Sílvia R. C. Lopes

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Person:470360

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zbMath Open lopes.silvia-r-cMaRDI QIDQ470360

List of research outcomes

PublicationDate of PublicationType
Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations2023-11-21Paper
Parameter estimation in Manneville-Pomeau processes2023-11-21Paper
Dynamical hypothesis tests and decision theory for Gibbs distributions2023-05-25Paper
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations2023-03-17Paper
Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence2022-08-02Paper
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests2022-05-20Paper
A Bayesian approach for estimating the parameters of an α-stable distribution2022-03-18Paper
Bayes posterior convergence for loss functions via almost additive thermodynamic formalism2022-03-17Paper
A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation2021-08-13Paper
Pentadiagonal Matrices and an Application to the Centered MA(1) Stationary Gaussian Process2021-04-22Paper
α-stable laws for noncoding regions in DNA sequences2020-09-30Paper
Power of the likelihood ratio test for models of DNA base substitution2020-09-30Paper
https://portal.mardi4nfdi.de/entity/Q51140692020-06-21Paper
Clustering and classification problems in genetics through U-statistics2020-04-23Paper
A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes2020-03-27Paper
Discrete-time trawl processes2019-06-04Paper
Seasonal FIEGARCH processes2018-11-02Paper
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes2018-09-20Paper
Copulas, chaotic processes and time series: a survey2017-08-28Paper
Copulas related to piecewise monotone functions of the interval and associated processes2017-04-27Paper
MCMC Bayesian Estimation in FIEGARCH Models2016-10-26Paper
Discrete-time trawl processes with long memory2016-10-16Paper
Copulas related to Manneville-Pomeau processes2014-11-12Paper
Mallows Distance in VARFIMA(0,d, 0) Processes2013-06-21Paper
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes2013-05-22Paper
Theoretical Results on FIEGARCH Processes2012-01-19Paper
Statistical properties of detrended fluctuation analysis2010-09-17Paper
Properties of seasonal long memory processes2009-10-12Paper
https://portal.mardi4nfdi.de/entity/Q35377432008-11-10Paper
Invariance of the first difference in ARFIMA models2007-12-16Paper
Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study2006-08-10Paper
A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses2006-02-16Paper
A comparison of estimation methods in non-stationary ARFIMA processes2005-05-09Paper
CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES2003-03-26Paper
ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY2003-01-08Paper
Some simulations and applications of forecasting long-memory time-series models1999-09-22Paper
Parametric estimation and spectral analysis of piecewise linear maps of the interval1999-07-18Paper
On the spectral density of a class of chaotic time series1998-03-23Paper
https://portal.mardi4nfdi.de/entity/Q31241611998-01-25Paper
On thedimension of the predictive process of a memoryless channel1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43515551997-10-08Paper
https://portal.mardi4nfdi.de/entity/Q48336411995-05-18Paper
Iteration of mappings and fixed points in mixed spectrum analysis1994-08-11Paper
Amplitude estimation in multiple frequency spectrum1994-04-12Paper
https://portal.mardi4nfdi.de/entity/Q40156571993-01-16Paper

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