Navegação Ciências Exatas e da Terra por Autor "Reisen, Valderio Anselmo"

Resultados 1-2 de 2

    • Estimation of parameters in ARFIMA processes 

      Lopes, Silvia Regina Costa; Abraham, Bovas; Reisen, Valderio Anselmo (2000) [Artigo de periódico]
      It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process leads to some difficulties ...

    • 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) [Artigo de periódico]
      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 ...