Transfer Function Models with Time-Varying Coefficients von Moura, Maria Sílvia de A., Morettin, Pedro A., Toloi, Clélia M. C., Chiann, Chang

Volltext

State space Markov switching models using wavelets von Alencar, Airlane P., Morettin, Pedro A., Toloi, Clelia M.C.

Volltext

Wavelet Estimation of Copulas for Time Series von Morettin, Pedro A., Toloi, Clelia M.C., Chiann, Chang, de Miranda, José C.S.

Volltext

Time-varying autoregressive conditional duration model von Bortoluzzo, Adriana B., Morettin, Pedro A., Toloi, Clelia M.C.

Volltext

A Test for Comparing Two Discrete Stochastic Dynamical Systems Under Heteroskedasticity von Salcedo, Gladys E., Morettin, Pedro A., Toloi, Clélia M. C.

Volltext

Copula estimation through wavelets von Medina, Francyelle L., Morettin, Pedro A., Toloi, Clélia M. C.

Volltext

Wavelet Smoothed Empirical Copula Estimators von Pedro Alberto Morettin, Clélia Maria de Castro Toloi, Chang Chiann, José Carlos Simon de Miranda

Volltext

A note on the Ljung—Box—Pierce portmanteau statistic with missing data von Stoffer, David S., Toloi, Clélia M.C.

Volltext

Spectral analysis of non-stationary processes using the Fourier transform von Bruscato, Adriana, Toloi, Clélia M. C.

Volltext

SPECTRAL ESTIMATION FOR TIME SERIES WITH AMPLITUDE MODULATED OBSERVATIONS: A REVIEW von Toloi, Clélia M. C., Morettin, Pedro A.

Volltext