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Author ID: crato.nuno Recent zbMATH articles by "Crato, Nuno"
Published as: Crato, Nuno; Crato, N.
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Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 300 times in 258 Documents Cited by Year
The detection and estimation of long memory in stochastic volatility. Zbl 0905.62116
Breidt, F. Jay; Crato, Nuno; de Lima, Pedro
121
1998
A periodogram-based metric for time series classification. Zbl 1445.62222
Caiado, Jorge; Crato, Nuno; Peña, Daniel
57
2006
Heavy-tailed phenomena in satisfiability and constraint satisfaction problems. Zbl 0967.68145
Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry
47
2000
Comparison of times series with unequal length in the frequency domain. Zbl 1161.37348
Caiado, Jorge; Crato, Nuno; Peña, Daniel
25
2009
Long-range dependence in the conditional variance of stock returns. Zbl 0800.62791
Crato, Nuno; de Lima, Pedro J. F.
20
1994
Fractional integration analysis of long-run behavior for US macroeconomic time series. Zbl 0800.90232
Crato, Nuno; Rothman, Philip
8
1994
Semi-parametric smoothing estimators for long-memory processes with added noise. Zbl 1009.62075
Crato, Nuno; Ray, Bonnie K.
6
2002
Stationary persistent time series misspecified as nonstationary arima. Zbl 0858.62085
Crato, Nuno; Taylor, Howard M.
4
1996
Some results on the spectral analysis of nonstationary time series. Zbl 0851.62061
Crato, Nuno
3
1996
Statistical properties of detrended fluctuation analysis. Zbl 1432.62295
Crato, N.; Linhares, R. R.; Lopes, S. R. C.
2
2010
Tests for comparing time series of unequal lengths. Zbl 1431.62357
Caiado, Jorge; Crato, Nuno; Peña, Daniel
2
2012
Heavy-tailed phenomena and satisfiability and constraint satisfaction problems. Zbl 0979.68049
Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry
1
2000
Figuring it out. Entertaining encounters with everyday math. Zbl 1219.00007
Crato, Nuno
1
2010
A generative power-law search tree model. Zbl 1179.90173
Carvalho, Alda; Crato, Nuno; Gomes, Carla
1
2009
\(\alpha\)-stable laws for noncoding regions in DNA sequences. Zbl 07253851
Crato, N.; Linhares, R. R.; Lopes, Silvia R. C.
1
2011
A fragmented-periodogram approach for clustering big data time series. Zbl 1474.62214
Caiado, Jorge; Crato, Nuno; Poncela, Pilar
1
2020
A fragmented-periodogram approach for clustering big data time series. Zbl 1474.62214
Caiado, Jorge; Crato, Nuno; Poncela, Pilar
1
2020
Tests for comparing time series of unequal lengths. Zbl 1431.62357
Caiado, Jorge; Crato, Nuno; Peña, Daniel
2
2012
\(\alpha\)-stable laws for noncoding regions in DNA sequences. Zbl 07253851
Crato, N.; Linhares, R. R.; Lopes, Silvia R. C.
1
2011
Statistical properties of detrended fluctuation analysis. Zbl 1432.62295
Crato, N.; Linhares, R. R.; Lopes, S. R. C.
2
2010
Figuring it out. Entertaining encounters with everyday math. Zbl 1219.00007
Crato, Nuno
1
2010
Comparison of times series with unequal length in the frequency domain. Zbl 1161.37348
Caiado, Jorge; Crato, Nuno; Peña, Daniel
25
2009
A generative power-law search tree model. Zbl 1179.90173
Carvalho, Alda; Crato, Nuno; Gomes, Carla
1
2009
A periodogram-based metric for time series classification. Zbl 1445.62222
Caiado, Jorge; Crato, Nuno; Peña, Daniel
57
2006
Semi-parametric smoothing estimators for long-memory processes with added noise. Zbl 1009.62075
Crato, Nuno; Ray, Bonnie K.
6
2002
Heavy-tailed phenomena in satisfiability and constraint satisfaction problems. Zbl 0967.68145
Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry
47
2000
Heavy-tailed phenomena and satisfiability and constraint satisfaction problems. Zbl 0979.68049
Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry
1
2000
The detection and estimation of long memory in stochastic volatility. Zbl 0905.62116
Breidt, F. Jay; Crato, Nuno; de Lima, Pedro
121
1998
Stationary persistent time series misspecified as nonstationary arima. Zbl 0858.62085
Crato, Nuno; Taylor, Howard M.
4
1996
Some results on the spectral analysis of nonstationary time series. Zbl 0851.62061
Crato, Nuno
3
1996
Long-range dependence in the conditional variance of stock returns. Zbl 0800.62791
Crato, Nuno; de Lima, Pedro J. F.
20
1994
Fractional integration analysis of long-run behavior for US macroeconomic time series. Zbl 0800.90232
Crato, Nuno; Rothman, Philip
8
1994
all top 5

Cited by 411 Authors

10 Crato, Nuno
8 D’Urso, Pierpaolo
7 Vilar, José Antonio
5 Asai, Manabu
5 Gomes, Carla P.
5 Lopes, Sílvia R. C.
5 Maharaj, Elizabeth Ann
5 McAleer, Michael
5 Ray, Bonnie K.
4 Alonso, Andrés M.
4 Boutahar, Mohamed
4 Caiado, Jorge
4 Giraitis, Liudas
4 Hurvich, Clifford M.
4 Jin, Lei
4 Kulik, Rafał
4 Ombao, Hernando C.
4 Robinson, Peter Michael
4 Selman, Bart
4 Soulier, Philippe
4 Zaffaroni, Paolo
3 Arteche, Josu
3 Bordignon, Silvano
3 Breidt, F. Jay
3 Caporin, Massimiliano
3 Chronopoulou, Alexandra
3 Deo, Rohit S.
3 Di Matteo, Tiziana
3 Euán, Carolina
3 Hoos, Holger H.
3 Hutter, Frank
3 Jach, Agnieszka E.
3 Lafuente-Rego, Borja
3 Leyton-Brown, Kevin
3 Linhares, Raquel Romes
3 Lisi, Francesco
3 Mahmoudi, Mohammad Reza
3 Serva, Maurizio
3 Vilar, Juan Manuel
3 Wright, Jonathan H.
2 Baillie, Richard T.
2 Bastos, João A.
2 Bollerslev, Tim
2 Carvalho, Alda
2 Chang, Chialin
2 Chouakria, Ahlame Douzal
2 De Giovanni, Livia
2 de Lima, Pedro J. F.
2 Fokianos, Konstantinos
2 Gagliolo, Matteo
2 Garnier, Josselin
2 Gil-Alana, Luis Alberiko
2 Hamadi, Youssef
2 Heydari, Mohammadhossein
2 Iyigun, Cem
2 Jabbour, Said
2 Jensen, Mark J.
2 Jentsch, Carsten
2 Kautz, Henry A.
2 Kokoszka, Piotr S.
2 Li, Linyuan
2 Lindauer, Marius
2 Lund, Robert B.
2 Lux, Thomas C. H.
2 Mann, Zoltán Ádám
2 Marimoutou, Velayoudom
2 Massari, Riccardo
2 McElroy, Tucker S.
2 McMillan, David G.
2 Medeiros, Marcelo C.
2 Nielsen, Morten Ørregaard
2 Nouira, Leïla
2 O’Sullivan, Barry
2 Otranto, Edoardo
2 Pasquini, Michele
2 Pauly, Markus
2 Peña, Daniel
2 Piccolo, Domenico
2 Pospíšil, Jan
2 Prass, Taiane Schaedler
2 Promponas, Vasilis J.
2 Rintanen, Jussi
2 Rooch, Aeneas
2 Ruiz, Esther
2 Saïs, Lakhdar
2 Samorodnitsky, Gennady Pinkhosovich
2 Schmidhuber, Jürgen
2 Sobotka, Tomáš
2 Sølna, Knut
2 Souza, Leonardo Rocha
2 Speight, Alan E. H.
2 Sun, Ying
2 Tunno, Ferebee
2 Verma, Anshul
2 Viens, Frederi G.
2 Wang, Suojin
1 Abadir, Karim M.
1 Achcar, Jorge Alberto
1 Achlioptas, Dimitris
1 Aït-Sahalia, Yacine
...and 311 more Authors
all top 5

Cited in 85 Serials

31 Journal of Econometrics
23 Computational Statistics and Data Analysis
15 Journal of Time Series Analysis
10 Journal of Statistical Computation and Simulation
9 Quantitative Finance
8 Artificial Intelligence
7 Journal of Classification
6 Constraints
6 Econometric Theory
5 International Journal of Approximate Reasoning
5 Economics Letters
5 Communications in Statistics. Theory and Methods
5 Statistical Papers
4 Physica A
4 Journal of Statistical Planning and Inference
4 Econometric Reviews
4 Annals of Mathematics and Artificial Intelligence
4 Statistical Methods and Applications
4 Advances in Data Analysis and Classification. ADAC
3 Fuzzy Sets and Systems
3 Computers & Operations Research
3 Annals of Operations Research
3 The Annals of Applied Probability
3 Communications in Statistics. Simulation and Computation
3 Stochastic Processes and their Applications
3 Journal of Applied Statistics
2 Journal of Computer and System Sciences
2 Statistics & Probability Letters
2 Journal of Automated Reasoning
2 Journal of Economic Dynamics & Control
2 Applied Mathematical Finance
2 The Econometrics Journal
2 International Journal of Theoretical and Applied Finance
2 Extremes
2 Electronic Journal of Statistics
2 Annals of Finance
2 Journal of Time Series Econometrics
1 International Journal of Modern Physics B
1 Advances in Applied Probability
1 Discrete Applied Mathematics
1 Inverse Problems
1 Information Processing Letters
1 Scandinavian Journal of Statistics
1 The Annals of Statistics
1 Information Sciences
1 Mathematics and Computers in Simulation
1 Metron
1 Statistica
1 Theoretical Computer Science
1 Statistics
1 Journal of Symbolic Computation
1 Machine Learning
1 Neural Computation
1 Journal of Global Optimization
1 Computational Statistics
1 European Journal of Operational Research
1 Pattern Recognition
1 SIAM Journal on Applied Mathematics
1 Bernoulli
1 Journal of Heuristics
1 Mathematical Finance
1 Abstract and Applied Analysis
1 Statistical Inference for Stochastic Processes
1 International Journal of Applied Mathematics and Computer Science
1 Annales Mathematicae Silesianae
1 International Journal of Modern Physics C
1 Theory and Practice of Logic Programming
1 Stochastic Models
1 Iranian Journal of Science and Technology. Transaction A: Science
1 Advances in Complex Systems
1 4OR
1 Asia-Pacific Financial Markets
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Journal of Statistical Mechanics: Theory and Experiment
1 Statistical Methodology
1 BSHM Bulletin
1 Statistical Analysis and Data Mining
1 The Annals of Applied Statistics
1 SIAM Journal on Financial Mathematics
1 Acta Universitatis Sapientiae. Informatica
1 Mathematical Programming Computation
1 Journal of Probability and Statistics
1 Statistics and Computing
1 Journal of Dynamics and Games
1 Probability, Uncertainty and Quantitative Risk

Citations by Year

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