Time series and wavelet analysis: festschrift in honor of Pedro A. Morettin (2024)
- Authors:
- USP affiliated authors: CHIANN, CHANG - IME ; TOLOI, CLELIA MARIA DE CASTRO - IME
- Unidade: IME
- DOI: 10.1007/978-3-031-66398-7
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; ANÁLISE DE ONDALETAS; BIOMETRIA; ESTATÍSTICA; BIOESTATÍSTICA; ESTATÍSTICA APLICADA; FINANÇAS; NEGÓCIOS
- Keywords: Time-series analysis; Biometry; Statistics
- Language: Inglês
- Abstract: Prof. Pedro A. Morettin is a Distinguished Professor of Statistics at the Institute of Mathematics and Statistics of the University of São Paulo (IME-USP), where he has built an academic career spanning almost six decades. His work has had a significant impact on Time Series Analysis and Wavelet Statistical Methods, as exemplified by the papers appearing in this Festschrift, which are authored by renowned researchers in both fields. Besides his long-term commitment to research, Prof. Morettin is very active in mentoring and serving the profession. Moreover, he has written several textbooks, which are still a leading source of knowledge and learning for undergraduate and graduate students, practitioners, and researchers. Divided into two parts, the Festschrift presents a collection of papers that illustrate Prof. Morettin's broad contributions to Time Series and Econometrics, and to Wavelets. The reader will be able to learn state-of-the-art statistical methodologies, from periodic ARMA models, fractional Brownian motion, and generalized Ornstein-Uhlenbeck processes to spatial models, passing through complex structures designed for high-dimensional data analysis, such as graph and dynamic models. The topics and data features discussed here include high-frequency sampling, fNRIS, forecasting, portfolio apportionment, volatility assessment, dairy production, and inflation, which are relevant to econometrics, medicine, and the food industry. The volume ends with a discussion of several very powerful tools based on wavelets, spectral analysis, dimensionality reduction, self-similarity, scaling, copulas, and other notions.
- Imprenta:
- ISBN: 9783031663970
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
Time series and wavelet analysis: festschrift in honor of Pedro A. Morettin. . Cham: Springer. Disponível em: https://doi.org/10.1007/978-3-031-66398-7. Acesso em: 26 dez. 2025. , 2024 -
APA
Time series and wavelet analysis: festschrift in honor of Pedro A. Morettin. (2024). Time series and wavelet analysis: festschrift in honor of Pedro A. Morettin. Cham: Springer. doi:10.1007/978-3-031-66398-7 -
NLM
Time series and wavelet analysis: festschrift in honor of Pedro A. Morettin [Internet]. 2024 ;[citado 2025 dez. 26 ] Available from: https://doi.org/10.1007/978-3-031-66398-7 -
Vancouver
Time series and wavelet analysis: festschrift in honor of Pedro A. Morettin [Internet]. 2024 ;[citado 2025 dez. 26 ] Available from: https://doi.org/10.1007/978-3-031-66398-7 - Análise de variância em séries temporais utilizando a transformada de Walsh: um exemplo
- Interpolando curvas: uma nova abordagem para krigagem na análise de dados funcionais espaciais
- Modelos GAS com distribuições estáveis para séries temporais financeiras
- Relatório de análise estatística sobre o projeto "estudo da taxa metabólica total de micropogonias furnieri (desmarest, 1823) teleostei - perciforme - sciaenidae"
- Relatório de análise estatística sobre o projeto "previsão do volume de compras de hortaliças pelo varejo paulista"
- Transfer function models with time-varying coefficients
- Relatório de análise estatística sobre o projeto "melhor período de coleta de preços na CEAGESP"
- Analise espectral de series temporais com amplitudes moduladas
- Wavelet estimation of copulas for time series
- Some remarks on copula estimation and a new proposal
Informações sobre o DOI: 10.1007/978-3-031-66398-7 (Fonte: oaDOI API)
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