Search Results - "Lopes, Sílvia R. C."

A novel copula-based approach for parametric estimation of univariate time series through its covariance decay by Pumi, Guilherme, Prass, Taiane S., Lopes, Sílvia R. C.

“…In this note we develop a new technique for parameter estimation of univariate time series by means of a parametric copula approach. The proposed methodology…”
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MCMC Bayesian Estimation in FIEGARCH Models by Prass, Taiane S., Lopes, Sílvia R. C., Achcar, Jorge A.

“…Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroscedastic (FIEGARCH) models using Markov chain Monte…”
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Copulas related to piecewise monotone functions of the interval and associated processes by Pumi, Guilherme, Lopes, Sílvia R. C.

“…In this work, we derive the copulas related to vectors obtained from the so-called chaotic stochastic processes. These are defined by the iteration of certain…”
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Amazon Forest Fires Between 2001 and 2006 and Birth Weight in Porto Velho by Prass, Taiane S., Lopes, Sílvia R. C., Dórea, José G., Marques, Rejane C., Brandão, Katiane G.

“…Birth weight data (22,012 live-births) from a public hospital in Porto Velho (Amazon) was used in multiple statistical models to assess the effects of…”
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Clustering and classification problems in genetics through U -statistics by Cybis, Gabriela B., Valk, Marcio, Lopes, Sílvia R. C.

“…Genetic data are frequently categorical and have complex dependence structures that are not always well understood. For this reason, clustering and…”
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Mallows Distance in VARFIMA(0, d, 0) Processes by Lopes, Sílvia R. C., Pumi, Guilherme, Zaniol, Karine

“…In this work we present an extensive simulation study on Mallows distance in the context of Gaussian and non Gaussian VARFIMA processes. Our main goal is to…”
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Comparison of forecasts of mean monthly water level in the Paraguay River, Brazil, from two fractionally differenced models by Prass, Taiane S., Bravo, Juan Martin, Clarke, Robin T., Collischonn, Walter, Lopes, Sílvia R. C.

“…The paper compares forecasts of mean monthly water levels up to six months ahead at Ladário, on the Upper Paraguay River, Brazil, estimated from two long‐range…”
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Adverse Events Following Immunization in Brazil: Age of Child and Vaccine-Associated Risk Analysis Using Logistic Regression by Lopes, Sílvia R C, Perin, João L R, Prass, Taiane S, Carvalho, Sandra Maria D, Lessa, Sérgio C, Dórea, José G

“…: Vaccines are effective in controlling and eradicating infectious diseases. However, adverse events following immunization (AEFI) can occur in susceptible…”
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Invariance of the first difference in ARFIMA models by Olbermann, Barbara P., Lopes, Sílvia R. C., Reisen, Valdério A.

“…A desirable property for an estimator of the fractional ARFIMA parameter is to be first difference invariant. This paper investigates the effects on the…”
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Bayes Posterior Convergence for Loss Functions via Almost Additive Thermodynamic Formalism by Lopes, Artur O., Lopes, Silvia R. C., Varandas, Paulo

“…Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown…”
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Linear and Non-Linear Regression Models Assuming a Stable Distribution by Achcar, Jorge A., Lopes, Sílvia R. C.

“…In this paper, we present some computational aspects for a Bayesian analysis involving stable distributions. It is well known that, in general, there is no…”
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Copulas related to Manneville—Pomeau processes by Lopes, Sílvia R. C., Pumi, Guilherme

“…In this work, we derive the copulas related to Manneville—Pomeau processes. We examine both bidimensional and multidimensional cases and derive some properties…”
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A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes by Pumi, Guilherme, Lopes, Sílvia R.C.

“…In this paper, we propose and study a general class of Gaussian semiparametric estimators (GSE) of the fractional differencing parameter in the context of…”
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Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes by Lopes, Sílvia R.C., Prass, Taiane S.

“…Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic…”
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Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach by Medino, Ary V., Lopes, Sílvia R.C., Morgado, Rafael, Dorea, Chang C.Y.

“…Lévy processes have been widely used to model a large variety of stochastic processes under anomalous diffusion. In this note we show that Lévy processes play…”
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A Generalization of a Gaussian Semiparametric Estimator on Multivariate Long-Range Dependent Processes by Pumi, Guilherme, Lopes, Sílvia R. C

“…Journal of Statistical Computation and Simulation, 2014 In this paper we propose and study a general class of Gaussian Semiparametric Estimators (GSE) of the…”
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Copulas Related to Manneville-Pomeau Processes by Lopes, Sílvia R. C, Pumi, Guilherme

“…Brazilian Journal of Probability and Statistics, 2013 In this work we derive the copulas related to Manneville-Pomeau processes. We examine both bidimensional…”
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Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations by Karling, Maicon J., Lopes, Sílvia R.C., de Souza, Roberto M.

“…Measuring the dependency between lagged random vectors in time series is extremely important to detect appropriate models for fitting real data. Vector…”
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Statistical properties of detrended fluctuation analysis by Crato, N., Linhares, R. R., Lopes, S. R.C.

“…The main goal of this work is to consider the detrended fluctuation analysis (DFA), proposed by Peng et al. [Mosaic organization of DNA nucleotides, Phys. Rev…”
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α-stable laws for noncoding regions in DNA sequences by Crato, N., Linhares, R. R., Lopes, S. R.C.

“…In this work, we analyze the long-range dependence parameter for a nucleotide sequence in several different transformations. The long-range dependence…”
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