ReP USP - Resultado da busca

Artigo de periodico
Transfer function models with time-varying coefficients (2012)
Moura, Maria Sílvia de A; Morettin, Pedro Alberto ; Toloi, Clelia Maria de Castro; Chiann, Chang
Source: Journal of Probability and Statistics. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MOURA, Maria Sílvia de A et al. Transfer function models with time-varying coefficients. Journal of Probability and Statistics, v. 2012, 2012Tradução . . Disponível em: https://doi.org/10.1155/2012/451076. Acesso em: 19 nov. 2024.
APA
Moura, M. S. de A., Morettin, P. A., Toloi, C. M. de C., & Chiann, C. (2012). Transfer function models with time-varying coefficients. Journal of Probability and Statistics, 2012. doi:10.1155/2012/451076
NLM
Moura MS de A, Morettin PA, Toloi CM de C, Chiann C. Transfer function models with time-varying coefficients [Internet]. Journal of Probability and Statistics. 2012 ; 2012[citado 2024 nov. 19 ] Available from: https://doi.org/10.1155/2012/451076
Vancouver
Moura MS de A, Morettin PA, Toloi CM de C, Chiann C. Transfer function models with time-varying coefficients [Internet]. Journal of Probability and Statistics. 2012 ; 2012[citado 2024 nov. 19 ] Available from: https://doi.org/10.1155/2012/451076
Artigo de periodico
A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (2011)
Salcedo, Gladys E; Morettin, Pedro Alberto ; Toloi, Clelia Maria de Castro
Source: Differential Equations and Dynamical Systems. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SALCEDO, Gladys E e MORETTIN, Pedro Alberto e TOLOI, Clelia Maria de Castro. A test for comparing two discrete stochastic dynamical systems under heteroskedasticity. Differential Equations and Dynamical Systems, v. 19, n. 3, p. 211-236, 2011Tradução . . Disponível em: https://doi.org/10.1007/s12591-011-0085-3. Acesso em: 19 nov. 2024.
APA
Salcedo, G. E., Morettin, P. A., & Toloi, C. M. de C. (2011). A test for comparing two discrete stochastic dynamical systems under heteroskedasticity. Differential Equations and Dynamical Systems, 19( 3), 211-236. doi:10.1007/s12591-011-0085-3
NLM
Salcedo GE, Morettin PA, Toloi CM de C. A test for comparing two discrete stochastic dynamical systems under heteroskedasticity [Internet]. Differential Equations and Dynamical Systems. 2011 ; 19( 3): 211-236.[citado 2024 nov. 19 ] Available from: https://doi.org/10.1007/s12591-011-0085-3
Vancouver
Salcedo GE, Morettin PA, Toloi CM de C. A test for comparing two discrete stochastic dynamical systems under heteroskedasticity [Internet]. Differential Equations and Dynamical Systems. 2011 ; 19( 3): 211-236.[citado 2024 nov. 19 ] Available from: https://doi.org/10.1007/s12591-011-0085-3
Artigo de periodico
The dynamic factor model: an application to stock market indexes (2011)
Safadi, Thelma ; Alencar, Airlane Pereira ; Morettin, Pedro Alberto
Source: International Journal of Statistics and Economics. Unidade: IME
Subjects: ESTATÍSTICA APLICADA, PROCESSOS ESTOCÁSTICOS
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: 19 nov. 2024.
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 2024 nov. 19 ] 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 2024 nov. 19 ] Available from: http://www.ceser.in/ceserp/index.php/bse/article/view/2114
Artigo de periodico
On residual variance estimation in autoregressive models (1998)
Mentz, Raul Pedro; Morettin, Pedro Alberto ; Toloi, Clélia Maria de Castro
Source: Journal of Time Series Analysis. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MENTZ, Raul Pedro e MORETTIN, Pedro Alberto e TOLOI, Clélia Maria de Castro. On residual variance estimation in autoregressive models. Journal of Time Series Analysis, v. 19, n. 2, p. 187-208, 1998Tradução . . Disponível em: https://doi.org/10.1111/1467-9892.00085. Acesso em: 19 nov. 2024.
APA
Mentz, R. P., Morettin, P. A., & Toloi, C. M. de C. (1998). On residual variance estimation in autoregressive models. Journal of Time Series Analysis, 19( 2), 187-208. doi:10.1111/1467-9892.00085
NLM
Mentz RP, Morettin PA, Toloi CM de C. On residual variance estimation in autoregressive models [Internet]. Journal of Time Series Analysis. 1998 ; 19( 2): 187-208.[citado 2024 nov. 19 ] Available from: https://doi.org/10.1111/1467-9892.00085
Vancouver
Mentz RP, Morettin PA, Toloi CM de C. On residual variance estimation in autoregressive models [Internet]. Journal of Time Series Analysis. 1998 ; 19( 2): 187-208.[citado 2024 nov. 19 ] Available from: https://doi.org/10.1111/1467-9892.00085
Trabalho de evento
Stochastic dyadic systems (1973)
Morettin, Pedro Alberto
Source: Applications of Walsh functions : proceedings. Conference titles: Walsh Functions Symposium. Unidade: IME
Subjects: PROCESSOS ESTOCÁSTICOS, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MORETTIN, Pedro Alberto. Stochastic dyadic systems. 1973, Anais.. Washington: [s.n.], 1973. . Acesso em: 19 nov. 2024.
APA
Morettin, P. A. (1973). Stochastic dyadic systems. In Applications of Walsh functions : proceedings. Washington: [s.n.].
NLM
Morettin PA. Stochastic dyadic systems. Applications of Walsh functions : proceedings. 1973 ;[citado 2024 nov. 19 ]
Vancouver
Morettin PA. Stochastic dyadic systems. Applications of Walsh functions : proceedings. 1973 ;[citado 2024 nov. 19 ]

USP Schools

ReP

Filtros

Authors