Valderio Anselmo Reisen

14 papers Journal 12Unranked 2
YearRankTypeTitle / Venue / Authors
2024 J jnl
Expectile and M-quantile regression for panel data.
Stat. Comput.
Ian Meneghel Danilevicz, Valderio Anselmo Reisen, Pascal Bondon
2024 J jnl
Scale mixtures of multivariate centered skew-normal distributions.
Stat. Comput.
João Victor B. de Freitas, Pascal Bondon, Caio L. N. Azevedo, Valderio Anselmo Reisen, Juvêncio S. Nobre
2019 J jnl
Robust factor modelling for high-dimensional time series: An application to air pollution data.
Appl. Math. Comput.
Valderio Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, Higor Henrique Aranda Cotta, Flávio Augusto Ziegelmann
2018 J jnl
Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO
Math. Comput. Simul.
Valderio Anselmo Reisen, Edson Zambon Monte, Glaura da Conceição Franco, Adriano Marcio Sgrancio, Fábio Alexander Fajardo Molinares, Pascal Bondon, Flávio Augusto Ziegelmann, Bovas Abraham
2016 — conf
A robust estimation approach for fitting a PARMA model to real data.
SSP
Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, P. Bondou, Céline Lévy-Leduc
2015 — conf
Periodic ARMA models: Application to particulate matter concentrations.
EUSIPCO
Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Pascal Bondon
2014 J jnl
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model.
Math. Comput. Simul.
Valderio Anselmo Reisen, Bartolomeu Zamprogno, Wilfredo Palma, Josu Arteche
2014 J jnl
Modeling and forecasting daily average PM
Environ. Model. Softw.
Valderio Anselmo Reisen, Alessandro José Queiroz Sarnaglia, Neyval Costa Reis Jr., Céline Lévy-Leduc, Jane Méri Santos
2013 J jnl
Bootstrap tests for fractional integration and cointegration: A comparison study.
Math. Comput. Simul.
Glaura C. Franco, Valderio Anselmo Reisen, F. A. Alves
2010 J jnl
Robust estimation of periodic autoregressive processes in the presence of additive outliers.
J. Multivar. Anal.
Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Céline Lévy-Leduc
2006 J jnl
Estimation of seasonal fractionally integrated processes.
Comput. Stat. Data Anal.
Valderio Anselmo Reisen, Alexandre L. Rodrigues, Wilfredo Palma
2006 J jnl
Invariance of the first difference in ARFIMA models.
Comput. Stat.
Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen
2006 J jnl
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models.
Comput. Stat. Data Anal.
E. M. Silva, Glaura C. Franco, Valderio Anselmo Reisen, Frederico R. B. Cruz
2004 J jnl
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
Comput. Stat.
Glaura C. Franco, Valderio Anselmo Reisen