Recent Scientific Publications

 

Submitted:

 

"Theoretical Results on FIEGARCH processes", a joint work with T.S. Prass, 2012. Preprint.

 

"Parameterization of Copulas and Covariance Decay of Stochastic Processes with Applications", a joint work with G. Pumi, 2012. Preprint.

 

» "Estimation and Forecasting in Seasonal Long Memory Processes", a joint work with C. Bisognin, 2011. Addendum.

 

» "Long - range Dependence: a Review", S.R.C. Lopes, 2007.

 

» "Parameter Estimation in Manneville-Pomeau Processes", a joint work with B.P. Olbermann, S.R.C. Lopes and  A.O. Lopes, 2007. Preprint.

 

» "Bias Corrected Wavelet Estimation for the Fractional Parameter", a joint work with A.S. Pinheiro, 2006.

 

In Revision:

 » "Wavelets for Estimating the Fractional Parameter in Non-Stationary ARFIMA Processes", a joint work with A.S. Pinheiro, 2006.

 

In Press: 

» "Copulas Related to Manneville-Pomeau Copulas", a joint work with G. Pumi, 2011. Preprint.

 

» "Mallows Distance in VARFIMA(0,d,0) Processes", a joint work with G. Pumi and K. Zaniol, 2011. Communications in Statistics - Simulations and Computations. Preprint. Addendum.

 

» "Estimation and Forecasting the Long Memory Parameter in the Presence of Periodicity", a joint work with C. Bisognin. Journal of Forecasting, Vol. 26, 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 and V.A. Reisen. Revista Brasileira de Estatística, Vol. 67(226), 2006.

  

Published:

» "Invariance  of the First Difference in ARFIMA Models", a joint work with B.P. Olbermann and V.A. Reisen. Computational Statistics, Vol. 21(3), pp. 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), pp. 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), pp. 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), pp. 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, pp. 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),  pp. 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), pp. 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),  pp. 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), pp. 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), pp. 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), pp. 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), pp. 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), pp. 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), pp. 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), pp. 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), pp. 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 Estatística, Vol. 8(1),  pp. 9-25, 1994.

 

» "Análise Espectral de Séries Temporais Através de Pontos Fixos". Revista de Econometria, Vol. 13(2),  pp. 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),  pp. 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, pp. 573-591, 1992.