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
2281994
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
742001
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
741999
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
552009
Estimation of seasonal fractionally integrated processes
VA Reisen, AL Rodrigues, W Palma
Computational Statistics & Data Analysis 50 (2), 568-582, 2006
532006
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
512012
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
472004
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
452011
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
452011
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
442014
Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data
JB de Souza, VA Reisen, GC Franco, M Ispány, P Bondon, JM Santos
Journal of the Royal Statistical Society: Series C (Applied Statistics) 67 …, 2018
422018
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
392011
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
392011
A Poisson INAR (1) process with a seasonal structure
M Bourguignon, K LP Vasconcellos, VA Reisen, M Ispány
Journal of Statistical Computation and Simulation 86 (2), 373-387, 2016
342016
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
332010
Association between the concentration of fine particles in the atmosphere and acute respiratory diseases in children
AP Nascimento, JM Santos, JG Mill, JB Souza, NC Reis, VA Reisen
Revista de saude publica 51, 2017
312017
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
312014
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
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
EM Silva, GC Franco, VA Reisen, FRB Cruz
Computational statistics & data analysis 51 (2), 1002-1011, 2006
262006
Bootstrap approaches and confidence intervals for stationary and non-stationary long-range dependence processes
GC Franco, VA Reisen
Physica A: Statistical Mechanics and its Applications 375 (2), 546-562, 2007
252007
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Articles 1–20