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Lopes, Sílvia R. C.

Author ID: lopes.silvia-r-c Recent zbMATH articles by "Lopes, Sílvia R. C."
Published as: Lopes, Sílvia R. C.; Lopes, S. R. C.; Lopes, Silvia R. C.; Lopes, Sílvia; Lopes, Silvia

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 97 times in 66 Documents Cited by Year
Some simulations and applications of forecasting long-memory time-series models. Zbl 0937.62094
Reisen, Valdério Anselmo; Lopes, Silvia
13
1999
Estimation of parameters in ARFIMA processes: A simulation study. Zbl 1008.62665
Reisen, Valderio; Abraham, Bovas; Lopes, Silvia
12
2001
Properties of seasonal long memory processes. Zbl 1171.60336
Bisognin, C.; Lopes, S. R. C.
8
2009
Discrete-time trawl processes. Zbl 1488.60243
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas
8
2019
A comparison of estimation methods in non-stationary ARFIMA processes. Zbl 1060.62098
Lopes, S. R. C.; Olbermann, B. P.; Reisen, V. A.
6
2004
Invariance of the first difference in ARFIMA models. Zbl 1164.62383
Olbermann, Barbara P.; Lopes, Sílvia R. C.; Reisen, Valdério A.
6
2006
Long-range dependence in mean and volatility: models, estimation and forecasting. Zbl 1149.60310
Lopes, Silvia R. C.
5
2008
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes. Zbl 1395.60046
Lopes, Sílvia R. C.; Prass, Taiane S.
4
2014
Clustering and classification problems in genetics through \(U\)-statistics. Zbl 07192637
Cybis, Gabriela B.; Valk, Marcio; Lopes, Sílvia R. C.
4
2018
Parametric estimation and spectral analysis of piecewise linear maps of the interval. Zbl 0917.60043
Lopes, Artur; Lopes, Sílvia
3
1998
Seasonal FIEGARCH processes. Zbl 1471.62124
Lopes, Sílvia R. C.; Prass, Taiane S.
3
2013
Correlated errors in the parameters estimation of the ARFIMA model: a simulated study. Zbl 1102.62099
Sena, M. R.; Reisen, V. A.; Lopes, S. R. C.
2
2006
A closed formula for the Durbin-Levinson’s algorithm in seasonal fractionally integrated processes. Zbl 1083.62083
Brietzke, E. H. M.; Lopes, S. R. C.; Bisognin, C.
2
2005
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests. Zbl 1486.62017
Ferreira, Hermes H.; Lopes, Artur O.; Lopes, Silvia R. C.
2
2022
\(\alpha\)-stable laws for noncoding regions in DNA sequences. Zbl 1511.62324
Crato, N.; Linhares, R. R.; Lopes, Silvia R. C.
2
2011
Power of the likelihood ratio test for models of DNA base substitution. Zbl 1511.62327
Cybis, G. B.; Lopes, Silvia R. C.; Pinheiro, H. P.
2
2011
Statistical properties of detrended fluctuation analysis. Zbl 1432.62295
Crato, N.; Linhares, R. R.; Lopes, S. R. C.
2
2010
Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation. Zbl 07184769
Stein, J.; Lopes, S. R. C.; Medino, A. V.
2
2016
Bayes posterior convergence for loss functions via almost additive thermodynamic formalism. Zbl 1493.62131
Lopes, Artur O.; Lopes, Silvia R. C.; Varandas, Paulo
2
2022
A Bayesian approach for estimating the parameters of an \(\alpha\)-stable distribution. Zbl 07493365
Karling, M. J.; Lopes, S. R. C.; de Souza, R. M.
2
2021
Linear and non-linear regression models assuminga stable distribution. Zbl 1435.62102
Achcar, Jorge A.; Lopes, Sílvia R. C.
2
2016
A level 1 large-deviation principle for the autocovariances of uniquely ergodic transformations with additive noise. Zbl 0927.60038
Carmona, S. C.; Landim, C.; Lopes, A.; Lopes, S.
1
1998
Wavelets for estimating the fractional parameter in non-stationary ARFIMA processes. Zbl 1176.42030
Lopes, S. R. C.; Pinheiro, A.
1
2009
Convergence in distribution of the periodogram of chaotic processes. Zbl 1007.62076
Lopes, Artur O.; Lopes, Sílvia R. C.
1
2002
Hamiltonian chaos in two coupled three-wave parametric interactions with quadratic nonlinearity. Zbl 0890.58044
Chian, A. C.-L.; Lopes, S. R.; Abalde, J. R.
1
1996
Transition to chaos in the conservative four-wave parametric interactions. Zbl 0925.81034
Pakter, R.; Lopes, S. R.; Viana, R. L.
1
1997
Copulas related to Manneville-Pomeau processes. Zbl 1298.62082
Lopes, Sílvia R. C.; Pumi, Guilherme
1
2013
MCMC Bayesian estimation in FIEGARCH models. Zbl 1349.62426
Prass, Taiane S.; Lopes, Sílvia R. C.; Achcar, Jorge A.
1
2016
Sudden transition to spatiotemporal chaos in a nonlinear Klein-Gordon equation. Zbl 0999.35061
Gerhardt, G. J. L.; Frichembruder, M.; Rizzato, F. B.; Lopes, S. R.
1
2002
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations. Zbl 1520.62050
Karling, Maicon J.; Lopes, Sílvia R. C.; de Souza, Roberto M.
1
2023
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations. Zbl 1520.62050
Karling, Maicon J.; Lopes, Sílvia R. C.; de Souza, Roberto M.
1
2023
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests. Zbl 1486.62017
Ferreira, Hermes H.; Lopes, Artur O.; Lopes, Silvia R. C.
2
2022
Bayes posterior convergence for loss functions via almost additive thermodynamic formalism. Zbl 1493.62131
Lopes, Artur O.; Lopes, Silvia R. C.; Varandas, Paulo
2
2022
A Bayesian approach for estimating the parameters of an \(\alpha\)-stable distribution. Zbl 07493365
Karling, M. J.; Lopes, S. R. C.; de Souza, R. M.
2
2021
Discrete-time trawl processes. Zbl 1488.60243
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas
8
2019
Clustering and classification problems in genetics through \(U\)-statistics. Zbl 07192637
Cybis, Gabriela B.; Valk, Marcio; Lopes, Sílvia R. C.
4
2018
Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation. Zbl 07184769
Stein, J.; Lopes, S. R. C.; Medino, A. V.
2
2016
Linear and non-linear regression models assuminga stable distribution. Zbl 1435.62102
Achcar, Jorge A.; Lopes, Sílvia R. C.
2
2016
MCMC Bayesian estimation in FIEGARCH models. Zbl 1349.62426
Prass, Taiane S.; Lopes, Sílvia R. C.; Achcar, Jorge A.
1
2016
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes. Zbl 1395.60046
Lopes, Sílvia R. C.; Prass, Taiane S.
4
2014
Seasonal FIEGARCH processes. Zbl 1471.62124
Lopes, Sílvia R. C.; Prass, Taiane S.
3
2013
Copulas related to Manneville-Pomeau processes. Zbl 1298.62082
Lopes, Sílvia R. C.; Pumi, Guilherme
1
2013
\(\alpha\)-stable laws for noncoding regions in DNA sequences. Zbl 1511.62324
Crato, N.; Linhares, R. R.; Lopes, Silvia R. C.
2
2011
Power of the likelihood ratio test for models of DNA base substitution. Zbl 1511.62327
Cybis, G. B.; Lopes, Silvia R. C.; Pinheiro, H. P.
2
2011
Statistical properties of detrended fluctuation analysis. Zbl 1432.62295
Crato, N.; Linhares, R. R.; Lopes, S. R. C.
2
2010
Properties of seasonal long memory processes. Zbl 1171.60336
Bisognin, C.; Lopes, S. R. C.
8
2009
Wavelets for estimating the fractional parameter in non-stationary ARFIMA processes. Zbl 1176.42030
Lopes, S. R. C.; Pinheiro, A.
1
2009
Long-range dependence in mean and volatility: models, estimation and forecasting. Zbl 1149.60310
Lopes, Silvia R. C.
5
2008
Invariance of the first difference in ARFIMA models. Zbl 1164.62383
Olbermann, Barbara P.; Lopes, Sílvia R. C.; Reisen, Valdério A.
6
2006
Correlated errors in the parameters estimation of the ARFIMA model: a simulated study. Zbl 1102.62099
Sena, M. R.; Reisen, V. A.; Lopes, S. R. C.
2
2006
A closed formula for the Durbin-Levinson’s algorithm in seasonal fractionally integrated processes. Zbl 1083.62083
Brietzke, E. H. M.; Lopes, S. R. C.; Bisognin, C.
2
2005
A comparison of estimation methods in non-stationary ARFIMA processes. Zbl 1060.62098
Lopes, S. R. C.; Olbermann, B. P.; Reisen, V. A.
6
2004
Convergence in distribution of the periodogram of chaotic processes. Zbl 1007.62076
Lopes, Artur O.; Lopes, Sílvia R. C.
1
2002
Sudden transition to spatiotemporal chaos in a nonlinear Klein-Gordon equation. Zbl 0999.35061
Gerhardt, G. J. L.; Frichembruder, M.; Rizzato, F. B.; Lopes, S. R.
1
2002
Estimation of parameters in ARFIMA processes: A simulation study. Zbl 1008.62665
Reisen, Valderio; Abraham, Bovas; Lopes, Silvia
12
2001
Some simulations and applications of forecasting long-memory time-series models. Zbl 0937.62094
Reisen, Valdério Anselmo; Lopes, Silvia
13
1999
Parametric estimation and spectral analysis of piecewise linear maps of the interval. Zbl 0917.60043
Lopes, Artur; Lopes, Sílvia
3
1998
A level 1 large-deviation principle for the autocovariances of uniquely ergodic transformations with additive noise. Zbl 0927.60038
Carmona, S. C.; Landim, C.; Lopes, A.; Lopes, S.
1
1998
Transition to chaos in the conservative four-wave parametric interactions. Zbl 0925.81034
Pakter, R.; Lopes, S. R.; Viana, R. L.
1
1997
Hamiltonian chaos in two coupled three-wave parametric interactions with quadratic nonlinearity. Zbl 0890.58044
Chian, A. C.-L.; Lopes, S. R.; Abalde, J. R.
1
1996
all top 5

Cited by 119 Authors

20 Lopes, Sílvia R. C.
9 Reisen, Valdério Anselmo
5 Lopes, Artur Oscar
5 Pumi, Guilherme
4 Karling, Maicon J.
4 Prass, Taiane Schaedler
3 Bisognin, Cleber
3 Grahovac, Danijel
3 Leonenko, Nikolai N.
3 Olbermann, Barbara P.
3 Palma, Wilfredo
3 Taqqu, Murad S.
3 Valk, Marcio
2 Areepong, Yupaporn
2 Cybis, Gabriela Bettella
2 de Souza, Roberto Molina
2 Franco, Glaura C.
2 Lee, Jaechoul
2 Linhares, Raquel Romes
2 Peiris, M. Shelton
2 Rodrigues, Alexandre L.
2 Sukparungsee, Saowanit
2 Veraart, Almut E. D.
1 Abraham, Bovas
1 Achcar, Jorge Alberto
1 Ahmad, Ismail
1 Aladağ, Çağdaş Hakan
1 Arteche, Josu
1 Ayres, João Vítor C.
1 Bair, Eric
1 Bayer, Fábio Mariano
1 Bennedsen, Mikkel
1 Bercu, Bernard
1 Bondon, Pascal
1 Bos, Charles S.
1 Bose, Mahua
1 Bouzebda, Salim
1 Brietzke, Eduardo H. M.
1 Bujang, Imbarine
1 Chan, Jennifer So Kuen
1 Chan, Kung-Sik
1 Chiann, Chang
1 Crato, Nuno
1 Cruz, Frederico R. B.
1 da Conceição Franco, Glaura
1 da Silva Costa Benaduce, Helen
1 de Freitas Pinto, Mateus Gonzalez
1 de Oliveira Lima C. Marques, Guilherme
1 Denker, Manfred
1 Ding, Liang
1 Diongue, Abdou Kâ
1 Dissanayake, Gnanadarsha Sanjaya
1 Doukhan, Paul
1 Eğrioğlu, Erol
1 Eslami, Tayyebeh
1 Fajardo Molinares, Fábio Alexander
1 Ferreira, Hermes H.
1 Fried, Roland
1 Genton, Marc G.
1 Gil-Alana, Luis Alberiko
1 Guégan, Dominique
1 Guimarães, Frederico Gadelha
1 Harrison, Roy
1 Hawker, J.
1 Helgeson, Erika S.
1 Huang, Yirong
1 Hughes, Timothy A. C.
1 Hussain, Shakir Mahmoud
1 Javedani Sadaei, Hossein
1 José da Silva, Cidiney
1 Kadılar, Cem
1 Karia, Abdul Aziz
1 Ko, Kyungduk
1 Koopman, Siem Jan
1 Lee, Muhammad Hisyam
1 Li, Jia-Yue
1 Li, Ming
1 Lin, Yan
1 Lunde, Asger
1 Luo, Yi
1 Mali, Kalyani
1 Mangat, Manveer Kaur
1 Marques, G. O. L. C.
1 Martin, Gael M.
1 Monte, Edson Zambon
1 Nadarajah, K.
1 Ooms, Marius
1 Ould Haye, Mohamedou
1 Pakkanen, Mikko S.
1 Passeggeri, Riccardo
1 Paulauskas, Vygantas Ionovič
1 Peerajit, Wilasinee
1 Philippe, Anne
1 Phillip, Andrew
1 Porcu, Emilio
1 Poskitt, Donald Stephen
1 Prieur, Clémentine
1 Proietti, Tommaso
1 Reschenhofer, Erhard
1 Rodrigues, Paulo Canas
...and 19 more Authors

Citations by Year