MORETTIN, PEDRO A.: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

Wavelet Estimation of Copulas for Time Series

Morettin, Pedro A., Toloi, Clelia M.C., Chiann, Chang, de Miranda, José C.S.

Journal:

Journal of Time Series Econometrics

Year:

2011

Language:

english

File:

PDF, 604 KB

english, 2011

2

Wavelet based time-varying vector autoregressive modelling

João R. Sato, Pedro A. Morettin, Paula R. Arantes, Edson Amaro Jr.

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 592 KB

english, 2007

3

Foreword: Special issue on statistical modeling in insurance and finance

Pedro A. Morettin, Ragnar Norberg

Journal:

Applied Stochastic Models in Business and Industry

Year:

2011

Language:

english

File:

PDF, 48 KB

english, 2011

4

Wavelet Estimation of Functional Coefficient Regression Models

Montoril, Michel H., Morettin, Pedro A., Chiann, Chang

Journal:

International Journal of Wavelets Multiresolution and Information Processing

Year:

2017

Language:

english

File:

PDF, 929 KB

english, 2017

5

Time-domain estimation of time-varying linear systems

Chiann, Chang, Morettin, Pedro A.

Journal:

Journal of Nonparametric Statistics

Year:

2005

Language:

english

File:

PDF, 615 KB

english, 2005

6

Bayesian Analysis of Threshold Autoregressive Moving Average Models

Thelma Sáfadi and Pedro A. Morettin

Journal:

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)

Year:

2000

Language:

english

File:

PDF, 1.83 MB

english, 2000

7

Regression with Autocorrelated Errors Using Design-Adapted Haar Wavelets

Porto, Rogério F., Morettin, Pedro A., Aubin, Elisete C. Q.

Journal:

Journal of Time Series Econometrics

Year:

2012

Language:

english

File:

PDF, 1.14 MB

english, 2012

8

A wavelet analysis for time series

Chiann, Chang, Morettin, Pedro A.

Journal:

Journal of Nonparametric Statistics

Year:

1998

Language:

english

File:

PDF, 1.05 MB

english, 1998

9

Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models

Sampaio, Jhames M., Morettin, Pedro A.

Journal:

Econometrics and Statistics

Year:

2018

Language:

english

File:

PDF, 993 KB

english, 2018

10

State space Markov switching models using wavelets

Alencar, Airlane P., Morettin, Pedro A., Toloi, Clelia M.C.

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2013

Language:

english

File:

PDF, 1.19 MB

english, 2013

11

Improvement of the Likelihood Ratio Test Statistic in ARMA Models

Bernardo M. Lagos, Pedro A. Morettin

Journal:

Journal of Time Series Analysis

Year:

2004

Language:

english

File:

PDF, 175 KB

english, 2004

12

The consistency of the L 1 norm estimates in arma models

Pino, Francisco A., Morettin, Pedro A.

Journal:

Communication in Statistics- Theory and Methods

Year:

1993

Language:

english

File:

PDF, 663 KB

english, 1993

13

COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES

SALCEDO, GLADYS E., SATO, JOÃO R., MORETTIN, PEDRO A., TOLOI, CLÉLIA M.

Journal:

International Journal of Wavelets Multiresolution and Information Processing

Year:

2008

Language:

english

File:

PDF, 418 KB

english, 2008

14

Intervention Models in Functional Connectivity Identification Applied to fMRI

Sato, João Ricardo, Takahashi, Daniel Yasumasa, Cardoso, Ellison Fernando, Martin, Maria da Graça Morais, Amaro Júnior, Edson, Morettin, Pedro Alberto

Journal:

International Journal of Biomedical Imaging

Year:

2006

Language:

english

File:

PDF, 1.68 MB

english, 2006

15

DWT–CEM: an algorithm for scale-temporal clustering in fMRI

João Ricardo Sato, André Fujita, Edson Amaro, Janaina Mourão Miranda, Pedro Alberto Morettin, Michal John Brammer

Journal:

Biological Cybernetics

Year:

2007

Language:

english

File:

PDF, 980 KB

english, 2007

16

Statistics in Latin America

Morettin, Pedro A., Peres, Clovis A., Narula, Subhash C., Mentz, Raúl P.

Journal:

The American Statistician

Year:

1985

Language:

english

File:

PDF, 695 KB

english, 1985

17

Wavelet shrinkage for regression models with random design and correlated errors

Porto, Rogério, Morettin, Pedro, Percival, Donald, Aubin, Elisete

Journal:

Brazilian Journal of Probability and Statistics

Year:

2016

Language:

english

File:

PDF, 443 KB

english, 2016

18

Frequency domain connectivity identification: An application of partial directed coherence in fMRI

João R. Sato, Daniel Y. Takahashi, Silvia M. Arcuri, Koichi Sameshima, Pedro A. Morettin, Luiz A. Baccalá

Journal:

Human Brain Mapping

Year:

2009

Language:

english

File:

PDF, 310 KB

english, 2009

19

Wavelet regression with correlated errors on a piecewise Hölder class

Rogério F. Porto, Pedro A. Morettin, Elisete C.Q. Aubin

Journal:

Statistics & Probability Letters

Year:

2008

Language:

english

File:

PDF, 441 KB

english, 2008

20

Transfer Function Models with Time-Varying Coefficients

Moura, Maria Sílvia de A., Morettin, Pedro A., Toloi, Clélia M. C., Chiann, Chang

Journal:

Journal of Probability and Statistics

Year:

2012

Language:

english

File:

PDF, 3.73 MB

english, 2012

21

Modelling and Forecasting Linear Combinations of Time Series

Francisco A. Pino, Pedro A. Morettin and Raúl P. Mentz

Journal:

International Statistical Review

Year:

1987

Language:

english

File:

PDF, 1.80 MB

english, 1987

22

Residual variance estimation in moving average models

Mentz, Raul P., Morettin, Pedro A., Toloi, Clélia M.C.

Journal:

Communication in Statistics- Theory and Methods

Year:

1997

Language:

english

File:

PDF, 730 KB

english, 1997

23

Estimation of a Spearman-Type Multivariate Measure of Local Dependence

Latif, Sumaia A., Morettin, Pedro A.

Journal:

International Journal of Statistics and Probability

Year:

2014

File:

PDF, 231 KB

2014

24

Transformed symmetric generalized autoregressive moving average models

Gomes, Amanda S., Morettin, Pedro A., Cordeiro, Gauss M., Taddeo, Marcelo M.

Journal:

Year:

2018

Language:

english

File:

PDF, 2.26 MB

english, 2018

25

Estimation of the intensity of non-homogeneous point processes via wavelets

José Carlos Simon de Miranda, Pedro A. Morettin

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2011

Language:

english

File:

PDF, 431 KB

english, 2011

26

Comparing non-stationary and irregularly spaced time series

Gladys E. Salcedo, Rogério F. Porto, Pedro A. Morettin

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 790 KB

english, 2012

27

Measuring Time Series Predictability Using Support Vector Regression

Sato, João R., Costafreda, Sergi, Morettin, Pedro A., Brammer, Michael John

Journal:

Communications in Statistics - Simulation and Computation

Year:

2008

Language:

english

File:

PDF, 542 KB

english, 2008

28

Special Issue: Teaching Statistics || Educating and Training Undergraduate Applied Statisticians

Clovis A. Peres, Pedro A. Morettin and Subhash C. Narula

Journal:

Journal of Educational Statistics

Year:

1985

Language:

english

File:

PDF, 818 KB

english, 1985

29

Intervention Models in Functional Connectivity Identification Applied to fMRI

Sato, João Ricardo, Takahashi, Daniel Yasumasa, Cardoso, Ellison Fernando, Martin, Maria da Graça Morais, Amaro Júnior, Edson, Morettin, Pedro Alberto

Journal:

International Journal of Biomedical Imaging

Year:

2006

File:

PDF, 1.68 MB

2006

30

Walsh-Fourier Analysis and Its Statistical Applications: Comment

Pedro A. Morettin

Journal:

Journal of the American Statistical Association

Year:

1991

Language:

english

File:

PDF, 410 KB

english, 1991

31

A bayesian analysis of autoregressive models with random normal coefficients

Sáfadi, Thelma, Morettin, Pedro

Journal:

Journal of Statistical Computation and Simulation

Year:

2003

Language:

english

File:

PDF, 152 KB

english, 2003

32

Time-varying autoregressive conditional duration model

Bortoluzzo, Adriana B., Morettin, Pedro A., Toloi, Clelia M.C.

Journal:

Journal of Applied Statistics

Year:

2010

Language:

english

File:

PDF, 932 KB

english, 2010

33

Estimation of Time Varying Linear Systems

Chang Chiann, Pedro A. Morettin

Journal:

Statistical Inference for Stochastic Processes

Year:

1999

Language:

english

File:

PDF, 235 KB

english, 1999

34

On Residual Variance Estimation in Autoregressive Models

Raul P. Mentz, Pedro A. Morettin, Clélia Toloi

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 251 KB

english, 1998

35

Spline estimation of functional coefficient regression models for time series with correlated errors

Montoril, Michel H., Morettin, Pedro A., Chiann, Chang

Journal:

Statistics & Probability Letters

Year:

2014

Language:

english

File:

PDF, 392 KB

english, 2014

36

Bayesian Analysis of Threshold Autoregressive Moving Average Models

Thelma Sáfadi and Pedro A. Morettin

Journal:

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)

Year:

2000

File:

PDF, 1.83 MB

2000

37

Automatic methods for generating seismic intensity maps

Brillinger, David R., Chiann, Chang, Irizarry, Rafael A., Morettin, Pedro A.

Journal:

Journal of Applied Probability

Year:

2001

Language:

english

File:

PDF, 1.91 MB

english, 2001

38

Limit theorems for stationary and dyadic-stationary processes

Pedro A. Morettin

Journal:

Bulletin of the Brazilian Mathematical Society, New Series

Year:

1974

Language:

english

File:

PDF, 213 KB

english, 1974

39

Comment

Morettin, Pedro A.

Journal:

Journal of the American Statistical Association

Year:

1991

Language:

english

File:

PDF, 213 KB

english, 1991

40

Probability, Statistics and Seismology || Automatic Methods for Generating Seismic Intensity Maps

David R. Brillinger, Chang Chiann, Rafael A. Irizarry and Pedro A. Morettin

Journal:

Journal of Applied Probability

Year:

2001

Language:

english

File:

PDF, 1.45 MB

english, 2001

41

Walsh Spectral Analysis

Pedro A. Morettin

Journal:

Year:

1981

Language:

english

File:

PDF, 934 KB

english, 1981

42

Parsimonious Heterogeneous ARCH Models for High Frequency Modeling

Ruilova, Juan Carlos, Morettin, Pedro Alberto

Journal:

Journal of Risk and Financial Management

Year:

2020

File:

PDF, 1.79 MB

2020

43

Indirect inference for locally stationary ARMA processes with stable innovations

Chou-Chen, Shu Wei, Morettin, Pedro A.

Journal:

Journal of Statistical Computation and Simulation

Year:

2020

File:

PDF, 4.27 MB

2020

44

SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES

Clélia M. C. Toloi, Pedro A. Morettin

Journal:

Journal of Time Series Analysis

Year:

1993

Language:

english

File:

PDF, 789 KB

english, 1993

45

A Test for Comparing Two Discrete Stochastic Dynamical Systems Under Heteroskedasticity

Gladys E. Salcedo, Pedro A. Morettin, Clélia M. C. Toloi

Journal:

Differential Equations and Dynamical Systems

Year:

2011

Language:

english

File:

PDF, 358 KB

english, 2011

46

A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES

Pedro A. Morettin

Journal:

Journal of Time Series Analysis

Year:

1983

Language:

english

File:

PDF, 143 KB

english, 1983

47

Directed wavelet covariance

Samejima, Kim, Morettin, Pedro A., Sato, João Ricardo

Journal:

Computational Statistics & Data Analysis

Year:

2018

Language:

english

File:

PDF, 3.98 MB

english, 2018

48

A method to produce evolving functional connectivity maps during the course of an fMRI experiment using wavelet-based time-varying Granger causality

João Ricardo Sato, Edson Amaro Junior, Daniel Yasumasa Takahashi, Marcelo de Maria Felix, Michael John Brammer, Pedro Alberto Morettin

Journal:

Year:

2006

Language:

english

File:

PDF, 501 KB

english, 2006

49

Curve of correlation for time series

Latif, Sumaia A., Morettin, Pedro A.

Journal:

Communications in Statistics - Simulation and Computation

Year:

2015

Language:

english

File:

PDF, 493 KB

english, 2015

50

Some corrections of the score test statistic for Gaussian ARMA models

Lagos, Bernardo M., Morettin, Pedro A., Barroso, Lúcia P.

Journal:

Brazilian Journal of Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 200 KB

english, 2010

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски