Now showing items 1-2 of 2

    • Estimation of the long memory parameter in nonstationary time series using semi-parametric and parametric methods 

      Pasini, Bárbara Patricia Olbermann; Lopes, Silvia Regina Costa; Reisen, Valderio Anselmo (1999) [Journal article]
      Recently, the study of time series has been focused on time series having the long memory property, that is, series in which the dependence between distant observations is not negligible. One model that shows properties ...
    • Parameter estimation in Manneville–Pomeau processes 

      Pasini, Bárbara Patricia Olbermann; Lopes, Silvia Regina Costa; Lopes, Artur Oscar (2023) [Journal article]
      In this paper, we study a class of stochastic processes [...], where[...] is obtained from the iterations of the transformation , invariant for an ergodic probability[...] on [...] and a certain constant by partial function ...