Menu

Filtros : "ESTATÍSTICA APLICADA" "Singapura" Removido: "ANÁLISE DE DADOS" Limpar

Filtros

Refine with date range

  • 1

1 - 4 (4 records)

  • Artigo de periodico

    Identifying jumps in high-frequency time series by wavelets (2024)

    Duran, William R. ; Morettin, Pedro Alberto

    Source: International Journal of Wavelets, Multiresolution and Information Processing. Unidade: IME

    Subjects: ANÁLISE FUNCIONAL, ESTATÍSTICA APLICADA, PROCESSOS DE DIFUSÃO

    Acesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      DURAN, William R. e MORETTIN, Pedro Alberto. Identifying jumps in high-frequency time series by wavelets. International Journal of Wavelets, Multiresolution and Information Processing, 2024Tradução . . Disponível em: https://doi.org/10.1142/S0219691324500255. Acesso em: 25 ago. 2024.

    • APA

      Duran, W. R., & Morettin, P. A. (2024). Identifying jumps in high-frequency time series by wavelets. International Journal of Wavelets, Multiresolution and Information Processing. doi:10.1142/S0219691324500255

    • NLM

      Duran WR, Morettin PA. Identifying jumps in high-frequency time series by wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2024 ;[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0219691324500255

    • Vancouver

      Duran WR, Morettin PA. Identifying jumps in high-frequency time series by wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2024 ;[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0219691324500255

  • Artigo de periodico

    Wavelet estimation for factor models with time-varying loadings (2022)

    Cataño, Duván Humberto ; Rodríguez-Caballero, C. Vladimir ; Peña, Daniel ; Chiann, Chang

    Source: International Journal of Wavelets, Multiresolution and Information Processing. Unidade: IME

    Subjects: ESTATÍSTICA APLICADA, ANÁLISE DE SÉRIES TEMPORAIS, ANÁLISE MULTIVARIADA

    Versão AceitaAcesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      CATAÑO, Duván Humberto et al. Wavelet estimation for factor models with time-varying loadings. International Journal of Wavelets, Multiresolution and Information Processing, v. 20, n. 1, 2022Tradução . . Disponível em: https://doi.org/10.1142/S0219691321500338. Acesso em: 25 ago. 2024.

    • APA

      Cataño, D. H., Rodríguez-Caballero, C. V., Peña, D., & Chiann, C. (2022). Wavelet estimation for factor models with time-varying loadings. International Journal of Wavelets, Multiresolution and Information Processing, 20( 1). doi:10.1142/S0219691321500338

    • NLM

      Cataño DH, Rodríguez-Caballero CV, Peña D, Chiann C. Wavelet estimation for factor models with time-varying loadings [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2022 ; 20( 1):[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0219691321500338

    • Vancouver

      Cataño DH, Rodríguez-Caballero CV, Peña D, Chiann C. Wavelet estimation for factor models with time-varying loadings [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2022 ; 20( 1):[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0219691321500338

  • Artigo de periodico

    Jump detection in high-frequency financial data using wavelets (2022)

    Pinto, Mateus Gonzalez de Freitas ; Marques, Guilherme de Oliveira Lima Cagliari ; Chiann, Chang

    Source: International Journal of Wavelets, Multiresolution and Information Processing. Unidade: IME

    Subjects: ANÁLISE DE ONDALETAS, ESTATÍSTICA APLICADA

    Versão PublicadaAcesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      PINTO, Mateus Gonzalez de Freitas e MARQUES, Guilherme de Oliveira Lima Cagliari e CHIANN, Chang. Jump detection in high-frequency financial data using wavelets. International Journal of Wavelets, Multiresolution and Information Processing, v. 21, n. 2, p. 1-20, 2022Tradução . . Disponível em: https://doi.org/10.1142/S0219691322500564. Acesso em: 25 ago. 2024.

    • APA

      Pinto, M. G. de F., Marques, G. de O. L. C., & Chiann, C. (2022). Jump detection in high-frequency financial data using wavelets. International Journal of Wavelets, Multiresolution and Information Processing, 21( 2), 1-20. doi:10.1142/S0219691322500564

    • NLM

      Pinto MG de F, Marques G de OLC, Chiann C. Jump detection in high-frequency financial data using wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2022 ; 21( 2): 1-20.[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0219691322500564

    • Vancouver

      Pinto MG de F, Marques G de OLC, Chiann C. Jump detection in high-frequency financial data using wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2022 ; 21( 2): 1-20.[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0219691322500564

  • Artigo de periodico

    Modeling the evolution of complex networks through the path-star transformation and optimal multivariate methods (2010)

    Costa, Luciano da Fontoura ; Rodrigues, Francisco Aparecido ; Villas Boas, Paulino Ribeiro

    Source: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering. Unidades: IFSC, ICMC

    Subjects: ESTATÍSTICA APLICADA, ANÁLISE DE SÉRIES TEMPORAIS, REDES COMPLEXAS

    Acesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      COSTA, Luciano da Fontoura e RODRIGUES, Francisco Aparecido e VILLAS BOAS, Paulino Ribeiro. Modeling the evolution of complex networks through the path-star transformation and optimal multivariate methods. International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, v. 20, n. 3, p. 795-804, 2010Tradução . . Disponível em: https://doi.org/10.1142/S0218127410026083. Acesso em: 25 ago. 2024.

    • APA

      Costa, L. da F., Rodrigues, F. A., & Villas Boas, P. R. (2010). Modeling the evolution of complex networks through the path-star transformation and optimal multivariate methods. International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, 20( 3), 795-804. doi:10.1142/S0218127410026083

    • NLM

      Costa L da F, Rodrigues FA, Villas Boas PR. Modeling the evolution of complex networks through the path-star transformation and optimal multivariate methods [Internet]. International Journal of Bifurcation and Chaos in Applied Sciences and Engineering. 2010 ; 20( 3): 795-804.[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0218127410026083

    • Vancouver

      Costa L da F, Rodrigues FA, Villas Boas PR. Modeling the evolution of complex networks through the path-star transformation and optimal multivariate methods [Internet]. International Journal of Bifurcation and Chaos in Applied Sciences and Engineering. 2010 ; 20( 3): 795-804.[citado 2024 ago. 25 ] Available from: https://doi.org/10.1142/S0218127410026083
  • 1

1 - 4 (4 records)

Digital Library of Intellectual Production of Universidade de São Paulo     2012 - 2024