Recent Scientific Publications

 

 

   

Published:

➣ “Discrete-Time Trawl Process ", a joint work with P. Doukhan, A. Jakubowski, S.R.C. Lopes e D. Surgailis. Stochastic Processes and their Applications, Vol. 129, 1326-1348, 2019.

 

➣ "A note about the delta-moment in ARMA-APARCH models with stable conditional distributions and GEV", a joint work with T.R. Souza, C.E.G. Otiniano e S.R.C. Lopes. Selecciones Matemáticas - Universidad Nacional de Trujillo,, Vol. 05(1), 7-16, 2018.

 

➣ "Adverse Events Following Immunization in Brazil: Age of Child and Vaccine- Associated Risk Analysis Using Logistic Regression", a joint work with J.L.R. Perin, T.S. Prass, S.M.D. Carvalho, S.C. Lessa e J.G. Dórea. International Journal of Environmental Research and Public Health, Vol. 15(6), 1149, 2018.

 

➣ "Clustering and Classi cation of Genetic Data Through U-Statistics",, a joint work with M. Valk e G.B. Cybis. Journal of Statistical Computation and Simulation,, Vol. 88(10), 1882-1902, 2017.

 

➣ "MCMC Bayesian Estimation in FIEGARCH Models", a joint work with T.S. Prass e J.A. Achcar. Communications in Statistics: Simulation and Computation, Vol. 45(9), 3238-3258, 2015.

 

➣ "Copulas Related to Piecewise Monotone Functions of the Interval and Associated Processes", a joint work with G. Pumi. Communications in Statistics: Theory and Methods, Vol. 46(2), 828-860, 2016.

 

➣ "Linear and Non-Linear Regression Models Assuming a Stable Distribution", a joint work with J. Achcar. Revista Colombiana de Estadística, Vol. 39(1), 109-128, 2016.

 

➣ "Continuous Process Derived from the Solution of Generalized Langevin Equation: Theoretical Properties and Some Simulations", a joint work with J. Stein e A.V. Medino. Journal of Statistical Computation and Simulation, Vol. 86, 2819-2845, 2016.

 

➣ "A Generalization of a Gaussian Semiparametric Estimator on Multivariate Long- Range Dependent Processes", a joint work with G. Pumi. Journal of Statistical Computation and Simulation, Vol. 85(9), 1832-1856, 2015.

 

➣ "Copulas, Chaotic Processes and Time Series: a Survey", a joint work with G. Pumi. São Paulo Journal of Mathematical Sciences, Vol. 8(2), 241-264, 2014.

 

➣ "Theoretical Results on Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic Processes", a joint work with T. S. Prass. Physica A, Vol. 401, 278-307, 2014.

 

➣ "Seasonal FIEGARCH Processes", a joint work with T. S. Prass. Computational Statistics & Data Analysis A, Vol. 68, 262-295, 2013.

 

➣ "A Class of Semiparametric Estimators for Long-Range Dependent Multivariate Processes, a joint work with G. Pumi. In: Proceedings 59th ISI World Statistics Congress, Hong Kong, Vol. 01, 3953-3958, 2013.

 

➣ "Mallows Distance in VARFIMA(0,d,0) Processes", a joint work with G. Pumi e K. Zaniol Communications in Statistics: Simulation and Computation, Vol. 42, 24-51, 2013.

 

➣ "A Bayesian Approach for Stable Distributions: Some Computational Aspects", a joint work with J.A. Achcar, J. Mazucheli e R.R. Linhares Open Journal of Statistics, Vol. 03, 268-277, 2013.

 

➣ "Ocorrências de Ilhas CpG em Sequências de DNA", a joint work with C.V. Figueira. Sigmae, Alfenas, Vol. 2(3), 100-106, 2013.

 

➣ "Copulas Related to Manneville-Pomeau Processes", a joint work with G. Pumi. Brazilian Journal in Probability and Statistics, Vol 27(3), 322-356, 2013.

 

➣ "Quasi-likelihood Estimation on SFIEGARCH Process: a Simulation Study", a joint work with T. S. Prass. In: Joint Statistical Meetings, 2012, San Diego, CA. Proceedings of the Joint Statistical Meetings. Alexandria, VA: American Statistical Association, Vol. 01, 1313-1323, 2012..

 

➣ "Comparison of forecasts of mean monthly water level in the Paraguay River, Brazil, from two fractionally differenced models", a joint work with T.S. Prass, J.M. Bravo, R.T. Clarke e W. Collischonn. Water Resources Research, Vol. 48, W05502 1-13, 2012.

 

➣ "Amazon Forest Fires Between 2001 and 2006 and Birth Weight in Porto Velho", a joint work with T.S. Prass, J.G Dorea, R.C. Marques e K.G. Brandão. Bulletin of Environmental Contamination and Toxicology, Vol. 89(1), 1-7, 2012..

 

➣ "Generalized Langevin Equation Driven by Lévy Processes: A probabilistic, numerical and time series approach", a joint work with A. Medino, R. Morgado e C.C.Y. Dorea. Physica A: Statistical Mechanics and its Applications, Vol. 391(3), 572-581, 2012.

 

➣ "Joint Deterministic and Stochastic Modelling of Discharge in Large Brazilian Rivers", a joint work with T. S. Prass, R.T. Clarke e W. Collischonn. Atas do International Statistical Institute, 2011.

 

➣ "Power of the Likelihood Ratio Test for Models of DNA Base Substitution", a joint work with G.B. Cybis e H.P. Pinheiro. Journal of Applied Statistics, Vol. 38, 2723-2737, 2011.

 

➣ "Dynamic Copulas and Long Range Dependence", a joint work with B.V.M. Mendes. Frontiers in Finance and Economics, Vol. 8, 89-111, 2011.

 

➣ "α-Stable Law in Noncoding Regions of DNA Sequences", a joint work with N. Crato e R.R Linhares. Journal of Applied Statistics, Vol. 37, 261-271, 2011.

 

➣ "Statistical Properties of Detrended Fluctuation Analysis", a joint work with N. Crato e R.R. Linhares. Journal of Statistical Computation and Simulation, Vol. 80(6), 625-641, 2010.

 

➣ "Wavelets for Estimating the Fractional Parameter in Non-Stationary ARFIMA Processes", a joint work with A.S. Pinheiro. Current Development in Theory and Applications of Wavelets, Vol. 3(2), 121-130, 2009.

 

➣ "Properties of Seasonal Long Memory Processes", a joint work with C. Bisognin. Mathematical and Computer Modelling, Vol. 49, 1837-1851, 2009.

 

➣ "Long-Range Dependence in Mean and Volatility: Models, Estimation and Forecasting", a joint work with S.R.C. Lopes. Progress in Probability, Vol. 60, 497-525, 2008.

 

➣ "Estimation and Forecasting the Long Memory Parameter in the Presence of Periodicity", a joint work with C. Bisognin. Journal of Forecasting, Vol. 26(6), 405-427, 2007.

 

➣ "Comparação da Estimação do Parâmetro d em Modelos ARFIMA(p; d; q) para dois Métodos de Simulação do Processo", a joint work with S.M. Cerezer e V.A. Reisen. Revista Brasileira de Estatística, Vol. 68(229), 51-68, 2007.

 

➣ “ Invariance of the First Difference in ARFIMA Models”, a joint work with B.P. Olbermann and V.A. Reisen. Computational Statistics, Vol. 21(3), 445-461, 2006.

 

➣ “ Bandwidth Selection in Classical and Robust Estimation of Long Memory “, a joint work with B.V.M. Mendes. International Journal of Statistics and Systems,  Vol. 1(2), 177-200, 2006.

 

➣ “ Correlated Errors in the Parameters Estimation of ARFIMA Model: A Simulated Study”, a joint work with M.R. Sena Jr and V.A. Reisen. Communications in Statistics: Simulation and Computation, Vol. 35(2), 789–802, 2006.

 

➣ “ Long Memory Analysis in DNA Sequences”, a joint work with M.A. Nunes. Physica A: Statistical Mechanics And Its Applications, Vol. 361(2), 569-588,  2006.

 

➣ “ A Closed Formula for the Durbin-Levinson's Algorithm in Seasonal Fractionally Integrated Processes”, a joint work with E.H.M. Brietzke and C. Bisognin. Mathematical and Computer Modelling, Vol. 42, 1191-1206, 2005.

 

➣ “ A Comparison of Estimation Methods in Non-stationary Arfima Processes”, a joint work with B.P. Olbermann  and V.A.  Reisen. Journal of Statistical Computation and Simulation, Vol. 74(5), 339-347, 2004.

 

➣ “ Convergence in Distribution of the Periodogram for Chaotic Processes”, a joint work with  A.O. Lopes. Stochastics and Dynamics, Vol. 2(4), 609-624, 2002.

 

➣ “ Non-Stationary Gaussian ARFIMA Processes: Estimation and Application”, a joint work with B.P. Olbermann  and V.A. Reisen. Brazilian Review of Econometrics, Vol. 22(1), 103-126, 2002.

 

➣ “ Error and Order Misspecification in ARFIMA Models”, a joint work with V.A. Reisen and M. R. Sena Jr. Brazilian Review  of Econometrics, Vol. 21(1), 101-135, 2002.

 

➣ “ Estimation of Parameters in ARFIMA Processes: A Simulation Study”, a joint work with V.A. Reisen and B. Abraham. Communications in Statistics: Simulation and Computation, Vol. 30(4), 787-803, 2001.

 

➣ “ Some Simulations and Applications of Forecasting Long Memory Time Series Models”, a joint work with V.A. Reisen. Journal of Statistical Planning and Inference, Vol. 80(2), 269-287, 1999.

 

➣ "Parametric Estimation and Spectral Analysis of Piecewise Linear Maps of the Interval”, a joint work with A.O. Lopes. Advances in Applied Probability, Vol 30(3), 757-776, 1998. 

 

➣ A Level-1 Large Deviation "Principle for the Autocovariances of Uniquely Ergodic Transformations with Additive Noise”, a joint work with  S.I.C. Carmona, C. Landim and A.O. Lopes. Journal of Statistical Physics, Vol. 91(1/2), 395-421, 1998.

 

➣ “ Spectral Analysis of Expanding One-Dimensional Chaotic Transformations”, a joint work with A.O. Lopes and R. Souza. Random & Computational Dynamics Journal, Vol. 3(1), 107-117, 1997.

 

➣ “ On the Spectral Density of a Class of Chaotic Time Series”, a joint work with A.O. Lopes and R. Souza. Journal of Time Series Analysis, Vol. 18(5), 465-474, 1997.

 

➣ “ Spectral Analysis of Chaotic Transformations”, a joint work with A.O. Lopes and R. Souza.  Revista Brasileira de Probabilidade e EstatÍstica, Vol. 10(2), 151-179, 1996.

 

➣ “ On the Dimension of the Predictive Process of a Memoryless Channel”, a joint work with A.O. Lopes. Stochastic Analysis and Applications, Vol. 14(4),  pp. 411-420, 1996.

 

➣ “ Contraction Mapping Method in Spectral Analysis for Sinusoidal FM Models”. Revista Brasileira de Probabilidade e Estat�stica, Vol. 8(1),  9-25, 1994.

 

➣ “ Análise Espectral de Séries Temporais Através de Pontos Fixos”. Revista de Econometria, Vol. 13(2), 43-70, 1994.

 

➣ “ Iteration of Mappings and Fixed Points in Mixed Spectrum Analysis”, a joint work with  B. Kedem. Communications in Statistics: Stochastic Models, Vol. 10(2),  pp. 309- 333, 1994.

 

➣ “ Amplitude Estimation in Multiple Frequency Spectrum”. Communications  in Statistics: Theory and Methods, Vol. 22(10), 2955-2967, 1993.

 

➣ “ Fixed Points in Mixed Spectrum Analysis”, a joint work with B. Kedem.  Probabilistic and  Stochastic Methods  in Analysis, with Applications (Proceedings of NATO ASI),  J. S. Byrnes et al. (eds.), Kluwer, Massachusetts, 573-591, 1992.