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Pedro Alberto Morettin

CV Lattes GoogleMyCitations ORCID


Universidade de São Paulo (USP). Instituto de Matemática e Estatística (IME)  (Institutional affiliation for the last research proposal)
Birthplace: Brazil

bachelor's at Bacharelado em Matematica from Universidade de São Paulo (1963), master's at Graduate Course in Statistics from University of California, Berkeley (1971) and doctorate at Graduate Course in Statistics from University of California, Berkeley (1972). Has experience in Probability and Statistics, focusing on Probability and Statistics, acting on the following subjects: analise de ondaletas, series temporais, time series, arma models and wavelets. (Source: Lattes Curriculum)

Research grants
Scholarships in Brazil
FAPESP support in numbers * Updated January 11, 2020
Total / Available in English
Most frequent collaborators in research granted by FAPESP
Contact researcher

Use this Research Supported by FAPESP (BV/FAPESP) channel only to send messages referring to FAPESP-funded scientific projects.


 

 

 

 

Keywords used by the researcher
Scientific publications resulting from Research Grants and Scholarships under the grantee's responsibility (78)

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

Publications72
Citations434
Cit./Article6.0
Data from Web of Science

ROCHA, THIAGO BOTTER-MAIO; HUTZ, MARA H.; SALATINO-OLIVEIRA, ANGELICA; GENRO, JULIA P.; POLANCZYK, GUILHERME V.; SATO, JOAO RICARDO; WEHRMEISTER, FERNANDO C.; BARROS, FERNANDO C.; MENEZES, ANA M. B.; ROHDE, LUIS AUGUSTO; et al. Gene-Environment Interaction in Youth Depression: Replication of the 5-HTTLPR Moderation in a Diverse Setting. American Journal of Psychiatry, v. 172, n. 10, p. 978-985, . Web of Science Citations: 12.

SATO, JOAO RICARDO; BIAZOLI, JR., CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Connectome hubs at resting state in children and adolescents: Reproducibility and psychopathological correlation. DEVELOPMENTAL COGNITIVE NEUROSCIENCE, v. 20, p. 2-11, . Web of Science Citations: 4.

SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; ANES, MAURICIO; MOURA, LUCIANA MONTEIRO; et al. Decreased centrality of subcortical regions during the transition to adolescence: A functional connectivity study. NeuroImage, v. 104, p. 44-51, . Web of Science Citations: 25.

DE ALMEIDA, DANIEL; HOTTA, LUIZ K.; RUIZ, ESTHER. MGARCH models: Trade-off between feasibility and flexibility. INTERNATIONAL JOURNAL OF FORECASTING, v. 34, n. 1, p. 45-63, . Web of Science Citations: 5.

IGLESIAS, PILAR L.; LOSCHI, ROSANGELA H.; PEREIRA, CARLOS A. B.; WECHSLER, SERGIO. A note on extendibility and predictivistic inference in finite populations. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 23, n. 2, p. 216-226, . Web of Science Citations: 5.

PEREIRA, CARLOS A. DE B.; STERN, JULIO MICHAEL; WECHSLER, SERGIO. Can a Significance Test Be Genuinely Bayesian?. BAYESIAN ANALYSIS, v. 3, n. 1, p. 79-100, . Web of Science Citations: 55.

SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; VIEIRA, GILSON; ZUGMAN, ANDRE; HOEXTER, MARCELO QUEIROI; ANES, MAURICIO; MOURA, LUCIANA MONTEIRO; et al. Age effects on the default mode and control networks in typically developing children. JOURNAL OF PSYCHIATRIC RESEARCH, v. 58, p. 89-95, . Web of Science Citations: 34.

SIQUEIRA, ANDERSON DOS SANTOS; BIAZOLI JUNIOR, CLAUDINEI EDUARDO; COMFORT, WILLIAM EDGAR; ROHDE, LUIS AUGUSTO; SATO, JOAO RICARDO. Abnormal Functional Resting-State Networks in ADHD: Graph Theory and Pattern Recognition Analysis of fMRI Data. BIOMED RESEARCH INTERNATIONAL, . Web of Science Citations: 28.

SIMON DE MIRANDA, JOSE CARLOS; MORETTIN, PEDRO A.. Estimation of the intensity of non-homogeneous point processes via wavelets. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 63, n. 6, p. 1221-1246, . Web of Science Citations: 2.

LAGOS, BERNARDO M.; MORETTIN, PEDRO A.; BARROSO, LUCIA P.. Some corrections of the score test statistic for Gaussian ARMA models. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 24, n. 3, p. 434-456, . Web of Science Citations: 5.

KOLEV‚ N.; DOS ANJOS‚ U.; MENDES‚ B.V.M.. Copulas: A review and recent developments. STOCHASTIC MODELS, v. 22, n. 4, p. 617-660, .

SALCEDO, GLADYS E.; PORTO, ROGERIO F.; MORETTIN, PEDRO A.. Comparing non-stationary and irregularly spaced time series. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 56, n. 12, p. 3921-3934, . Web of Science Citations: 3.

URBIETA, PABLO; HO, LINDA LEE; ALENCAR, AIRLANE. CUSUM and EWMA Control Charts for Negative Binomial Distribution. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, v. 33, n. 4, p. 793-801, . Web of Science Citations: 2.

TRAMBAIOLLI, L. R.; SPOLAOR, N.; LORENA, A. C.; ANGHINAH, R.; SATO, J. R.. Feature selection before EEG classification supports the diagnosis of Alzheimer's disease. CLINICAL NEUROPHYSIOLOGY, v. 128, n. 10, p. 2058-2067, . Web of Science Citations: 9.

ZEVALLOS, MAURICIO; GASCO, LORETTA; EHLERS, RICARDO. Riemann manifold Langevin methods on stochastic volatility estimation. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v. 46, n. 10, p. 7942-7956, . Web of Science Citations: 0.

ZEVALLOS, MAURICIO; VILLARREAL, FERNANDA; DEL CARPIO, CARLOS; ABBARA, OMAR. Metal Prices and International Market Risk in the Peruvian Stock Market. REVISTA ECONOMIA, v. 40, n. 79, p. 87-104, . Web of Science Citations: 0.

RIBEIRO, ANDRE L. P.; HOTTA, LUIZ K.. Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables. PLoS One, v. 11, n. 12, . Web of Science Citations: 0.

ESPARZA ALBARRACIN, ORLANDO YESID; ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE. CUSUM chart to monitor autocorrelated counts using Negative Binomial GARMA model. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 27, n. 9, p. 2859-2871, . Web of Science Citations: 2.

GOMES, AMANDA S.; MORETTIN, PEDRO A.; CORDEIRO, GAUSS M.; TADDEO, MARCELO M.. Transformed symmetric generalized autoregressive moving average models. STATISTICS, v. 52, n. 3, p. 643-664, . Web of Science Citations: 0.

ZEVALLOS, MAURICIO; HOTTA, LUIZ KOODI. A note on curvature influence diagnostics in elliptical regression models. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 31, n. 3, p. 561-568, . Web of Science Citations: 0.

ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE; ALBARRACIN, ORLANDO YESID ESPARZA. CUSUM control charts to monitor series of Negative Binomial count data. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 4, SI, p. 1925-1935, . Web of Science Citations: 4.

NOGUEIRA JORGE, NATASHA ANDRESSA; WAJNBERG, GABRIEL; FERREIRA, CARLOS GIL; CARVALHO, BENILTON DE SA; PASSETTI, FABIO. snoRNA and piRNA expression levels modified by tobacco use in women with lung adenocarcinoma. PLoS One, v. 12, n. 8, . Web of Science Citations: 5.

ESPARZA ALBARRACIN, ORLANDO YESID; ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE. Effect of neglecting autocorrelation in regression EWMA charts for monitoring count time series. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, v. 34, n. 8, p. 1752-1762, . Web of Science Citations: 0.

CHAIM, PEDRO; LAURINI, MARCIO P.. Nonlinear dependence in cryptocurrency markets. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v. 48, p. 32-47, . Web of Science Citations: 1.

ESPARZA ALBARRACIN, ORLANDO YESID; ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 89, n. 10, p. 1819-1840, . Web of Science Citations: 0.

VANZELLA, PATRICIA; BALARDIN, JOANA B.; FURUCHO, ROGERIO A.; ZIMEO MORAIS, GUILHERME AUGUSTO; JANZEN, THENILLE BRAUN; SAMMLER, DANIELA; SATO, JOAO R.. fNIRS Responses in Professional Violinists While Playing Duets: Evidence for Distinct Leader and Follower Roles at the Brain Level. FRONTIERS IN PSYCHOLOGY, v. 10, . Web of Science Citations: 2.

SATO, JOAO RICARDO; BIAZOLI JR, CLAUDINEI EDUARDO; MOURA, LUCIANA MONTEIRO; CROSSLEY, NICOLAS; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; HOEXTER, MARCELO QUEIROZ; AMARO JR, EDSON; MIGUEL, EURIPEDES CONSTANTINO; ROHDE, LUIS AUGUSTO; et al. Association Between Fractional Amplitude of Low-Frequency Spontaneous Fluctuation and Degree Centrality in Children and Adolescents. BRAIN CONNECTIVITY, v. 9, n. 5, p. 379-387, . Web of Science Citations: 0.

SATO, JOAO RICARDO; BIAZOLI JR, CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Associations between children's family environment, spontaneous brain oscillations, and emotional and behavioral problems. EUROPEAN CHILD & ADOLESCENT PSYCHIATRY, v. 28, n. 6, p. 835-845, . Web of Science Citations: 0.

TRUCIOS, CARLOS; ZEVALLOS, MAURICIO; HOTTA, LUIZ K.; SANTOS, ANDRE A. P.. Covariance Prediction in Large Portfolio Allocation. ECONOMETRICS, v. 7, n. 2, . Web of Science Citations: 1.

HEINZE, RAFAEL ALVES; VANZELLA, PATRICIA; ZIMEO MORAIS, GUILHERME AUGUSTO; SATO, JOAO RICARDO. Hand motor learning in a musical context and prefrontal cortex hemodynamic response: a functional near-infrared spectroscopy (fNIRS) study. COGNITIVE PROCESSING, v. 20, n. 4, p. 507-513, . Web of Science Citations: 0.

ALENCAR, AIRLANE P.. Seasonality of hospitalizations due to respiratory diseases: modelling serial correlation all we need is Poisson. Journal of Applied Statistics, v. 45, n. 10, p. 1813-1822, . Web of Science Citations: 1.

MAIA, RAFAEL PIMENTEL; PINHEIRO, HILDETE PRISCO; PINHEIRO, ALUISIO. Academic performance of students from entrance to graduation via quasi U-statistics: a study at a Brazilian research university. Journal of Applied Statistics, v. 43, n. 1, SI, p. 72-86, . Web of Science Citations: 1.

SUBIRA, MARTA; SATO, JOAO R.; ALONSO, PINO; DO ROSARIO, MARIA C.; SEGALAS, CINTO; BATISTUZZO, MARCELO C.; REAL, EVA; LOPES, ANTONIO C.; CERRILLO, ESTER; DINIZ, JULIANA B.; et al. Brain structural correlates of sensory phenomena in patients with obsessive-compulsive disorder. JOURNAL OF PSYCHIATRY & NEUROSCIENCE, v. 40, n. 4, p. 232-240, . Web of Science Citations: 15.

MOURA, LUCIANA MONTEIRO; KEMPTON, MATTHEW; BARKER, GARETH; SALUM, GIOVANNI; GADELHA, ARY; PAN, PEDRO MARIO; HOEXTER, MARCELO; GOMES DEL AQUILLA, MARCO ANTONIO; PICON, FELIPE ALMEIDA; ANES, MAURICIO; et al. Age-effects in white matter using associated diffusion tensor imaging and magnetization transfer ratio during late childhood and early adolescence. MAGNETIC RESONANCE IMAGING, v. 34, n. 4, p. 529-534, . Web of Science Citations: 9.

COLLAZOS, JULIAN A. A.; DIAS, RONALDO; ZAMBOM, ADRIANO Z.. Consistent variable selection for functional regression models. JOURNAL OF MULTIVARIATE ANALYSIS, v. 146, n. SI, p. 63-71, . Web of Science Citations: 9.

MONTORIL, MICHEL H.; MORETTIN, PEDRO A.; CHIANN, CHANG. Spline estimation of functional coefficient regression models for time series with correlated errors. Statistics & Probability Letters, v. 92, p. 226-231, . Web of Science Citations: 3.

VALK, MARCIO; PINHEIRO, ALUISIO. Time-series clustering via quasi U-statistics. JOURNAL OF TIME SERIES ANALYSIS, v. 33, n. 4, p. 608-619, . Web of Science Citations: 2.

DE OLIVEIRA, AILTON ANDRADE; CARTHERY-GOULART, MARIA TERESA; DE MAGALHAES OLIVEIRA JUNIOR, PEDRO PAULO; CARRETTIERO, DANIEL CARNEIRO; SATO, JOAO RICARDO; INITI, ALZHEIMER'S DIS NEUROIMAGING. Defining Multivariate Normative Rules for Healthy Aging using Neuroimaging and Machine Learning: An Application to Alzheimer's Disease. JOURNAL OF ALZHEIMER'S DISEASE, v. 43, n. 1, p. 201-212, . Web of Science Citations: 7.

ALENCAR, A. P.; SANTOS, B. R.. Association of pollution with quantiles and expectations of the hospitalization rate of elderly people by respiratory diseases in the city of Sao Paulo, Brazil. ENVIRONMETRICS, v. 25, n. 3, p. 165-171, . Web of Science Citations: 2.

BONASSI, FERNANDO V.; STERN, RAFAEL B.; PEIXOTO, CLAUDIA M.; WECHSLER, SERGIO. Exchangeability and the law of maturity. THEORY AND DECISION, v. 78, n. 4, p. 603-615, . Web of Science Citations: 0.

SATO‚ J.R.; JUNIOR‚ E.A.; TAKAHASHI‚ D.Y.; DE MARIA FELIX‚ M.; BRAMMER‚ M.J.; MORETTIN‚ P.A.. A method to produce evolving functional connectivity maps during the course of an fMRI experiment using wavelet-based time-varying Granger causality. NeuroImage, v. 31, n. 1, p. 187-196, .

SATO‚ J.R.; MORETTIN‚ P.A.; ARANTES‚ P.R.; AMARO‚ E.. Wavelet based time-varying vector autoregressive modelling. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 51, n. 12, p. 5847-5866, .

SATO‚ J.R.; FUJITA‚ A.; AMARO‚ E.; MIRANDA‚ J.M.; MORETTIN‚ P.A.; BRAMMER‚ M.J.. DWT-CEM: an algorithm for scale-temporal clustering in fMRI. BIOLOGICAL CYBERNETICS, v. 97, n. 1, p. 33-45, .

SATO, JOAO R.; TAKAHASHI, DANIEL Y.; ARCURI, SILVIA M.; SAMESHIMA, KOICHI; MORETTIN, PEDRO A.; BACCALA, LUIZ A.. Frequency Domain Connectivity Identification: An Application of Partial Directed Coherence in fMRI. Human Brain Mapping, v. 30, n. 2, p. 452-461, . Web of Science Citations: 80.

PINHEIRO, ALUISIO; SEN, PRANAB KUMAR; PINHEIRO, HILDETE P.. A class of asymptotically normal degenerate quasi U-statistics. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 63, n. 6, p. 1165-1182, . Web of Science Citations: 4.

POLETTI LAURINI‚ M.; VALLS PEREIRA‚ P.L.. Conditional stochastic kernel estimation by nonparametric methods. ECONOMICS LETTERS, v. 105, n. 3, p. 234-238, .

PINHEIRO, HILDETE P.; KIIHL, SAMARA F.; PINHEIRO, ALUISIO; DOS REIS, SERGIO F.. Asymptotic behavior of the scaled mutation rate estimators. BIOMETRICAL JOURNAL, v. 52, n. 3, p. 400-416, . Web of Science Citations: 1.

MONTORIL, MICHEL H.; MORETTIN, PEDRO A.; CHIANN, CHANG. Wavelet estimation of functional coefficient regression models. INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, v. 16, n. 1, . Web of Science Citations: 0.

HOEXTER, MARCELO Q.; BIAZOLI, JR., CLAUDINEI E.; ALVARENGA, PEDRO G.; BATISTUZZO, MARCELO C.; SALUM, GIOVANNI A.; GADELHA, ARY; PAN, PEDRO M.; ANES, MAURICIO; MANCINI-MARTINS, LETICIA; MOURA, LUCIANA M.; et al. Low frequency fluctuation of brain spontaneous activity and obsessive compulsive symptoms in a large school-age sample. JOURNAL OF PSYCHIATRIC RESEARCH, v. 96, p. 224-230, . Web of Science Citations: 1.

SATO, JOAO RICARDO; VIDAL, MACIEL CALEBE; SANTOS, SUZANA DE SIQUEIRA; MASSIRER, KATLIN BRAUER; FUJITA, ANDRE. Complex Network Measures in Autism Spectrum Disorders. IEEE-ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS, v. 15, n. 2, p. 581-587, . Web of Science Citations: 3.

IGLESIAS, PILAR L.; LOSCHI, ROSANGELA H.; PEREIRA, CARLOS A. B.; WECHSLER, SERGIO. A note on extendibility and predictivistic inference in finite populations. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 23, n. 2, p. 216-226, . Web of Science Citations: 5.

PEREIRA, CARLOS A. DE B.; STERN, JULIO MICHAEL; WECHSLER, SERGIO. Can a Significance Test Be Genuinely Bayesian?. BAYESIAN ANALYSIS, v. 3, n. 1, p. 79-100, . Web of Science Citations: 55.

SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; VIEIRA, GILSON; ZUGMAN, ANDRE; HOEXTER, MARCELO QUEIROI; ANES, MAURICIO; MOURA, LUCIANA MONTEIRO; et al. Age effects on the default mode and control networks in typically developing children. JOURNAL OF PSYCHIATRIC RESEARCH, v. 58, p. 89-95, . Web of Science Citations: 34.

SIQUEIRA, ANDERSON DOS SANTOS; BIAZOLI JUNIOR, CLAUDINEI EDUARDO; COMFORT, WILLIAM EDGAR; ROHDE, LUIS AUGUSTO; SATO, JOAO RICARDO. Abnormal Functional Resting-State Networks in ADHD: Graph Theory and Pattern Recognition Analysis of fMRI Data. BIOMED RESEARCH INTERNATIONAL, . Web of Science Citations: 28.

SIMON DE MIRANDA, JOSE CARLOS; MORETTIN, PEDRO A.. Estimation of the intensity of non-homogeneous point processes via wavelets. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 63, n. 6, p. 1221-1246, . Web of Science Citations: 2.

LAGOS, BERNARDO M.; MORETTIN, PEDRO A.; BARROSO, LUCIA P.. Some corrections of the score test statistic for Gaussian ARMA models. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 24, n. 3, p. 434-456, . Web of Science Citations: 5.

KOLEV‚ N.; DOS ANJOS‚ U.; MENDES‚ B.V.M.. Copulas: A review and recent developments. STOCHASTIC MODELS, v. 22, n. 4, p. 617-660, .

SALCEDO, GLADYS E.; PORTO, ROGERIO F.; MORETTIN, PEDRO A.. Comparing non-stationary and irregularly spaced time series. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 56, n. 12, p. 3921-3934, . Web of Science Citations: 3.

URBIETA, PABLO; HO, LINDA LEE; ALENCAR, AIRLANE. CUSUM and EWMA Control Charts for Negative Binomial Distribution. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, v. 33, n. 4, p. 793-801, . Web of Science Citations: 2.

TRAMBAIOLLI, L. R.; SPOLAOR, N.; LORENA, A. C.; ANGHINAH, R.; SATO, J. R.. Feature selection before EEG classification supports the diagnosis of Alzheimer's disease. CLINICAL NEUROPHYSIOLOGY, v. 128, n. 10, p. 2058-2067, . Web of Science Citations: 9.

DA FONSECA, EDER LUCIO; ALENCAR, AIRLANE PEREIRA; MORETTIN, PEDRO ALBERTO. Time-varying cointegration model using wavelets. Statistics & Probability Letters, v. 145, p. 260-267, . Web of Science Citations: 0.

CHAIM, PEDRO; LAURINI, MARCIO P.. Volatility and return jumps in bitcoin. ECONOMICS LETTERS, v. 173, p. 158-163, . Web of Science Citations: 5.

MONTORIL, MICHEL H.; PINHEIRO, ALUISIO; VIDAKOVIC, BRANI. Wavelet-based estimators for mixture regression. SCANDINAVIAN JOURNAL OF STATISTICS, v. 46, n. 1, p. 215-234, . Web of Science Citations: 0.

KIIHL, SAMARA F.; JOSE MARTINEZ-GARRIDO, MARIA; DOMINGO-RELLOSO, ARCE; BERMUDEZ, JOSE; TELLEZ-PLAZA, MARIA. MLML2R: an R package for maximum likelihood estimation of DNA methylation and hydroxymethylation proportions. STATISTICAL APPLICATIONS IN GENETICS AND MOLECULAR BIOLOGY, v. 18, n. 1, . Web of Science Citations: 0.

BUENO, A. P. A.; SATO, J. R.; HORNBERGER, M.. Eye tracking - The overlooked method to measure cognition in neurodegeneration?. Neuropsychologia, v. 133, . Web of Science Citations: 0.

LATIF, SUMAIA A.; MORETTIN, PEDRO A.. Curve of Correlation for Time Series. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v. 45, n. 8, p. 2792-2809, . Web of Science Citations: 1.

TRUCIOS, CARLOS; HOTTA, LUIZ K.; RUIZ, ESTHER. Robust bootstrap forecast densities for GARCH returns and volatilities. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 87, n. 16, p. 3152-3174, . Web of Science Citations: 4.

CHAIM, PEDRO; LAURINI, MARCIO P.. Is Bitcoin a bubble?. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v. 517, p. 222-232, . Web of Science Citations: 5.

ABBARA, OMAR; ZEVALLOS, MAURICIO. Modeling and forecasting intraday VaR of an exchange rate portfolio. JOURNAL OF FORECASTING, v. 37, n. 7, p. 729-738, . Web of Science Citations: 0.

SAMEJIMA, KIM; MORETTIN, PEDRO A.; SATO, JOAO RICARDO. Directed wavelet covariance. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 130, p. 61-79, . Web of Science Citations: 0.

DANIEL DE ALMEIDA; LUIZ K. HOTTA. THE LEVERAGE EFFECT AND THE ASYMMETRY OF THE ERROR DISTRIBUTION IN GARCH-BASED MODELS: THE CASE OF BRAZILIAN MARKET RELATED SERIES. Pesquisa Operacional, v. 34, n. 2, p. -, .

LAURINI, M. P.. A spatio-temporal approach to estimate patterns of climate change. ENVIRONMETRICS, v. 30, n. 1, . Web of Science Citations: 1.

FUJITA, ANDRE; TAKAHASHI, DANIEL YASUMASA; BALARDIN, JOANA BISOL; VIDAL, MACIEL CALEBE; SATO, JOAO RICARDO. Correlation between graphs with an application to brain network analysis. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 109, p. 76-92, . Web of Science Citations: 0.

SATO, JOAO RICARDO; BIAZOLI, JR., CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Association between abnormal brain functional connectivity in children and psychopathology: A study based on graph theory and machine learning. WORLD JOURNAL OF BIOLOGICAL PSYCHIATRY, v. 19, n. 2, p. 119-129, . Web of Science Citations: 2.

SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; MANFRO, GISELE GUS; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Default mode network maturation and psychopathology in children and adolescents. JOURNAL OF CHILD PSYCHOLOGY AND PSYCHIATRY, v. 57, n. 1, p. 55-64, . Web of Science Citations: 13.

HOEXTER, MARCELO Q.; DINIZ, JULIANA B.; LOPES, ANTONIO C.; BATISTUZZO, MARCELO C.; SHAVITT, ROSELI G.; DOUGHERTY, DARIN D.; DURAN, FABIO L. S.; BRESSAN, RODRIGO A.; BUSATTO, GERALDO F.; MIGUEL, EURIPIDES C.; et al. ORBITOFRONTAL THICKNESS AS A MEASURE FOR TREATMENT RESPONSE PREDICTION IN OBSESSIVE-COMPULSIVE DISORDER. DEPRESSION AND ANXIETY, v. 32, n. 12, p. 900-908, . Web of Science Citations: 6.

PORTO, ROGERIO F.; MORETTIN, PEDRO A.; AUBIN, ELISETE C. Q.. Wavelet regression with correlated errors on a piecewise Holder class. Statistics & Probability Letters, v. 78, n. 16, p. 2739-2743, . Web of Science Citations: 4.

SAMPAIO, J. M.; MORETTIN, P. A.. Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 85, n. 13, SI, p. 2702-2717, . Web of Science Citations: 1.

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

MONTORIL, Michel Helcias. Modelos de regressão com coeficientes funcionais para séries temporais. 2013. Tese (Doutorado) – Instituto de Matemática e Estatística. Universidade de São Paulo (USP). São Paulo.

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