ReP USP - Resultado da busca

Artigo de periodico
Time-varying spatio-temporal models by wavelets (2025)
Chen, Yangyang; Morettin, Pedro Alberto ; Chiann, Chang
Fonte: Journal of Statistical Computation and Simulation. Unidade: IME
Assuntos: ANÁLISE DE SÉRIES TEMPORAIS, SÉRIES ESPAÇO-TEMPORAIS, PROCESSOS ESTACIONÁRIOS, FILTROS DE KALMAN, ANÁLISE DE ONDALETAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CHEN, Yangyang e MORETTIN, Pedro Alberto e CHIANN, Chang. Time-varying spatio-temporal models by wavelets. Journal of Statistical Computation and Simulation, 2025Tradução . . Disponível em: https://doi.org/10.1080/00949655.2025.2535477. Acesso em: 11 nov. 2025.
APA
Chen, Y., Morettin, P. A., & Chiann, C. (2025). Time-varying spatio-temporal models by wavelets. Journal of Statistical Computation and Simulation. doi:10.1080/00949655.2025.2535477
NLM
Chen Y, Morettin PA, Chiann C. Time-varying spatio-temporal models by wavelets [Internet]. Journal of Statistical Computation and Simulation. 2025 ;[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2025.2535477
Vancouver
Chen Y, Morettin PA, Chiann C. Time-varying spatio-temporal models by wavelets [Internet]. Journal of Statistical Computation and Simulation. 2025 ;[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2025.2535477
Artigo de periodico
A modified Shewhart control chart for monitoring the BerG-GARMA model (2025)
Sales, Lucas de Oliveira Ferreira de ; Alencar, Airlane Pereira ; Ho, Linda Lee
Fonte: Journal of Statistical Computation and Simulation. Unidades: IME, EP
Assuntos: DADOS DE CONTAGEM, CONTROLE DE PROCESSOS, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SALES, Lucas de Oliveira Ferreira de e ALENCAR, Airlane Pereira e HO, Linda Lee. A modified Shewhart control chart for monitoring the BerG-GARMA model. Journal of Statistical Computation and Simulation, v. 95, n. 9, p. 1993-2009, 2025Tradução . . Disponível em: https://doi.org/10.1080/00949655.2025.2477731. Acesso em: 11 nov. 2025.
APA
Sales, L. de O. F. de, Alencar, A. P., & Ho, L. L. (2025). A modified Shewhart control chart for monitoring the BerG-GARMA model. Journal of Statistical Computation and Simulation, 95( 9), 1993-2009. doi:10.1080/00949655.2025.2477731
NLM
Sales L de OF de, Alencar AP, Ho LL. A modified Shewhart control chart for monitoring the BerG-GARMA model [Internet]. Journal of Statistical Computation and Simulation. 2025 ; 95( 9): 1993-2009.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2025.2477731
Vancouver
Sales L de OF de, Alencar AP, Ho LL. A modified Shewhart control chart for monitoring the BerG-GARMA model [Internet]. Journal of Statistical Computation and Simulation. 2025 ; 95( 9): 1993-2009.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2025.2477731
Artigo de periodico
Conway-Maxwell-Poisson seasonal autoregressive moving average model (2022)
Melo, Moizes da Silva ; Alencar, Airlane Pereira
Fonte: Journal of Statistical Computation and Simulation. Unidade: IME
Assuntos: ANÁLISE DE SÉRIES TEMPORAIS, DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MELO, Moizes da Silva e ALENCAR, Airlane Pereira. Conway-Maxwell-Poisson seasonal autoregressive moving average model. Journal of Statistical Computation and Simulation, v. 92, n. 2, p. 283-299, 2022Tradução . . Disponível em: https://doi.org/10.1080/00949655.2021.1955887. Acesso em: 11 nov. 2025.
APA
Melo, M. da S., & Alencar, A. P. (2022). Conway-Maxwell-Poisson seasonal autoregressive moving average model. Journal of Statistical Computation and Simulation, 92( 2), 283-299. doi:10.1080/00949655.2021.1955887
NLM
Melo M da S, Alencar AP. Conway-Maxwell-Poisson seasonal autoregressive moving average model [Internet]. Journal of Statistical Computation and Simulation. 2022 ; 92( 2): 283-299.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2021.1955887
Vancouver
Melo M da S, Alencar AP. Conway-Maxwell-Poisson seasonal autoregressive moving average model [Internet]. Journal of Statistical Computation and Simulation. 2022 ; 92( 2): 283-299.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2021.1955887
Artigo de periodico
Indirect inference for locally stationary ARMA processes with stable innovations (2020)
Chou-Chen, Shu Wei ; Morettin, Pedro Alberto
Fonte: Journal of Statistical Computation and Simulation. Unidade: IME
Assuntos: 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: 11 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. 11 ] 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. 11 ] Available from: https://doi.org/10.1080/00949655.2020.1797030
Artigo de periodico
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (2015)
Sampaio, Jhames Matos; Morettin, Pedro Alberto
Fonte: Journal of Statistical Computation and Simulation. Unidade: IME
Assuntos: 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: 11 nov. 2025.
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 2025 nov. 11 ] 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 2025 nov. 11 ] Available from: https://doi.org/10.1080/00949655.2014.934244

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