Filtros : "International Journal of Statistics and Economics" Limpar

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  • Fonte: International Journal of Statistics and Economics. Unidade: IME

    Assuntos: ANÁLISE DE SÉRIES TEMPORAIS, PREVISÃO (ANÁLISE DE SÉRIES TEMPORAIS)

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    • ABNT

      ALENCAR, Airlane Pereira e ROCHA, Francisco Marcelo Monteiro da. Forecasting Brazilian industrial production index with level and trend changes after crisis and SARIMA models. International Journal of Statistics and Economics, v. 17, n. 1, p. 22-29, 2016Tradução . . Disponível em: https://www.ime.usp.br/~lane/home/MAE5870/5.1.43.2016_ProdInd_P3-Forecasting.pdf. Acesso em: 17 nov. 2025.
    • APA

      Alencar, A. P., & Rocha, F. M. M. da. (2016). Forecasting Brazilian industrial production index with level and trend changes after crisis and SARIMA models. International Journal of Statistics and Economics, 17( 1), 22-29. Recuperado de https://www.ime.usp.br/~lane/home/MAE5870/5.1.43.2016_ProdInd_P3-Forecasting.pdf
    • NLM

      Alencar AP, Rocha FMM da. Forecasting Brazilian industrial production index with level and trend changes after crisis and SARIMA models [Internet]. International Journal of Statistics and Economics. 2016 ; 17( 1): 22-29.[citado 2025 nov. 17 ] Available from: https://www.ime.usp.br/~lane/home/MAE5870/5.1.43.2016_ProdInd_P3-Forecasting.pdf
    • Vancouver

      Alencar AP, Rocha FMM da. Forecasting Brazilian industrial production index with level and trend changes after crisis and SARIMA models [Internet]. International Journal of Statistics and Economics. 2016 ; 17( 1): 22-29.[citado 2025 nov. 17 ] Available from: https://www.ime.usp.br/~lane/home/MAE5870/5.1.43.2016_ProdInd_P3-Forecasting.pdf
  • Fonte: International Journal of Statistics and Economics. Unidades: EACH, IME

    Assuntos: INFERÊNCIA NÃO PARAMÉTRICA, ANÁLISE DE SÉRIES TEMPORAIS

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    • ABNT

      LATIF, Sumaia Abdel e MORETTIN, Pedro Alberto. Estimation of Spearman-type measure of local dependence. International Journal of Statistics and Economics, v. 8, n. S12, p. 43-69, 2012Tradução . . Disponível em: https://doi.org/10.5539/ijsp.v3n2p1. Acesso em: 17 nov. 2025.
    • APA

      Latif, S. A., & Morettin, P. A. (2012). Estimation of Spearman-type measure of local dependence. International Journal of Statistics and Economics, 8( S12), 43-69. doi:10.5539/ijsp.v3n2p1
    • NLM

      Latif SA, Morettin PA. Estimation of Spearman-type measure of local dependence [Internet]. International Journal of Statistics and Economics. 2012 ; 8( S12): 43-69.[citado 2025 nov. 17 ] Available from: https://doi.org/10.5539/ijsp.v3n2p1
    • Vancouver

      Latif SA, Morettin PA. Estimation of Spearman-type measure of local dependence [Internet]. International Journal of Statistics and Economics. 2012 ; 8( S12): 43-69.[citado 2025 nov. 17 ] Available from: https://doi.org/10.5539/ijsp.v3n2p1
  • Fonte: International Journal of Statistics and Economics. Unidade: IME

    Assuntos: ESTATÍSTICA APLICADA, PROCESSOS ESTOCÁSTICOS

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    • ABNT

      ALENCAR, Airlane Pereira e SAFADI, Thelma. Volatility of main stock indexes: similarities and differences. International Journal of Statistics and Economics, v. 9, n. A12, p. 1-12, 2012Tradução . . Disponível em: http://www.ceser.in/ceserp/index.php/bse/article/view/2125. Acesso em: 17 nov. 2025.
    • APA

      Alencar, A. P., & Safadi, T. (2012). Volatility of main stock indexes: similarities and differences. International Journal of Statistics and Economics, 9( A12), 1-12. Recuperado de http://www.ceser.in/ceserp/index.php/bse/article/view/2125
    • NLM

      Alencar AP, Safadi T. Volatility of main stock indexes: similarities and differences [Internet]. International Journal of Statistics and Economics. 2012 ; 9( A12): 1-12.[citado 2025 nov. 17 ] Available from: http://www.ceser.in/ceserp/index.php/bse/article/view/2125
    • Vancouver

      Alencar AP, Safadi T. Volatility of main stock indexes: similarities and differences [Internet]. International Journal of Statistics and Economics. 2012 ; 9( A12): 1-12.[citado 2025 nov. 17 ] Available from: http://www.ceser.in/ceserp/index.php/bse/article/view/2125
  • Fonte: International Journal of Statistics and Economics. Unidade: IME

    Assuntos: ESTATÍSTICA APLICADA, PROCESSOS ESTOCÁSTICOS

    Acesso à fonteComo citar
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      SAFADI, Thelma e ALENCAR, Airlane Pereira e MORETTIN, Pedro Alberto. The dynamic factor model: an application to stock market indexes. International Journal of Statistics and Economics, v. 7, n. A11, p. 127–141, 2011Tradução . . Disponível em: http://www.ceser.in/ceserp/index.php/bse/article/view/2114. Acesso em: 17 nov. 2025.
    • APA

      Safadi, T., Alencar, A. P., & Morettin, P. A. (2011). The dynamic factor model: an application to stock market indexes. International Journal of Statistics and Economics, 7( A11), 127–141. Recuperado de http://www.ceser.in/ceserp/index.php/bse/article/view/2114
    • NLM

      Safadi T, Alencar AP, Morettin PA. The dynamic factor model: an application to stock market indexes [Internet]. International Journal of Statistics and Economics. 2011 ; 7( A11): 127–141.[citado 2025 nov. 17 ] Available from: http://www.ceser.in/ceserp/index.php/bse/article/view/2114
    • Vancouver

      Safadi T, Alencar AP, Morettin PA. The dynamic factor model: an application to stock market indexes [Internet]. International Journal of Statistics and Economics. 2011 ; 7( A11): 127–141.[citado 2025 nov. 17 ] Available from: http://www.ceser.in/ceserp/index.php/bse/article/view/2114

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