ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM VA Reisen Journal of Time Series Analysis 15 (3), 335-350, 1994 | 257 | 1994 |
Estimation of parameters in ARFIMA processes: A simulation study V Reisen, B Abraham, S Lopes Communications in Statistics-Simulation and Computation 30 (4), 787-803, 2001 | 97 | 2001 |
Some simulations and applications of forecasting long-memory time-series models VA Reisen, S Lopes Journal of Statistical Planning and Inference 80 (1-2), 269-287, 1999 | 83 | 1999 |
Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data JB Souza, VA Reisen, GC Franco, M Ispány, P Bondon, JM Santos Journal of the Royal Statistical Society Series C: Applied Statistics 67 (2 …, 2018 | 68 | 2018 |
Robust estimation in long-memory processes under additive outliers FF Molinares, VA Reisen, F Cribari-Neto Journal of Statistical Planning and Inference 139 (8), 2511-2525, 2009 | 66 | 2009 |
Estimation of seasonal fractionally integrated processes VA Reisen, AL Rodrigues, W Palma Computational Statistics & Data Analysis 50 (2), 568-582, 2006 | 62 | 2006 |
fracdiff: Fractionally differenced ARIMA aka ARFIMA (p, d, q) models C Fraley, F Leisch, M Maechler, V Reisen, A Lemonte R package version 1, 4-2, 2012 | 61 | 2012 |
A Poisson INAR (1) process with a seasonal structure M Bourguignon, K LP Vasconcellos, VA Reisen, M Ispány Journal of Statistical Computation and Simulation 86 (2), 373-387, 2016 | 55 | 2016 |
Modeling and forecasting daily average PM10 concentrations by a seasonal long-memory model with volatility VA Reisen, AJQ Sarnaglia, NC Reis Jr, C Lévy-Leduc, JM Santos Environmental Modelling & Software 51, 286-295, 2014 | 54 | 2014 |
Robust estimation of the scale and of the autocovariance function of Gaussian short‐and long‐range dependent processes C Lévy‐Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen Journal of Time Series Analysis 32 (2), 135-156, 2011 | 52 | 2011 |
A comparison of estimation methods in non-stationary ARFIMA processes SRC Lopes, BP Olbermann, VA Reisen Journal of Statistical Computation and Simulation 74 (5), 339-347, 2004 | 49 | 2004 |
Association between the concentration of fine particles in the atmosphere and acute respiratory diseases in children AP Nascimento, JM Santos, JG Mill, JB Souza, NC Reis, VA Reisen Revista de Saúde Pública 51 (0), 3, 2017 | 46 | 2017 |
Robust estimation of periodic autoregressive processes in the presence of additive outliers AJQ Sarnaglia, VA Reisen, C Lévy-Leduc Journal of multivariate analysis 101 (9), 2168-2183, 2010 | 41 | 2010 |
Asymptotic properties of U-processes under long-range dependence C Lévy-Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen | 40 | 2011 |
Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution JB Souza, VA Reisen, JM Santos, GC Franco Revista de saude publica 48 (3), 451-458, 2014 | 34 | 2014 |
Association between the incidence of acute respiratory diseases in children and ambient concentrations of SO2, PM10 and chemical elements in fine particles AP Nascimento, JM Santos, JG Mill, TT de Almeida Albuquerque, ... Environmental research 188, 109619, 2020 | 32 | 2020 |
Large sample behaviour of some well-known robust estimators under long-range dependence C Lévy-Leduc, H Boistard, E Moulines, MS Taqqu, VA Reisen Statistics 45 (1), 59-71, 2011 | 32 | 2011 |
Long memory inflationary dynamics: The case of Brazil VA Reisen, F Cribari-Neto, MJ Jensen Studies in Nonlinear Dynamics & Econometrics 7 (3), 2003 | 32 | 2003 |
Parametric and semiparametric estimations of stationary univariate ARFIMA models VA Reisen, B Abraham, EM Toscano Brazilian Journal of Probability and Statistics, 185-206, 2000 | 32 | 2000 |
Estimating seasonal long-memory processes: a Monte Carlo study VA Reisen, AL Rodrigues, W Palma Journal of Statistical Computation and Simulation 76 (4), 305-316, 2006 | 31 | 2006 |