Sílvia R. C. Lopes

Available identifiers

zbMath Open lopes.silvia-r-cMaRDI QIDQ470360

List of research outcomes

Publication	Date of Publication	Type
Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations	2023-11-21	Paper
Parameter estimation in Manneville-Pomeau processes	2023-11-21	Paper
Dynamical hypothesis tests and decision theory for Gibbs distributions	2023-05-25	Paper
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations	2023-03-17	Paper
Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence	2022-08-02	Paper
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests	2022-05-20	Paper
A Bayesian approach for estimating the parameters of an α-stable distribution	2022-03-18	Paper
Bayes posterior convergence for loss functions via almost additive thermodynamic formalism	2022-03-17	Paper
A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation	2021-08-13	Paper
Pentadiagonal Matrices and an Application to the Centered MA(1) Stationary Gaussian Process	2021-04-22	Paper
α-stable laws for noncoding regions in DNA sequences	2020-09-30	Paper
Power of the likelihood ratio test for models of DNA base substitution	2020-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q5114069	2020-06-21	Paper
Clustering and classification problems in genetics through U-statistics	2020-04-23	Paper
A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes	2020-03-27	Paper
Discrete-time trawl processes	2019-06-04	Paper
Seasonal FIEGARCH processes	2018-11-02	Paper
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes	2018-09-20	Paper
Copulas, chaotic processes and time series: a survey	2017-08-28	Paper
Copulas related to piecewise monotone functions of the interval and associated processes	2017-04-27	Paper
MCMC Bayesian Estimation in FIEGARCH Models	2016-10-26	Paper
Discrete-time trawl processes with long memory	2016-10-16	Paper
Copulas related to Manneville-Pomeau processes	2014-11-12	Paper
Mallows Distance in VARFIMA(0,d, 0) Processes	2013-06-21	Paper
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes	2013-05-22	Paper
Theoretical Results on FIEGARCH Processes	2012-01-19	Paper
Statistical properties of detrended fluctuation analysis	2010-09-17	Paper
Properties of seasonal long memory processes	2009-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q3537743	2008-11-10	Paper
Invariance of the first difference in ARFIMA models	2007-12-16	Paper
Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study	2006-08-10	Paper
A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses	2006-02-16	Paper
A comparison of estimation methods in non-stationary ARFIMA processes	2005-05-09	Paper
CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES	2003-03-26	Paper
ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY	2003-01-08	Paper
Some simulations and applications of forecasting long-memory time-series models	1999-09-22	Paper
Parametric estimation and spectral analysis of piecewise linear maps of the interval	1999-07-18	Paper
On the spectral density of a class of chaotic time series	1998-03-23	Paper
https://portal.mardi4nfdi.de/entity/Q3124161	1998-01-25	Paper
On thedimension of the predictive process of a memoryless channel	1997-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4351555	1997-10-08	Paper
https://portal.mardi4nfdi.de/entity/Q4833641	1995-05-18	Paper
Iteration of mappings and fixed points in mixed spectrum analysis	1994-08-11	Paper
Amplitude estimation in multiple frequency spectrum	1994-04-12	Paper
https://portal.mardi4nfdi.de/entity/Q4015657	1993-01-16	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Sílvia R. C. Lopes