC Lopes, JG Dórea, RC Marques, KG Brandão
Bulletin of environmental contamination and toxicology 89, 1-7, 2012
252012
Comparison of forecasts of mean monthly water level in the Paraguay River, Brazil, from two fractionally differenced models
TS Prass, JM Bravo, RT Clarke, W Collischonn, SRC Lopes
Water Resources Research 48 (5), 2012
242012
Estimating and forecasting the long‐memory parameter in the presence of periodicity
C Bisognin, SRC Lopes
Journal of Forecasting 26 (6), 405-427, 2007
242007
Long memory analysis in DNA sequences
SRC Lopes, MA Nunes
Physica A: Statistical Mechanics and its Applications 361 (2), 569-588, 2006
232006
Clustering and classification problems in genetics through U-statistics
GB Cybis, M Valk, SRC Lopes
Journal of Statistical Computation and Simulation 88 (10), 1882-1902, 2018
222018
Adverse events following immunization in Brazil: age of child and vaccine-associated risk analysis using logistic regression
SRC Lopes, JLR Perin, TS Prass, SMD Carvalho, SC Lessa, JG Dórea
International Journal of Environmental Research and Public Health 15 (6), 1149, 2018
212018
Long-range dependence in mean and volatility: Models, estimation and forecasting
SRC Lopes
In and Out of Equilibrium 2, 497-525, 2008
212008
Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach
AV Medino, SRC Lopes, R Morgado, CCY Dorea
Physica A: Statistical Mechanics and its Applications 391 (3), 572-581, 2012
202012
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes
SRC Lopes, TS Prass
Physica A: Statistical Mechanics and its Applications 401, 278-307, 2014
172014
Non-stationary Gaussian ARFIMA processes: Estimation and application
SRC Lopes, BP Olbermann, VA Reisen
Brazilian Review of Econometrics 22 (1), 103-126, 2002
152002
Parametric estimation and spectral analysis of piecewise linear maps of the interval
A Lopes, S Lopes
Advances in Applied Probability 30 (3), 757-776, 1998
141998
A Bayesian approach for stable distributions: some computational aspects
JA Achcar, SRC Lopes, J Mazucheli, RR Linhares
Scientific Research Publishing, 2013
132013
α-stable laws for noncoding regions in DNA sequences
N Crato, RR Linhares, SRC Lopes
Journal of Applied Statistics 38 (2), 261-271, 2011
122011
The system can't perform the operation now. Try again later.
Articles 1–20