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Filtros : "MORETTIN, PEDRO ALBERTO" "Financiamento CAPES" Removido: "Financiamento FINEP" Limpar

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  • Artigo de periodico

    Inference on model parameters with many L-moments (2025)

    Alvarez, Luís Antonio Fantozzi ; Chiann, Chang ; Morettin, Pedro Alberto

    Source: Journal of Econometrics. Unidades: FEA, IME

    Assunto: PROBLEMAS DOS MOMENTOS

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

    • ABNT

      ALVAREZ, Luís Antonio Fantozzi e CHIANN, Chang e MORETTIN, Pedro Alberto. Inference on model parameters with many L-moments. Journal of Econometrics, v. 252, p. 1-21, 2025Tradução . . Disponível em: https://doi.org/10.1016/j.jeconom.2025.106101. Acesso em: 27 nov. 2025.

    • APA

      Alvarez, L. A. F., Chiann, C., & Morettin, P. A. (2025). Inference on model parameters with many L-moments. Journal of Econometrics, 252, 1-21. doi:10.1016/j.jeconom.2025.106101

    • NLM

      Alvarez LAF, Chiann C, Morettin PA. Inference on model parameters with many L-moments [Internet]. Journal of Econometrics. 2025 ; 252 1-21.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1016/j.jeconom.2025.106101

    • Vancouver

      Alvarez LAF, Chiann C, Morettin PA. Inference on model parameters with many L-moments [Internet]. Journal of Econometrics. 2025 ; 252 1-21.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1016/j.jeconom.2025.106101

  • 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, v. 22, n. 6, p. 1-19, 2024Tradução . . Disponível em: https://doi.org/10.1142/S0219691324500255. Acesso em: 27 nov. 2025.

    • 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, 22( 6), 1-19. 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 ; 22( 6): 1-19.[citado 2025 nov. 27 ] 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 ; 22( 6): 1-19.[citado 2025 nov. 27 ] Available from: https://doi.org/10.1142/S0219691324500255
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