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Pedro Alberto Morettin

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Universidade de São Paulo (USP). Instituto de Matemática e Estatística (IME)  (Instituição-sede da última proposta de pesquisa)
País de origem: Brasil

Possui graduação ( Bacharelado e Licenciatura) em Matematica pela Universidade de São Paulo (1963), mestrado em Statistics (MA) - University of California, Berkeley (1971) e doutorado em Statistics (Ph.D)- University of California, Berkeley (1972). Atualmente é Professor Ttitular do Instituto de Matemática e Estatística da Universidade de São Paulo. Tem experiência na área de Probabilidade e Estatística, atuando principalmente nos seguintes temas: séries temporais, análise de ondaletas e aplicações em Atuária , Finanças, Ciências Físicas e Biomédicas. (Fonte: Currículo Lattes)

Matéria(s) publicada(s) na Agência FAPESP sobre o(a) pesquisador(a)
Pós-doutorado em Estatística com bolsa da FAPESP 
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Publicações resultantes de Auxílios e Bolsas sob responsabilidade do(a) pesquisador(a) (82)

(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)

Publicações76
Citações413
Cit./Artigo5,4
Dados do Web of Science

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, . Citações Web of Science: 5. (03/10105-2)

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, . Citações Web of Science: 5. (03/10105-2, 04/15304-6)

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, . Citações Web of Science: 2. (08/51097-6)

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, . Citações Web of Science: 12. (13/10498-6, 13/00506-1)

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, . Citações Web of Science: 31. (13/10498-6, 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, . Citações Web of Science: 25. (12/13390-9, 13/10498-6, 13/00506-1)

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, . Citações Web of Science: 5. (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, . Citações Web of Science: 0. (13/22930-0, 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, . Citações Web of Science: 2. (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, . Citações Web of Science: 2. (13/00506-1)

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, . Citações Web of Science: 1. (13/00506-1)

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, . Citações Web of Science: 10. (13/10952-9, 13/10498-6, 13/00506-1, 12/22608-8)

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, . Citações Web of Science: 0. (15/00627-9, 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, . Citações Web of Science: 0. (13/00506-1)

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, . Citações Web of Science: 0. (18/21934-5, 18/04654-9)

CHAIM, PEDRO; LAURINI, MARCIO P.. Nonlinear dependence in cryptocurrency markets. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v. 48, p. 32-47, . Citações Web of Science: 3. (18/04654-9)

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, . Citações Web of Science: 0. (18/04654-9)

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, . Citações Web of Science: 0. (16/04983-7, 13/08531-5, 18/21934-5, 14/50917-0, 18/04654-9)

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, . Citações Web of Science: 0. (13/10498-6, 13/08531-5, 13/00506-1)

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, . Citações Web of Science: 0. (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, . Citações Web of Science: 0. (13/22930-0, 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, SI, p. 1925-1935, . Citações Web of Science: 4. (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, . Citações Web of Science: 5. (13/00506-1)

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, . Citações Web of Science: 2. (18/04654-9)

TRUCIOS, CARLOS; ZEVALLOS, MAURICIO; HOTTA, LUIZ K.; SANTOS, ANDRE A. P.. Covariance Prediction in Large Portfolio Allocation. ECONOMETRICS, v. 7, n. 2, . Citações Web of Science: 1. (16/18599-4, 18/03012-3, 13/00506-1, 18/04654-9)

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, . Citações Web of Science: 5. (03/10105-2)

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, . Citações Web of Science: 44. (03/10105-2)

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, . Citações Web of Science: 5. (03/10105-2, 04/15304-6)

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, . Citações Web of Science: 2. (03/10105-2, 08/51097-6)

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, . Citações Web of Science: 2. (08/51097-6)

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, . Citações Web of Science: 0. (18/21934-5, 18/04654-9)

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, . Citações Web of Science: 3. (13/10498-6, 13/08531-5, 13/00506-1, 08/57896-8)

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, . Citações Web of Science: 0. (11/15047-7, 13/00506-1)

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, . Citações Web of Science: 23. (13/10498-6, 08/57896-8, 13/00506-1)

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, . Citações Web of Science: 4. (03/10105-2)

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, . Citações Web of Science: 1. (02/03284-5, 08/51097-6, 09/14176-8)

VALK, MARCIO; PINHEIRO, ALUISIO. Time-series clustering via quasi U-statistics. JOURNAL OF TIME SERIES ANALYSIS, v. 33, n. 4, p. 608-619, . Citações Web of Science: 2. (07/02767-6, 08/51097-6, 09/14176-8)

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, . Citações Web of Science: 80. (03/10105-2, 05/56464-9)

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, . Citações Web of Science: 2. (12/20267-9, 13/00506-1)

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, . Citações Web of Science: 10. (13/10498-6, 13/08531-5, 13/00506-1)

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, . Citações Web of Science: 6. (13/10498-6, 11/21357-9, 13/00506-1, 13/16864-4)

LAURINI, MARCIO POLETTI. The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil. RENEWABLE & SUSTAINABLE ENERGY REVIEWS, v. 70, p. 1-12, . Citações Web of Science: 6. (13/00506-1)

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, . Citações Web of Science: 14. (13/00506-1, 13/16864-4, 13/22536-0, 13/10498-6, 11/21357-9, 11/00968-0)

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, . Citações Web of Science: 10. (09/15530-0, 12/03831-8, 11/50761-2, 13/00506-1, 14/09576-5)

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, . Citações Web of Science: 5. (13/10498-6, 11/50740-5, 13/00506-1)

TRUCIOS, CARLOS; HOTTA, LUIZ K.. Bootstrap prediction in univariate volatility models with leverage effect. MATHEMATICS AND COMPUTERS IN SIMULATION, v. 120, p. 91-103, . Citações Web of Science: 7. (12/09596-0, 13/00506-1)

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, . Citações Web of Science: 0. (08/51097-6, 13/09035-1, 13/21273-5, 09/09588-5, 13/00506-1)

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, . Citações Web of Science: 1. (12/50722-0, 13/00506-1, 16/05865-8, 16/02246-5, 13/08531-5, 08/57896-8, 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, . Citações Web of Science: 3. (13/03447-6, 13/10498-6, 14/09576-5, 13/00506-1, 12/00195-3)

PORTO, ROGERIO; MORETTIN, PEDRO; PERCIVAL, DONALD; AUBIN, ELISETE. Wavelet shrinkage for regression models with random design and correlated errors. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 30, n. 4, p. 614-652, . Citações Web of Science: 0. (08/51097-6)

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, . Citações Web of Science: 0. (08/51097-6, 13/09035-1, 13/21273-5, 09/09588-5, 13/00506-1)

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, . Citações Web of Science: 1. (12/50722-0, 13/00506-1, 16/05865-8, 16/02246-5, 13/08531-5, 08/57896-8, 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, . Citações Web of Science: 3. (13/03447-6, 13/10498-6, 14/09576-5, 13/00506-1, 12/00195-3)

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, . Citações Web of Science: 3. (13/00506-1, 12/09596-0, 13/23524-5)

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, . Citações Web of Science: 1. (08/51097-6)

LAURINI, M. P.. A spatio-temporal approach to estimate patterns of climate change. ENVIRONMETRICS, v. 30, n. 1, . Citações Web of Science: 1. (18/04654-9)

CHAIM, PEDRO; LAURINI, MARCIO P.. Volatility and return jumps in bitcoin. ECONOMICS LETTERS, v. 173, p. 158-163, . Citações Web of Science: 11. (18/04654-9)

ABBARA, OMAR; ZEVALLOS, MAURICIO. Modeling and forecasting intraday VaR of an exchange rate portfolio. JOURNAL OF FORECASTING, v. 37, n. 7, p. 729-738, . Citações Web of Science: 1. (13/00506-1)

SAMEJIMA, KIM; MORETTIN, PEDRO A.; SATO, JOAO RICARDO. Directed wavelet covariance. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 130, p. 61-79, . Citações Web of Science: 0. (13/00506-1)

MONTORIL, MICHEL H.; PINHEIRO, ALUISIO; VIDAKOVIC, BRANI. Wavelet-based estimators for mixture regression. SCANDINAVIAN JOURNAL OF STATISTICS, v. 46, n. 1, p. 215-234, . Citações Web of Science: 0. (13/09035-1, 13/21273-5, 13/00506-1)

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, . Citações Web of Science: 3. (13/09035-1, 08/51097-6, 09/09588-5)

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, . Citações Web of Science: 1. (13/00506-1)

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, . Citações Web of Science: 7. (13/10498-6, 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, . Citações Web of Science: 8. (13/10498-6, 13/08531-5, 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, . Citações Web of Science: 9. (13/07375-0, 13/00506-1)

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, . Citações Web of Science: 0. (03/10105-2)

POLETTI LAURINI‚ M.; VALLS PEREIRA‚ P.L.. Conditional stochastic kernel estimation by nonparametric methods. ECONOMICS LETTERS, v. 105, n. 3, p. 234-238, . (08/51097-6)

ABBARA, OMAR; ZEVALLOS, MAURICIO. Modeling and forecasting intraday VaR of an exchange rate portfolio. JOURNAL OF FORECASTING, v. 37, n. 7, p. 729-738, . Citações Web of Science: 1. (13/00506-1)

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, . Citações Web of Science: 3. (08/09286-6, 08/51097-6, 09/14176-8)

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, . (03/10105-2)

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, . (03/10105-2)

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, . (03/10105-2)

DA FONSECA, EDER LUCIO; ALENCAR, AIRLANE PEREIRA; MORETTIN, PEDRO ALBERTO. Time-varying cointegration model using wavelets. Statistics & Probability Letters, v. 145, p. 260-267, . Citações Web of Science: 0. (18/04654-9)

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. -, . (11/02881-9, 08/51097-6)

CHAIM, PEDRO; LAURINI, MARCIO P.. Volatility and return jumps in bitcoin. ECONOMICS LETTERS, v. 173, p. 158-163, . Citações Web of Science: 11. (18/04654-9)

ZEVALLOS, MAURICIO. A Note on Forecasting Daily Peruvian Stock Market Volatility Risk Using Intraday Returns. REVISTA ECONOMIA, v. 42, n. 84, p. 94-101, . Citações Web of Science: 0. (18/04654-9)

AMBRIOLA OKU, AMANDA YUMI; ZIMEO MORAIS, GUILHERME AUGUSTO; ARANTES BUENO, ANA PAULA; FUJITA, ANDRE; SATO, JOAO RICARDO. Potential Confounders in the Analysis of Brazilian Adolescent's Health: A Combination of Machine Learning and Graph Theory. INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, v. 17, n. 1, . Citações Web of Science: 0. (19/17907-5, 18/21934-5, 16/19376-9, 18/04654-9)

MONTORIL, MICHEL H.; PINHEIRO, ALUISIO; VIDAKOVIC, BRANI. Wavelet-based estimators for mixture regression. SCANDINAVIAN JOURNAL OF STATISTICS, v. 46, n. 1, p. 215-234, . Citações Web of Science: 0. (13/09035-1, 13/21273-5, 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, . Citações Web of Science: 0. (14/03374-1, 13/00506-1)

SAMEJIMA, KIM; MORETTIN, PEDRO A.; SATO, JOAO RICARDO. Directed wavelet covariance. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 130, p. 61-79, . Citações Web of Science: 0. (13/00506-1)

GABRIEL, A. F. B.; ALENCAR, A. P.; MIRAGLIA, S. G. E. K.. Dengue outbreaks: unpredictable incidence time series. EPIDEMIOLOGY AND INFECTION, v. 147, . Citações Web of Science: 1. (18/04654-9)

BUENO, A. P. A.; SATO, J. R.; HORNBERGER, M.. Eye tracking - The overlooked method to measure cognition in neurodegeneration?. Neuropsychologia, v. 133, . Citações Web of Science: 0. (18/21934-5, 17/23020-8, 16/19376-9, 18/04654-9)

Publicações acadêmicas

(Referências obtidas automaticamente das Instituições de Ensino e Pesquisa do Estado de São Paulo)

MONTORIL, Michel Helcias. Modelos de regressão com coeficientes funcionais para séries temporais. Tese (Doutorado) -  Instituto de Matemática e Estatística.  Universidade de São Paulo (USP).  São Paulo.  (09/09588-5

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