Search Results - "Prass, Taiane S."
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A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
Published in Statistical papers (Berlin, Germany) (01-04-2024)“…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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Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes
Published in Physica A (01-05-2014)“…Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic…”
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Adverse Events Following Immunization in Brazil: Age of Child and Vaccine-Associated Risk Analysis Using Logistic Regression
Published in International journal of environmental research and public health (01-06-2018)“…: Vaccines are effective in controlling and eradicating infectious diseases. However, adverse events following immunization (AEFI) can occur in susceptible…”
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Comparison of forecasts of mean monthly water level in the Paraguay River, Brazil, from two fractionally differenced models
Published in Water resources research (01-05-2012)“…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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MCMC Bayesian Estimation in FIEGARCH Models
Published in Communications in statistics. Simulation and computation (20-10-2016)“…Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroscedastic (FIEGARCH) models using Markov chain Monte…”
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6
Amazon Forest Fires Between 2001 and 2006 and Birth Weight in Porto Velho
Published in Bulletin of environmental contamination and toxicology (01-07-2012)“…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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Trends of mortality due to oral and oropharyngeal cancers in Uruguay from 1997 to 2014
Published in Medicina oral, patología oral y cirugía bucal (01-05-2020)“…To analyze the trends of oral and oropharyngeal cancer mortality in Uruguay between 1997 and 2014 according to sex and age groups and its possible association…”
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Seasonal FIEGARCH processes
Published in Computational statistics & data analysis (01-12-2013)“…Here we develop the theory of seasonal FIEGARCH processes, denoted by SFIEGARCH, establishing conditions for the existence, the invertibility, the stationarity…”
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Sparse precision matrix estimation in phenotypic trait evolution models
Published 24-06-2022“…Phylogenetic trait evolution models allow for the estimation of evolutionary correlations between a set of traits observed in a sample of related organisms. By…”
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Risk Measure Estimation On Fiegarch Processes
Published 22-05-2013“…We consider the Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedasticity process, denoted by FIEGARCH(p,d,q), introduced…”
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Theoretical Results on FIEGARCH Processes
Published 19-01-2012“…Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic…”
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12
MCMC Bayesian Estimation in FIEGARCH Models
Published 05-04-2013“…Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte…”
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