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03/08/2023
Estimation of Long-Range Dependent Models with Missing Data: to Input or not to Input?
Among the most important models for long-range dependent time series is ...
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11/03/2022
Unit-Weibull Autoregressive Moving Average Models
In this work we introduce the class of unit-Weibull Autoregressive Movin...
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01/10/2022
Positive Time Series Regression Models
In this paper we discuss dynamic ARMA-type regression models for time se...
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10/23/2019
On the behavior of the DFA and DCCA in trend-stationary processes
In this work we develop the asymptotic theory of the Detrended Fluctuati...
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04/23/2019
Amazon Forest Fires Between 2001 and 2006 and Birth Weight in Porto Velho
Birth weight data (22,012 live-births) from a public hospital in Porto V...
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04/23/2019
Seasonal FIEGARCH Processes
Here we develop the theory of seasonal FIEGARCH processes, denoted by SF...
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02/25/2019
A Dynamic Model for Double Bounded Time Series With Chaotic Driven Conditional Averages
In this work we introduce a class of dynamic models for time series taki...
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07/26/2018
