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Entree

Séries temporais, ondaletas e análise de dados funcionais

Processo: 13/00506-1
Modalidade de apoio:Auxílio à Pesquisa - Temático
Vigência: 01 de julho de 2013 - 30 de junho de 2018
Área do conhecimento:Ciências Exatas e da Terra - Probabilidade e Estatística - Estatística
Pesquisador responsável:Pedro Alberto Morettin
Beneficiário:Pedro Alberto Morettin
Instituição Sede: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brasil
Pesquisadores principais:
Aluísio de Souza Pinheiro ; Hedibert Freitas Lopes ; Luiz Koodi Hotta ; Ronaldo Dias
Pesquisadores associados:Afranio Rubens de Mesquita ; Airlane Pereira Alencar ; Benilton de Sá Carvalho ; Chang Chiann ; Clélia Maria de Castro Toloi ; João Ricardo Sato ; José Carlos Simon de Miranda ; Márcio Poletti Laurini ; Mauricio Enrique Zevallos Herencia ; Ronaldo Dias ; Samara Flamini Kiihl ; Sumaia Abdel Latif ; Tatiana Andrea Benaglia Carvalho
Auxílios(s) vinculado(s):18/06007-0 - XXIX International Biometric Conference, AR.EXT
14/03374-1 - XXVII International Biometric Conference, AR.EXT
13/16952-0 - Visita do prof. P.K. Sen à UNICAMP e à USP - outubro de 2013: Quase U-estatísticas: teoria e aplicações, AV.EXT
13/08872-7 - The 59th World Statistics Congress, AR.EXT
Bolsa(s) vinculada(s):18/06603-2 - Equações diferenciais estocásticas: precificação de derivativos, BP.IC
17/07431-8 - Base de ondaletas e análise de dados funcionais - aplicações em imagens, BP.IC
17/10262-3 - Estimação de modelos GARCH: robustez e valores iniciais, BP.IC
+ mais bolsas vinculadas 16/24469-6 - Modelos de Análise de Dados Funcionais por Ondaletas: Fundamentos e Aplicações, BP.DR
15/07198-6 - Estimação da volatilidade integrada através de dados de alta frequência, BP.IC
13/09035-1 - Modelos de regressão para dados funcionais, BP.PD - menos bolsas vinculadas
Assunto(s):Estatística aplicada  Econometria  Análise de séries temporais  Análise de ondaletas 
Palavra(s)-Chave do Pesquisador:Análise de Dados Funcionais | análise multivariada | Econometria | Estatística Aplicada | Ondaletas | Séries Temporais | Séries Temporais e Dados Funcionais

Resumo

Neste projeto investigaremos metodologias de séries temporais, ondaletas e análise de dados funcionais, com aplicações potenciais em diversas áreas, como Medicina, Biologia, Ciências Físicas, Química, Ciências Atuariais, Finanças etc. Estas metodologias têm por objetivo resolver problemas teóricos e aplicados importantes, relacionados aos seguintes tópicos de pesquisa, que estão fortemente ligados: 1. Avaliação de riscos associados a eventos como aumento de temperatura e nível do mar, derretimento de geleiras, desflorestamentos, terremotos e também com medidas de risco em economia e finanças. 2. Ocorrências de valores extremos em séries temporais e caracterizações de dependências extremas. 3. Estimação das volatilidades de ativos financeiros, incluindo o caso de dados de alta frequência. 4. Extensão do conceito de cópula para o caso de séries temporais, cópulas dinâmicas e aplicação ao estudo de dependência entre variáveis. 5. Estudo do fenômeno de longa dependência, com aplicações em ciências físicas, economia e finanças. 6. Análise de dados funcionais, com ênfase em modelos de regressão, análise de variância funcional (FANOVA), análise espectral etc.7. Aplicações em estudos de sequências de DNA, microarrays, ressonância magnética funcional. (AU)

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Publicações científicas (61)
(Referências obtidas automaticamente do Web of Science e do SciELO, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores)
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, . (13/00506-1, 11/15047-7)
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, . (13/00506-1, 12/13390-9, 13/10498-6)
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, . (13/00506-1)
SAMPAIO, JHAMES M.; MORETTIN, PEDRO A.. Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models. ECONOMETRICS AND STATISTICS, v. 15, p. 67-83, . (13/00506-1)
MEDINA, FRANCYELLE L.; MORETTIN, PEDRO A.; TOLOI, CLELIA M. C.. Copula estimation through wavelets. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 34, n. 3, p. 439-463, . (13/00506-1)
BIAZOLI JR, CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; REBELLO, KEILA; MOURA, LUCIANA MONTEIRO; PAN, PEDRO MARIO; BRIETZKE, ELISA; MIGUEL, EURIPEDES CONSTANTINO; ROHDE, LUIS AUGUSTO; BRESSAN, RODRIGO AFFONSECA; et al. Socioeconomic status in children is associated with spontaneous activity in right superior temporal gyrus. BRAIN IMAGING AND BEHAVIOR, v. 14, n. 4, p. 961-970, . (13/00506-1, 13/08531-5, 13/10498-6, 08/57896-8)
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, . (13/00506-1)
TRUCIOS, CARLOS; ZEVALLOS, MAURICIO; HOTTA, LUIZ K.; SANTOS, ANDRE A. P.. Covariance Prediction in Large Portfolio Allocation. ECONOMETRICS, v. 7, n. 2, . (16/18599-4, 18/03012-3, 13/00506-1, 18/04654-9)
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, . (13/00506-1)
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, . (13/10498-6, 13/08531-5, 13/00506-1)
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, . (13/00506-1)
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, . (13/00506-1)
ANDRÉ ZUGMAN; JOÃO R. SATO; ANDREA P. JACKOWSKI. Crisis in neuroimaging: is neuroimaging failing 15 years after the decade of the brain?. Revista Brasileira de Psiquiatria, v. 38, n. 4, p. 267-269, . (13/00506-1, 13/10498-6, 13/08531-5)
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, . (13/00506-1)
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, . (13/00506-1, 13/10498-6)
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, . (13/00506-1, 13/10498-6, 08/57896-8)
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, . (13/00506-1, 13/08531-5, 13/10498-6, 08/57896-8)
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, . (13/00506-1)
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, . (13/22930-0, 13/00506-1)
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, . (13/00506-1)
RIBEIRO, ANDRE L. P.; HOTTA, LUIZ K.. Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables. PLoS One, v. 11, n. 12, . (13/22930-0, 13/00506-1)
FONSECA, RODNEY V.; PINHEIRO, ALUISIO. Wavelet estimation of the dimensionality of curve time series. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 72, n. 5, p. 1175-1204, . (16/24469-6, 13/00506-1, 18/04654-9)
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, . (13/00506-1, 13/10498-6)
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, p. 15-pg., . (11/15047-7, 13/00506-1)
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, p. 6-pg., . (13/00506-1, 14/03374-1)
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, . (12/22608-8, 13/00506-1, 13/10952-9, 13/10498-6)
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, . (15/00627-9, 13/00506-1)
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, . (13/00506-1)
TRUCIOS, CARLOS; HOTTA, LUIZ K.; RUIZ, ESTHER. Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 88, n. 10, SI, p. 1976-2000, . (13/00506-1, 12/09596-0)
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, . (13/00506-1)
RUILOVA, JUAN CARLOS; MORETTIN, PEDRO ALBERTO. Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 2, . (13/00506-1)
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, . (14/03374-1, 13/00506-1)
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, . (13/07375-0, 13/00506-1)
FONSECA, MONIQUE T.; RODRIGUES, ABNER C.; CEZAR, LUANA C.; FUJITA, ANDRE; SORIANO, FRANCISCO G.; STEINER, ALEXANDRE A.. Spontaneous hypothermia in human sepsis is a transient, self-limiting, and nonterminal response. Journal of Applied Physiology, v. 120, n. 12, p. 1394-1401, . (09/15530-0, 13/00506-1, 12/03831-8, 11/50761-2, 14/09576-5)
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, . (11/21357-9, 13/00506-1, 13/16864-4, 11/00968-0, 13/22536-0, 13/10498-6)
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, . (13/21273-5, 13/09035-1, 08/51097-6, 13/00506-1, 09/09588-5)
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, . (13/08531-5, 08/57896-8, 13/00506-1, 16/05865-8, 16/02246-5, 12/50722-0, 13/10498-6)
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, . (12/00195-3, 13/00506-1, 13/03447-6, 14/09576-5, 13/10498-6)
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, . (13/10498-6, 16/13422-9, 13/00506-1, 15/01587-0)
MOURA, L. M.; CROSSLEY, N. A.; ZUGMAN, A.; PAN, P. M.; GADELHA, A.; DEL AQUILLA, M. A. G.; PICON, F. A.; ANES, M.; AMARO, JR., E.; DE JESUS MARI, J.; et al. Coordinated brain development: exploring the synchrony between changes in grey and white matter during childhood maturation. BRAIN IMAGING AND BEHAVIOR, v. 11, n. 3, p. 808-817, . (13/00506-1, 13/08531-5, 13/10498-6, 08/57896-8)
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, . (13/08531-5, 08/57896-8, 13/10498-6, 13/00506-1, 13/16864-4)
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, . (13/00506-1, 13/23524-5, 12/09596-0)
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, . (13/00506-1, 13/10498-6)
SATO, JOAO RICARDO; BIAZOLI, JR., CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; SATTERTHWAITE, THEODORE D.; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; et al. Temporal Stability of Network Centrality in Control and Default Mode Networks: Specific Associations with Externalizing Psychopathology in Children and Adolescents. Human Brain Mapping, v. 36, n. 12, p. 4926-4937, . (13/00506-1, 13/10498-6, 08/57896-8)
ZUGMAN, ANDRE; ASSUNCAO, IDAIANE; VIEIRA, GILSON; GADELHA, ARY; WHITE, THOMAS P.; OLIVEIRA, PEDRO PAULO M.; NOTO, CRISTIANO; CROSSLEY, NICOLAS; MCGUIRE, PHILIP; CORDEIRO, QUIRINO; et al. Structural covariance in schizophrenia and first-episode psychosis: An approach based on graph analysis. JOURNAL OF PSYCHIATRIC RESEARCH, v. 71, p. 89-96, . (13/00506-1, 13/10498-6, 11/50740-5)
TRUCIOS, CARLOS; HOTTA, LUIZ K.. Bootstrap prediction in univariate volatility models with leverage effect. MATHEMATICS AND COMPUTERS IN SIMULATION, v. 120, p. 91-103, . (13/00506-1, 12/09596-0)
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, . (13/00506-1, 13/08531-5, 13/10498-6)
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, . (13/00506-1, 13/10498-6, 13/16864-4, 11/21357-9)
LAURINI, MARCIO POLETTI; HOTTA, LUIZ KOODI. GMC/GEL estimation of stochastic volatility models. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v. 46, n. 9, p. 6828-6844, . (13/00506-1)
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, . (13/00506-1, 13/08531-5, 13/10498-6)
MONTORIL, MICHEL H.; PINHEIRO, ALUISIO; VIDAKOVIC, BRANI. Wavelet-based estimators for mixture regression. SCANDINAVIAN JOURNAL OF STATISTICS, v. 46, n. 1, p. 215-234, . (13/09035-1, 13/21273-5, 13/00506-1)
ABBARA, OMAR; ZEVALLOS, MAURICIO. Modeling and forecasting intraday VaR of an exchange rate portfolio. JOURNAL OF FORECASTING, v. 37, n. 7, p. 729-738, . (13/00506-1)
SAMEJIMA, KIM; MORETTIN, PEDRO A.; SATO, JOAO RICARDO. Directed wavelet covariance. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 130, p. 61-79, . (13/00506-1)
LAURINI, MARCIO POLETTI. The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil. RENEWABLE & SUSTAINABLE ENERGY REVIEWS, v. 70, p. 1-12, . (13/00506-1)
RUILOVA, JUAN CARLOS; MORETTIN, PEDRO ALBERTO. Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 2, p. 19-pg., . (13/00506-1)
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, p. 16-pg., . (13/00506-1)
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, v. 2014, p. 10-pg., . (12/13390-9, 13/00506-1, 13/10498-6)
TRUCIOS, CARLOS; HOTTA, LUIZ K.; RUIZ, ESTHER. Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 88, n. 10, p. 25-pg., . (12/09596-0, 13/00506-1)
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, p. 11-pg., . (13/00506-1)
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