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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 Senior 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)
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Este canal da BV/FAPESP deve ser utilizado tão somente para mensagens, referentes aos projetos científicos financiados pela FAPESP.


 

 

 

 

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Publicações resultantes de Auxílios e Bolsas sob responsabilidade do(a) pesquisador(a) (99)

(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)

Publicações96
Citações419
Cit./Artigo4,4
Dados do Web of Science

OKU, AMANDA YUMI AMBRIOLA; SATO, JOAO RICARDO. Predicting Student Performance Using Machine Learning in fNIRS Data. FRONTIERS IN HUMAN NEUROSCIENCE, v. 15, . Citações Web of Science: 0. (19/17907-5, 18/04654-9, 18/21934-5)

VATTIMO, EDOARDO F. Q.; BARROS, VIVIAN B.; REQUENA, GUARACI; SATO, JOAO R.; FATORI, DANIEL; MIGUEL, EURIPEDES C.; SHAVITT, ROSELI G.; HOEXTER, MARCELO Q.; BATISTUZZO, MARCELO C.. Caudate volume differences among treatment responders, non-responders and controls in children with obsessive-compulsive disorder. EUROPEAN CHILD & ADOLESCENT PSYCHIATRY, v. 28, n. 12, p. 1607-1617, . Citações Web of Science: 1. (18/21934-5, 14/50917-0, 13/08531-5, 18/04654-9, 09/09949-8)

REBELLO, KEILA; MOURA, LUCIANA M.; XAVIER, GABRIELA; SPINDOLA, LETICIA M.; CARVALHO, CAROLINA MUNIZ; HOEXTER, MARCELO QUEIROZ; GADELHA, ARY; PICON, FELIPE; PAN, PEDRO MARIO; ZUGMAN, ANDRE; et al. Association between spontaneous activity of the default mode network hubs and leukocyte telomere length in late childhood and early adolescence. JOURNAL OF PSYCHOSOMATIC RESEARCH, v. 127, . Citações Web of Science: 0. (13/08531-5, 18/21934-5, 14/50917-0, 14/07280-1, 18/04654-9)

ALENCAR, AIRLANE P.. Sao Paulo City is getting 2 degrees C hotter in the last 50 years: regression model with autoregressive errors or with lagged temperatures?. SN APPLIED SCIENCES, v. 2, n. 12, . Citações Web of Science: 0. (18/04654-9)

GARCIA-DIAS, RAFAEL; SCARPAZZA, CRISTINA; BAECKER, LEA; VIEIRA, SANDRA; PINAYA, WALTER H. L.; CORVIN, AIDEN; REDOLFI, ALBERTO; NELSON, BARNABY; CRESPO-FACORRO, BENEDICTO; MCDONALD, COLM; et al. Neuroharmony: A new tool for harmonizing volumetric MRI data from unseen scanners. NeuroImage, v. 220, . Citações Web of Science: 0. (18/21934-5, 18/04654-9)

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)

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)

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)

LAURINI, MARCIO POLETTI; MAUAD, ROBERTO BALTIERI; LUCENA AIUBE, FERNANDO ANTONIO. The impact of co-jumps in the oil sector. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v. 52, . Citações Web of Science: 0. (18/04654-9)

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)

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, . Citações Web of Science: 0. (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, . Citações Web of Science: 1. (18/04654-9, 18/03012-3, 16/18599-4, 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)

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, 12/22608-8, 13/10498-6, 13/00506-1)

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)

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. 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)

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)

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)

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)

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)

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)

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, 08/57896-8, 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; 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)

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. (13/00506-1, 13/08531-5, 13/10498-6)

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. (13/00506-1, 13/07375-0)

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, . 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)

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)

CHOU-CHEN, SHU WEI; MORETTIN, PEDRO A.. Indirect inference for locally stationary ARMA processes with stable innovations. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, . Citações Web of Science: 0. (18/04654-9)

RUILOVA, JUAN CARLOS; MORETTIN, PEDRO ALBERTO. Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 2, . Citações Web of Science: 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, . Citações Web of Science: 10. (14/09576-5, 11/50761-2, 12/03831-8, 13/00506-1, 09/15530-0)

VALENTE, FERNANDA; LAURINI, MARCIO. Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach. ECONOMETRICS, v. 8, n. 2, . Citações Web of Science: 0. (18/04654-9)

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, . Citações Web of Science: 0. (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, . Citações Web of Science: 1. (13/10498-6, 13/08531-5, 08/57896-8, 13/00506-1)

MELO, MOIZES; ALENCAR, AIRLANE. CONWAY-MAXWELL-POISSON AUTOREGRESSIVE MOVING AVERAGE MODEL FOR EQUIDISPERSED, UNDERDISPERSED, AND OVERDISPERSED COUNT DATA. JOURNAL OF TIME SERIES ANALYSIS, . Citações Web of Science: 0. (18/04654-9)

PINHEIRO, HILDETE P.; SEN, PRANAB K.; PINHEIRO, ALUISIO; KIIHL, SAMARA F.. A nonparametric approach to assess undergraduate performance. STATISTICA NEERLANDICA, . Citações Web of Science: 0. (11/15047-7, 13/09357-9, 18/04654-9)

DA SILVA FERREIRA BARRETO, CANDIDA; ZIMEO MORAIS, GUILHERME AUGUSTO; VANZELLA, PATRICIA; SATO, JOAO RICARDO. Combining the intersubject correlation analysis and the multivariate distance matrix regression to evaluate associations between fNIRS signals and behavioral data from ecological experiments. Experimental Brain Research, v. 238, n. 10, . Citações Web of Science: 0. (18/21934-5, 18/04654-9)

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, . Citações Web of Science: 0. (16/24469-6, 13/00506-1, 18/04654-9)

TRAMBAIOLLI, LUCAS R.; TOSSATO, JULIANA; CRAVO, ANDRE M.; BIAZOLI, JR., CLAUDINEI E.; SATO, JOAO R.. Subject-independent decoding of affective states using functional near-infrared spectroscopy. PLoS One, v. 16, n. 1, . Citações Web of Science: 0. (18/21934-5, 18/04654-9, 15/17406-5, 17/05225-1)

GOMEZ, LUZ M.; PORTO, ROGERIO F.; MORETTIN, PEDRO A.. Nonparametric regression with warped wavelets and strong mixing processes. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, . Citações Web of Science: 1. (19/23078-1, 18/04654-9)

BAECKER, LEA; DAFFLON, JESSICA; DA COSTA, PEDRO F.; GARCIA-DIAS, RAFAEL; VIEIRA, SANDRA; SCARPAZZA, CRISTINA; CALHOUN, VINCE D.; SATO, JOAO R.; MECHELLI, ANDREA; PINAYA, WALTER H. L.. Brain age prediction: A comparison between machine learning models using region- and voxel-based morphometric data. Human Brain Mapping, v. 42, n. 8, . Citações Web of Science: 1. (18/04654-9, 18/21934-5)

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)

OKU, AMANDA YUMI AMBRIOLA; SATO, JOAO RICARDO. Predicting Student Performance Using Machine Learning in fNIRS Data. FRONTIERS IN HUMAN NEUROSCIENCE, v. 15, . Citações Web of Science: 0. (19/17907-5, 18/04654-9, 18/21934-5)

VATTIMO, EDOARDO F. Q.; BARROS, VIVIAN B.; REQUENA, GUARACI; SATO, JOAO R.; FATORI, DANIEL; MIGUEL, EURIPEDES C.; SHAVITT, ROSELI G.; HOEXTER, MARCELO Q.; BATISTUZZO, MARCELO C.. Caudate volume differences among treatment responders, non-responders and controls in children with obsessive-compulsive disorder. EUROPEAN CHILD & ADOLESCENT PSYCHIATRY, v. 28, n. 12, p. 1607-1617, . Citações Web of Science: 1. (18/21934-5, 14/50917-0, 13/08531-5, 18/04654-9, 09/09949-8)

REBELLO, KEILA; MOURA, LUCIANA M.; XAVIER, GABRIELA; SPINDOLA, LETICIA M.; CARVALHO, CAROLINA MUNIZ; HOEXTER, MARCELO QUEIROZ; GADELHA, ARY; PICON, FELIPE; PAN, PEDRO MARIO; ZUGMAN, ANDRE; et al. Association between spontaneous activity of the default mode network hubs and leukocyte telomere length in late childhood and early adolescence. JOURNAL OF PSYCHOSOMATIC RESEARCH, v. 127, . Citações Web of Science: 0. (13/08531-5, 18/21934-5, 14/50917-0, 14/07280-1, 18/04654-9)

ALENCAR, AIRLANE P.. Sao Paulo City is getting 2 degrees C hotter in the last 50 years: regression model with autoregressive errors or with lagged temperatures?. SN APPLIED SCIENCES, v. 2, n. 12, . Citações Web of Science: 0. (18/04654-9)

GARCIA-DIAS, RAFAEL; SCARPAZZA, CRISTINA; BAECKER, LEA; VIEIRA, SANDRA; PINAYA, WALTER H. L.; CORVIN, AIDEN; REDOLFI, ALBERTO; NELSON, BARNABY; CRESPO-FACORRO, BENEDICTO; MCDONALD, COLM; et al. Neuroharmony: A new tool for harmonizing volumetric MRI data from unseen scanners. NeuroImage, v. 220, . Citações Web of Science: 0. (18/21934-5, 18/04654-9)

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)

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)

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)

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)

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)

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, 13/16864-4, 11/21357-9, 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. (11/00968-0, 13/22536-0, 11/21357-9, 13/10498-6, 13/16864-4, 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, . Citações Web of Science: 10. (12/03831-8, 11/50761-2, 14/09576-5, 13/00506-1, 09/15530-0)

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, . 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)

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, . Citações Web of Science: 9. (13/10498-6, 08/57896-8, 13/00506-1)

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)

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)

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, . Citações Web of Science: 0. (13/10498-6, 16/13422-9, 13/00506-1, 15/01587-0)

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)

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, . Citações Web of Science: 5. (13/10498-6, 13/08531-5, 08/57896-8, 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, . Citações Web of Science: 3. (12/09596-0, 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. 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, . Citações Web of Science: 2. (13/08531-5, 13/10498-6, 08/57896-8, 13/16864-4, 13/00506-1)

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)

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)

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)

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)

CHOU-CHEN, SHU WEI; MORETTIN, PEDRO A.. Indirect inference for locally stationary ARMA processes with stable innovations. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, . Citações Web of Science: 0. (18/04654-9)

RUILOVA, JUAN CARLOS; MORETTIN, PEDRO ALBERTO. Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 2, . Citações Web of Science: 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, . Citações Web of Science: 10. (14/09576-5, 11/50761-2, 12/03831-8, 13/00506-1, 09/15530-0)

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

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)

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)

SAMPAIO, JHAMES M.; MORETTIN, PEDRO A.. Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models. ECONOMETRICS AND STATISTICS, v. 15, p. 67-83, . Citações Web of Science: 3. (13/00506-1)

VALENTE, FERNANDA; LAURINI, MARCIO. Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach. ECONOMETRICS, v. 8, n. 2, . Citações Web of Science: 0. (18/04654-9)

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, . Citações Web of Science: 0. (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, . Citações Web of Science: 1. (13/10498-6, 13/08531-5, 08/57896-8, 13/00506-1)

MELO, MOIZES; ALENCAR, AIRLANE. CONWAY-MAXWELL-POISSON AUTOREGRESSIVE MOVING AVERAGE MODEL FOR EQUIDISPERSED, UNDERDISPERSED, AND OVERDISPERSED COUNT DATA. JOURNAL OF TIME SERIES ANALYSIS, . Citações Web of Science: 0. (18/04654-9)

PINHEIRO, HILDETE P.; SEN, PRANAB K.; PINHEIRO, ALUISIO; KIIHL, SAMARA F.. A nonparametric approach to assess undergraduate performance. STATISTICA NEERLANDICA, . Citações Web of Science: 0. (11/15047-7, 13/09357-9, 18/04654-9)

DA SILVA FERREIRA BARRETO, CANDIDA; ZIMEO MORAIS, GUILHERME AUGUSTO; VANZELLA, PATRICIA; SATO, JOAO RICARDO. Combining the intersubject correlation analysis and the multivariate distance matrix regression to evaluate associations between fNIRS signals and behavioral data from ecological experiments. Experimental Brain Research, v. 238, n. 10, . Citações Web of Science: 0. (18/21934-5, 18/04654-9)

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, . Citações Web of Science: 0. (16/24469-6, 13/00506-1, 18/04654-9)

TRAMBAIOLLI, LUCAS R.; TOSSATO, JULIANA; CRAVO, ANDRE M.; BIAZOLI, JR., CLAUDINEI E.; SATO, JOAO R.. Subject-independent decoding of affective states using functional near-infrared spectroscopy. PLoS One, v. 16, n. 1, . Citações Web of Science: 0. (18/21934-5, 18/04654-9, 15/17406-5, 17/05225-1)

GOMEZ, LUZ M.; PORTO, ROGERIO F.; MORETTIN, PEDRO A.. Nonparametric regression with warped wavelets and strong mixing processes. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, . Citações Web of Science: 1. (19/23078-1, 18/04654-9)

MOURA, RODOLFO C.; LAURINI, MARCIO P.. Spillovers and jumps in global markets: A comparative analysis. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, . Citações Web of Science: 0. (18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO. Spatio-temporal analysis of fire occurrence in Australia. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, . Citações Web of Science: 0. (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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