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
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
Artigo de periodico
A bayesian analysis of autoregressive models with random normal coefficients (2003)
Sáfadi, Thelma; Morettin, Pedro Alberto
Fonte: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: INFERÊNCIA BAYESIANA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SÁFADI, Thelma e MORETTIN, Pedro Alberto. A bayesian analysis of autoregressive models with random normal coefficients. Journal of Statistical Computation and Simulation, v. 73, n. 8, p. 563-573, 2003Tradução . . Disponível em: https://doi.org/10.1080/0094965031000136003. Acesso em: 11 nov. 2025.
APA
Sáfadi, T., & Morettin, P. A. (2003). A bayesian analysis of autoregressive models with random normal coefficients. Journal of Statistical Computation and Simulation, 73( 8), 563-573. doi:10.1080/0094965031000136003
NLM
Sáfadi T, Morettin PA. A bayesian analysis of autoregressive models with random normal coefficients [Internet]. Journal of Statistical Computation and Simulation. 2003 ; 73( 8): 563-573.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/0094965031000136003
Vancouver
Sáfadi T, Morettin PA. A bayesian analysis of autoregressive models with random normal coefficients [Internet]. Journal of Statistical Computation and Simulation. 2003 ; 73( 8): 563-573.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/0094965031000136003

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