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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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] 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: 27 nov. 2025.
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 2025 nov. 27 ] 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 2025 nov. 27 ] Available from: https://doi.org/10.1142/S0219691318500042
Artigo de periodico
DWT-CEM: an algorithm for scale-temporal clustering in fMRI (2007)
Sato, João Ricardo; Fujita, André ; Amaro Junior, Edson; Miranda, Janaina Mourão; Morettin, Pedro Alberto ; Brammer, Michal John
Source: Biological cybernetics. Unidades: FM, IME, Interunidades em Bioinformática
Subjects: ESTATÍSTICA (TENDÊNCIAS), ALGORITMOS E ESTRUTURAS DE DADOS, IMAGEM POR RESSONÂNCIA MAGNÉTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SATO, João Ricardo et al. DWT-CEM: an algorithm for scale-temporal clustering in fMRI. Biological cybernetics, v. 97, n. 1, p. 33-45, 2007Tradução . . Disponível em: https://doi.org/10.1007/s00422-007-0154-4. Acesso em: 27 nov. 2025.
APA
Sato, J. R., Fujita, A., Amaro Junior, E., Miranda, J. M., Morettin, P. A., & Brammer, M. J. (2007). DWT-CEM: an algorithm for scale-temporal clustering in fMRI. Biological cybernetics, 97( 1), 33-45. doi:10.1007/s00422-007-0154-4
NLM
Sato JR, Fujita A, Amaro Junior E, Miranda JM, Morettin PA, Brammer MJ. DWT-CEM: an algorithm for scale-temporal clustering in fMRI [Internet]. Biological cybernetics. 2007 ; 97( 1): 33-45.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1007/s00422-007-0154-4
Vancouver
Sato JR, Fujita A, Amaro Junior E, Miranda JM, Morettin PA, Brammer MJ. DWT-CEM: an algorithm for scale-temporal clustering in fMRI [Internet]. Biological cybernetics. 2007 ; 97( 1): 33-45.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1007/s00422-007-0154-4
Artigo de periodico
Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method (2007)
Fujita, André ; Sato, João Ricardo ; Garay-Malpartida, Humberto Miguel ; Morettin, Pedro Alberto ; Sogayar, Mari Cleide ; Ferreira, Carlos Eduardo
Source: Bioinformatics. Unidades: IME, IQ, Interunidades em Bioinformática
Subjects: EXPRESSÃO GÊNICA, BIOQUÍMICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FUJITA, André et al. Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method. Bioinformatics, v. 23, n. 13, p. 1623-1630, 2007Tradução . . Disponível em: https://doi.org/10.1093/bioinformatics/btm151. Acesso em: 27 nov. 2025.
APA
Fujita, A., Sato, J. R., Garay-Malpartida, H. M., Morettin, P. A., Sogayar, M. C., & Ferreira, C. E. (2007). Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method. Bioinformatics, 23( 13), 1623-1630. doi:10.1093/bioinformatics/btm151
NLM
Fujita A, Sato JR, Garay-Malpartida HM, Morettin PA, Sogayar MC, Ferreira CE. Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method [Internet]. Bioinformatics. 2007 ; 23( 13): 1623-1630.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1093/bioinformatics/btm151
Vancouver
Fujita A, Sato JR, Garay-Malpartida HM, Morettin PA, Sogayar MC, Ferreira CE. Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method [Internet]. Bioinformatics. 2007 ; 23( 13): 1623-1630.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1093/bioinformatics/btm151

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