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Artigo de periodico
Wavelet feature screening (2024)
Fonseca, Rodney ; Morettin, Pedro Alberto ; Pinheiro, Aluísio
Source: Journal of Computational and Graphical Statistics. Unidade: IME
Assunto: INFERÊNCIA PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FONSECA, Rodney e MORETTIN, Pedro Alberto e PINHEIRO, Aluísio. Wavelet feature screening. Journal of Computational and Graphical Statistics, 2024Tradução . . Disponível em: https://doi.org/10.1080/10618600.2024.2342984. Acesso em: 26 jun. 2024.
APA
Fonseca, R., Morettin, P. A., & Pinheiro, A. (2024). Wavelet feature screening. Journal of Computational and Graphical Statistics. doi:10.1080/10618600.2024.2342984
NLM
Fonseca R, Morettin PA, Pinheiro A. Wavelet feature screening [Internet]. Journal of Computational and Graphical Statistics. 2024 ;[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/10618600.2024.2342984
Vancouver
Fonseca R, Morettin PA, Pinheiro A. Wavelet feature screening [Internet]. Journal of Computational and Graphical Statistics. 2024 ;[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/10618600.2024.2342984
Artigo de periodico
Bayesian P-splines applied to semiparametric models with errors fellowing a scale mixture of normals (2023)
Taddeo, Marcelo Magalhães ; Morettin, Pedro Alberto
Source: Sankhya A. Unidade: IME
Subjects: INFERÊNCIA BAYESIANA, ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
TADDEO, Marcelo Magalhães e MORETTIN, Pedro Alberto. Bayesian P-splines applied to semiparametric models with errors fellowing a scale mixture of normals. Sankhya A, v. 85, p. 1331–1355, 2023Tradução . . Disponível em: https://doi.org/10.1007/s13171-022-00290-7. Acesso em: 26 jun. 2024.
APA
Taddeo, M. M., & Morettin, P. A. (2023). Bayesian P-splines applied to semiparametric models with errors fellowing a scale mixture of normals. Sankhya A, 85, 1331–1355. doi:10.1007/s13171-022-00290-7
NLM
Taddeo MM, Morettin PA. Bayesian P-splines applied to semiparametric models with errors fellowing a scale mixture of normals [Internet]. Sankhya A. 2023 ; 85 1331–1355.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/s13171-022-00290-7
Vancouver
Taddeo MM, Morettin PA. Bayesian P-splines applied to semiparametric models with errors fellowing a scale mixture of normals [Internet]. Sankhya A. 2023 ; 85 1331–1355.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/s13171-022-00290-7
Parte de monografia/livro
Fractional field image time series modeling and application to cyclone tracking (2021)
Atto, Abdourrahmane M; Pinheiro, Aluísio; Ginolhac, Guillaume; Morettin, Pedro Alberto
Source: Change detection and image time-series analysis 1 : unsupervised methods. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ATTO, Abdourrahmane M et al. Fractional field image time series modeling and application to cyclone tracking. Change detection and image time-series analysis 1 : unsupervised methods. Tradução . Hoboken: John Wiley, 2021. . Disponível em: https://doi.org/10.1002/9781119882268.ch6. Acesso em: 26 jun. 2024.
APA
Atto, A. M., Pinheiro, A., Ginolhac, G., & Morettin, P. A. (2021). Fractional field image time series modeling and application to cyclone tracking. In Change detection and image time-series analysis 1 : unsupervised methods. Hoboken: John Wiley. doi:10.1002/9781119882268.ch6
NLM
Atto AM, Pinheiro A, Ginolhac G, Morettin PA. Fractional field image time series modeling and application to cyclone tracking [Internet]. In: Change detection and image time-series analysis 1 : unsupervised methods. Hoboken: John Wiley; 2021. [citado 2024 jun. 26 ] Available from: https://doi.org/10.1002/9781119882268.ch6
Vancouver
Atto AM, Pinheiro A, Ginolhac G, Morettin PA. Fractional field image time series modeling and application to cyclone tracking [Internet]. In: Change detection and image time-series analysis 1 : unsupervised methods. Hoboken: John Wiley; 2021. [citado 2024 jun. 26 ] Available from: https://doi.org/10.1002/9781119882268.ch6
Artigo de periodico
Nonparametric regression with warped wavelets and strong mixing processes (2021)
Gomez, Luz M; Porto, Rogério F.; Morettin, Pedro Alberto
Source: Annals of the Institute of Statistical Mathematics. Unidades: IME, FM
Assunto: INFERÊNCIA NÃO PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMEZ, Luz M e PORTO, Rogério F. e MORETTIN, Pedro Alberto. Nonparametric regression with warped wavelets and strong mixing processes. Annals of the Institute of Statistical Mathematics, v. 73, n. 6, p. 1203-1228, 2021Tradução . . Disponível em: https://doi.org/10.1007/s10463-021-00789-0. Acesso em: 26 jun. 2024.
APA
Gomez, L. M., Porto, R. F., & Morettin, P. A. (2021). Nonparametric regression with warped wavelets and strong mixing processes. Annals of the Institute of Statistical Mathematics, 73( 6), 1203-1228. doi:10.1007/s10463-021-00789-0
NLM
Gomez LM, Porto RF, Morettin PA. Nonparametric regression with warped wavelets and strong mixing processes [Internet]. Annals of the Institute of Statistical Mathematics. 2021 ; 73( 6): 1203-1228.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/s10463-021-00789-0
Vancouver
Gomez LM, Porto RF, Morettin PA. Nonparametric regression with warped wavelets and strong mixing processes [Internet]. Annals of the Institute of Statistical Mathematics. 2021 ; 73( 6): 1203-1228.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/s10463-021-00789-0
Artigo de periodico
Stable randomized generalized autoregressive conditional heteroskedastic models (2020)
Sampaio, Jhames Matos; Morettin, Pedro Alberto
Source: Econometrics and Statistics. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SAMPAIO, Jhames Matos e MORETTIN, Pedro Alberto. Stable randomized generalized autoregressive conditional heteroskedastic models. Econometrics and Statistics, v. 15, p. 67-83, 2020Tradução . . Disponível em: https://doi.org/10.1016/j.ecosta.2018.11.002. Acesso em: 26 jun. 2024.
APA
Sampaio, J. M., & Morettin, P. A. (2020). Stable randomized generalized autoregressive conditional heteroskedastic models. Econometrics and Statistics, 15, 67-83. doi:10.1016/j.ecosta.2018.11.002
NLM
Sampaio JM, Morettin PA. Stable randomized generalized autoregressive conditional heteroskedastic models [Internet]. Econometrics and Statistics. 2020 ; 15 67-83.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.ecosta.2018.11.002
Vancouver
Sampaio JM, Morettin PA. Stable randomized generalized autoregressive conditional heteroskedastic models [Internet]. Econometrics and Statistics. 2020 ; 15 67-83.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.ecosta.2018.11.002
Artigo de periodico
Parsimonious heterogeneous ARCH models for high frequency modeling (2020)
Ruilova, Juan Carlos; Morettin, Pedro Alberto
Source: Journal of Risk and Financial Management. Unidade: IME
Subjects: ANÁLISE DE DADOS, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
RUILOVA, Juan Carlos e MORETTIN, Pedro Alberto. Parsimonious heterogeneous ARCH models for high frequency modeling. Journal of Risk and Financial Management, v. 13, n. 2, 2020Tradução . . Disponível em: https://doi.org/10.3390/jrfm13020038. Acesso em: 26 jun. 2024.
APA
Ruilova, J. C., & Morettin, P. A. (2020). Parsimonious heterogeneous ARCH models for high frequency modeling. Journal of Risk and Financial Management, 13( 2). doi:10.3390/jrfm13020038
NLM
Ruilova JC, Morettin PA. Parsimonious heterogeneous ARCH models for high frequency modeling [Internet]. Journal of Risk and Financial Management. 2020 ; 13( 2):[citado 2024 jun. 26 ] Available from: https://doi.org/10.3390/jrfm13020038
Vancouver
Ruilova JC, Morettin PA. Parsimonious heterogeneous ARCH models for high frequency modeling [Internet]. Journal of Risk and Financial Management. 2020 ; 13( 2):[citado 2024 jun. 26 ] Available from: https://doi.org/10.3390/jrfm13020038
Artigo de periodico
Indirect inference for locally stationary ARMA processes with stable innovations (2020)
Chou-Chen, Shu Wei ; Morettin, Pedro Alberto
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, INFERÊNCIA PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CHOU-CHEN, Shu Wei e MORETTIN, Pedro Alberto. Indirect inference for locally stationary ARMA processes with stable innovations. Journal of Statistical Computation and Simulation, v. 90, n. 17, p. 3106-3134, 2020Tradução . . Disponível em: https://doi.org/10.1080/00949655.2020.1797030. Acesso em: 26 jun. 2024.
APA
Chou-Chen, S. W., & Morettin, P. A. (2020). Indirect inference for locally stationary ARMA processes with stable innovations. Journal of Statistical Computation and Simulation, 90( 17), 3106-3134. doi:10.1080/00949655.2020.1797030
NLM
Chou-Chen SW, Morettin PA. Indirect inference for locally stationary ARMA processes with stable innovations [Internet]. Journal of Statistical Computation and Simulation. 2020 ; 90( 17): 3106-3134.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/00949655.2020.1797030
Vancouver
Chou-Chen SW, Morettin PA. Indirect inference for locally stationary ARMA processes with stable innovations [Internet]. Journal of Statistical Computation and Simulation. 2020 ; 90( 17): 3106-3134.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/00949655.2020.1797030
Artigo de periodico
Time-varying cointegration model using wavelets (2019)
Fonseca, Eder Lucio da ; Alencar, Airlane Pereira ; Morettin, Pedro Alberto
Source: Statistics & Probability Letters. Unidade: IME
Subjects: ANÁLISE DE ERROS, ANÁLISE DE ONDALETAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FONSECA, Eder Lucio da e ALENCAR, Airlane Pereira e MORETTIN, Pedro Alberto. Time-varying cointegration model using wavelets. Statistics & Probability Letters, v. 145, p. 260-267, 2019Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2018.09.017. Acesso em: 26 jun. 2024.
APA
Fonseca, E. L. da, Alencar, A. P., & Morettin, P. A. (2019). Time-varying cointegration model using wavelets. Statistics & Probability Letters, 145, 260-267. doi:10.1016/j.spl.2018.09.017
NLM
Fonseca EL da, Alencar AP, Morettin PA. Time-varying cointegration model using wavelets [Internet]. Statistics & Probability Letters. 2019 ; 145 260-267.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.spl.2018.09.017
Vancouver
Fonseca EL da, Alencar AP, Morettin PA. Time-varying cointegration model using wavelets [Internet]. Statistics & Probability Letters. 2019 ; 145 260-267.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.spl.2018.09.017
Artigo de periodico
Directed wavelet covariance (2019)
Samejima, Kim; Morettin, Pedro Alberto ; Sato, João Ricardo
Source: Computational Statistics & Data Analysis. Unidade: IME
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, ANÁLISE DE ONDALETAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SAMEJIMA, Kim e MORETTIN, Pedro Alberto e SATO, João Ricardo. Directed wavelet covariance. Computational Statistics & Data Analysis, v. 130, p. 61-79, 2019Tradução . . Disponível em: https://doi.org/10.1016/j.csda.2018.08.026. Acesso em: 26 jun. 2024.
APA
Samejima, K., Morettin, P. A., & Sato, J. R. (2019). Directed wavelet covariance. Computational Statistics & Data Analysis, 130, 61-79. doi:10.1016/j.csda.2018.08.026
NLM
Samejima K, Morettin PA, Sato JR. Directed wavelet covariance [Internet]. Computational Statistics & Data Analysis. 2019 ; 130 61-79.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.csda.2018.08.026
Vancouver
Samejima K, Morettin PA, Sato JR. Directed wavelet covariance [Internet]. Computational Statistics & Data Analysis. 2019 ; 130 61-79.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.csda.2018.08.026
Artigo de periodico
Transformed symmetric generalized autoregressive moving average models (2018)
Gomes, Amanda S.; Morettin, Pedro Alberto ; Cordeiro, Gauss Moutinho ; Taddeo, Marcelo Magalhães
Source: Statistics. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMES, Amanda S. et al. Transformed symmetric generalized autoregressive moving average models. Statistics, v. 52, n. 3, p. 643-664, 2018Tradução . . Disponível em: https://doi.org/10.1080/02331888.2018.1435660. Acesso em: 26 jun. 2024.
APA
Gomes, A. S., Morettin, P. A., Cordeiro, G. M., & Taddeo, M. M. (2018). Transformed symmetric generalized autoregressive moving average models. Statistics, 52( 3), 643-664. doi:10.1080/02331888.2018.1435660
NLM
Gomes AS, Morettin PA, Cordeiro GM, Taddeo MM. Transformed symmetric generalized autoregressive moving average models [Internet]. Statistics. 2018 ; 52( 3): 643-664.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/02331888.2018.1435660
Vancouver
Gomes AS, Morettin PA, Cordeiro GM, Taddeo MM. Transformed symmetric generalized autoregressive moving average models [Internet]. Statistics. 2018 ; 52( 3): 643-664.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/02331888.2018.1435660
Artigo de periodico
Wavelet estimation of functional coefficient regression models (2018)
Montoril, Michel Helcias; Morettin, Pedro Alberto ; Chiann, Chang
Source: International Journal of Wavelets, Multiresolution and Information Processing. Unidade: IME
Assunto: INFERÊNCIA NÃO PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MONTORIL, Michel Helcias e MORETTIN, Pedro Alberto e CHIANN, Chang. Wavelet estimation of functional coefficient regression models. International Journal of Wavelets, Multiresolution and Information Processing, v. 16, n. 1, p. 1-42, 2018Tradução . . Disponível em: https://doi.org/10.1142/S0219691318500042. Acesso em: 26 jun. 2024.
APA
Montoril, M. H., Morettin, P. A., & Chiann, C. (2018). Wavelet estimation of functional coefficient regression models. International Journal of Wavelets, Multiresolution and Information Processing, 16( 1), 1-42. doi:10.1142/S0219691318500042
NLM
Montoril MH, Morettin PA, Chiann C. Wavelet estimation of functional coefficient regression models [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2018 ; 16( 1): 1-42.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1142/S0219691318500042
Vancouver
Montoril MH, Morettin PA, Chiann C. Wavelet estimation of functional coefficient regression models [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2018 ; 16( 1): 1-42.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1142/S0219691318500042
Monografia/livro
Wavelets in functional data analysis (2017)
Morettin, Pedro Alberto ; Pinheiro, Aluísio ; Vidakovic, Brani
Unidade: IME
Subjects: ANÁLISE DE DADOS, ANÁLISE FUNCIONAL, ANÁLISE DE SÉRIES TEMPORAIS, ANÁLISE DE ONDALETAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MORETTIN, Pedro Alberto e PINHEIRO, Aluísio e VIDAKOVIC, Brani. Wavelets in functional data analysis. . Cham: Springer. Disponível em: https://doi.org/10.1007/978-3-319-59623-5. Acesso em: 26 jun. 2024. , 2017
APA
Morettin, P. A., Pinheiro, A., & Vidakovic, B. (2017). Wavelets in functional data analysis. Cham: Springer. doi:10.1007/978-3-319-59623-5
NLM
Morettin PA, Pinheiro A, Vidakovic B. Wavelets in functional data analysis [Internet]. 2017 ;[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/978-3-319-59623-5
Vancouver
Morettin PA, Pinheiro A, Vidakovic B. Wavelets in functional data analysis [Internet]. 2017 ;[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/978-3-319-59623-5
Artigo de periodico
Analysis of single-index models with scale mixture of normals errors by using bayesian P-splines (2017)
Taddeo, Marcelo Magalhães; Morettin, Pedro Alberto
Source: Chilean Journal of Statistics. Unidade: IME
Assunto: INFERÊNCIA NÃO PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
TADDEO, Marcelo Magalhães e MORETTIN, Pedro Alberto. Analysis of single-index models with scale mixture of normals errors by using bayesian P-splines. Chilean Journal of Statistics, v. 8, n. 2, p. 3-23, 2017Tradução . . Disponível em: http://chjs.mat.utfsm.cl/volumes/08/02/Taddeo_Morettin(2017).pdf. Acesso em: 26 jun. 2024.
APA
Taddeo, M. M., & Morettin, P. A. (2017). Analysis of single-index models with scale mixture of normals errors by using bayesian P-splines. Chilean Journal of Statistics, 8( 2), 3-23. Recuperado de http://chjs.mat.utfsm.cl/volumes/08/02/Taddeo_Morettin(2017).pdf
NLM
Taddeo MM, Morettin PA. Analysis of single-index models with scale mixture of normals errors by using bayesian P-splines [Internet]. Chilean Journal of Statistics. 2017 ; 8( 2): 3-23.[citado 2024 jun. 26 ] Available from: http://chjs.mat.utfsm.cl/volumes/08/02/Taddeo_Morettin(2017).pdf
Vancouver
Taddeo MM, Morettin PA. Analysis of single-index models with scale mixture of normals errors by using bayesian P-splines [Internet]. Chilean Journal of Statistics. 2017 ; 8( 2): 3-23.[citado 2024 jun. 26 ] Available from: http://chjs.mat.utfsm.cl/volumes/08/02/Taddeo_Morettin(2017).pdf
Artigo de periodico
Curve of correlation for time series (2016)
Latif, Sumaia Abdel; Morettin, Pedro Alberto
Source: Communications in Statistics - Simulation and Computation. Unidades: EACH, IME
Subjects: ESTIMAÇÃO NÃO PARAMÉTRICA, ESTATÍSTICA DE PROCESSOS ESTOCÁSTICOS, PROCESSOS ESTACIONÁRIOS, ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LATIF, Sumaia Abdel e MORETTIN, Pedro Alberto. Curve of correlation for time series. Communications in Statistics - Simulation and Computation, v. 45, n. 8, p. 2792-2809, 2016Tradução . . Disponível em: https://doi.org/10.1080/03610918.2014.926172. Acesso em: 26 jun. 2024.
APA
Latif, S. A., & Morettin, P. A. (2016). Curve of correlation for time series. Communications in Statistics - Simulation and Computation, 45( 8), 2792-2809. doi:10.1080/03610918.2014.926172
NLM
Latif SA, Morettin PA. Curve of correlation for time series [Internet]. Communications in Statistics - Simulation and Computation. 2016 ; 45( 8): 2792-2809.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/03610918.2014.926172
Vancouver
Latif SA, Morettin PA. Curve of correlation for time series [Internet]. Communications in Statistics - Simulation and Computation. 2016 ; 45( 8): 2792-2809.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/03610918.2014.926172
Artigo de periodico
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (2015)
Sampaio, Jhames Matos; Morettin, Pedro Alberto
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, INFERÊNCIA PARA SÉRIES TEMPORAIS, MODELOS EM SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SAMPAIO, Jhames Matos e MORETTIN, Pedro Alberto. Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. Journal of Statistical Computation and Simulation, v. 85, n. 13, p. 2702-2717, 2015Tradução . . Disponível em: https://doi.org/10.1080/00949655.2014.934244. Acesso em: 26 jun. 2024.
APA
Sampaio, J. M., & Morettin, P. A. (2015). Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. Journal of Statistical Computation and Simulation, 85( 13), 2702-2717. doi:10.1080/00949655.2014.934244
NLM
Sampaio JM, Morettin PA. Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models [Internet]. Journal of Statistical Computation and Simulation. 2015 ; 85( 13): 2702-2717.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/00949655.2014.934244
Vancouver
Sampaio JM, Morettin PA. Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models [Internet]. Journal of Statistical Computation and Simulation. 2015 ; 85( 13): 2702-2717.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1080/00949655.2014.934244
Artigo de periodico
Spline estimation of functional coefficient regression models for time series with correlated errors (2014)
Montoril, Michel Helcias; Morettin, Pedro Alberto ; Chiann, Chang
Source: Statistics & Probability Letters. Unidade: IME
Subjects: FUNÇÕES SPLINE, ANÁLISE DE SÉRIES TEMPORAIS, MODELOS EM SÉRIES TEMPORAIS, INFERÊNCIA NÃO PARAMÉTRICA, ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MONTORIL, Michel Helcias e MORETTIN, Pedro Alberto e CHIANN, Chang. Spline estimation of functional coefficient regression models for time series with correlated errors. Statistics & Probability Letters, v. 92, p. 226-231, 2014Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2014.05.021. Acesso em: 26 jun. 2024.
APA
Montoril, M. H., Morettin, P. A., & Chiann, C. (2014). Spline estimation of functional coefficient regression models for time series with correlated errors. Statistics & Probability Letters, 92, 226-231. doi:10.1016/j.spl.2014.05.021
NLM
Montoril MH, Morettin PA, Chiann C. Spline estimation of functional coefficient regression models for time series with correlated errors [Internet]. Statistics & Probability Letters. 2014 ; 92 226-231.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.spl.2014.05.021
Vancouver
Montoril MH, Morettin PA, Chiann C. Spline estimation of functional coefficient regression models for time series with correlated errors [Internet]. Statistics & Probability Letters. 2014 ; 92 226-231.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1016/j.spl.2014.05.021
Artigo de periodico
Estimation of a Spearman-type multivariate measure of local dependence (2014)
Latif, Sumaia Abdel; Morettin, Pedro Alberto
Source: International Journal of Statistics and Probability. Unidades: EACH, IME
Subjects: PROBABILIDADE APLICADA, ESTIMAÇÃO NÃO PARAMÉTRICA, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LATIF, Sumaia Abdel e MORETTIN, Pedro Alberto. Estimation of a Spearman-type multivariate measure of local dependence. International Journal of Statistics and Probability, v. 3, n. 2, p. 1-17, 2014Tradução . . Disponível em: https://doi.org/10.5539/ijsp.v3n2p1. Acesso em: 26 jun. 2024.
APA
Latif, S. A., & Morettin, P. A. (2014). Estimation of a Spearman-type multivariate measure of local dependence. International Journal of Statistics and Probability, 3( 2), 1-17. doi:10.5539/ijsp.v3n2p1
NLM
Latif SA, Morettin PA. Estimation of a Spearman-type multivariate measure of local dependence [Internet]. International Journal of Statistics and Probability. 2014 ; 3( 2): 1-17.[citado 2024 jun. 26 ] Available from: https://doi.org/10.5539/ijsp.v3n2p1
Vancouver
Latif SA, Morettin PA. Estimation of a Spearman-type multivariate measure of local dependence [Internet]. International Journal of Statistics and Probability. 2014 ; 3( 2): 1-17.[citado 2024 jun. 26 ] Available from: https://doi.org/10.5539/ijsp.v3n2p1
Parte de monografia/livro
An overview of vector autoregressive models (2014)
Morettin, Pedro Alberto
Source: Methods in brain connectivity inference through multivariate time series analysis. Unidade: IME
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, MODELOS EM SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MORETTIN, Pedro Alberto. An overview of vector autoregressive models. Methods in brain connectivity inference through multivariate time series analysis. Tradução . Boca Raton: CRC Press, 2014. . . Acesso em: 26 jun. 2024.
APA
Morettin, P. A. (2014). An overview of vector autoregressive models. In Methods in brain connectivity inference through multivariate time series analysis. Boca Raton: CRC Press.
NLM
Morettin PA. An overview of vector autoregressive models. In: Methods in brain connectivity inference through multivariate time series analysis. Boca Raton: CRC Press; 2014. [citado 2024 jun. 26 ]
Vancouver
Morettin PA. An overview of vector autoregressive models. In: Methods in brain connectivity inference through multivariate time series analysis. Boca Raton: CRC Press; 2014. [citado 2024 jun. 26 ]
Artigo de periodico
Estimation of a measure of local correlation for independent samples and time series data (2013)
Latif, Sumaia Abdel; Morettin, Pedro Alberto
Source: Sankhya B. Unidades: EACH, IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LATIF, Sumaia Abdel e MORETTIN, Pedro Alberto. Estimation of a measure of local correlation for independent samples and time series data. Sankhya B, v. 75, n. 1, p. 42\201364, 2013Tradução . . Disponível em: https://doi.org/10.1007/s13571-012-0039-y. Acesso em: 26 jun. 2024.
APA
Latif, S. A., & Morettin, P. A. (2013). Estimation of a measure of local correlation for independent samples and time series data. Sankhya B, 75( 1), 42\201364. doi:10.1007/s13571-012-0039-y
NLM
Latif SA, Morettin PA. Estimation of a measure of local correlation for independent samples and time series data [Internet]. Sankhya B. 2013 ; 75( 1): 42\201364.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/s13571-012-0039-y
Vancouver
Latif SA, Morettin PA. Estimation of a measure of local correlation for independent samples and time series data [Internet]. Sankhya B. 2013 ; 75( 1): 42\201364.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1007/s13571-012-0039-y
Artigo de periodico
State space Markov switching models using wavelets (2013)
Alencar, Airlane Pereira ; Morettin, Pedro Alberto ; Toloi, Clelia Maria de Castro
Source: Studies in Nonlinear Dynamics & Econometrics. Unidade: IME
Assunto: PROCESSOS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ALENCAR, Airlane Pereira e MORETTIN, Pedro Alberto e TOLOI, Clelia Maria de Castro. State space Markov switching models using wavelets. Studies in Nonlinear Dynamics & Econometrics, v. 17, n. 2, p. 121-238, 2013Tradução . . Disponível em: https://doi.org/10.1515/snde-2012-0020. Acesso em: 26 jun. 2024.
APA
Alencar, A. P., Morettin, P. A., & Toloi, C. M. de C. (2013). State space Markov switching models using wavelets. Studies in Nonlinear Dynamics & Econometrics, 17( 2), 121-238. doi:10.1515/snde-2012-0020
NLM
Alencar AP, Morettin PA, Toloi CM de C. State space Markov switching models using wavelets [Internet]. Studies in Nonlinear Dynamics & Econometrics. 2013 ; 17( 2): 121-238.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1515/snde-2012-0020
Vancouver
Alencar AP, Morettin PA, Toloi CM de C. State space Markov switching models using wavelets [Internet]. Studies in Nonlinear Dynamics & Econometrics. 2013 ; 17( 2): 121-238.[citado 2024 jun. 26 ] Available from: https://doi.org/10.1515/snde-2012-0020

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