Edit Profile (opens in new tab) Lopes, Sílvia R. C. Co-Author Distance Author ID: lopes.silvia-r-c Published as: Lopes, Sílvia R. C.; Lopes, S. R. C.; Lopes, Silvia R. C.; Lopes, Sílvia; Lopes, Silvia more...less Documents Indexed: 54 Publications since 1992, including 4 Additional arXiv Preprints Co-Authors: 28 Co-Authors with 42 Joint Publications 555 Co-Co-Authors all top 5 Co-Authors 3 single-authored 12 Lopes, Artur Oscar 6 Pumi, Guilherme 5 Reisen, Valdério Anselmo 4 Karling, Maicon J. 3 Olbermann, Barbara P. 3 Prass, Taiane Schaedler 3 Souza, Rafael Rigão 2 Achcar, Jorge Alberto 2 Bisognin, Cleber 2 Crato, Nuno 2 Cybis, Gabriela Bettella 2 de Souza, Roberto Molina 2 Doukhan, Paul 2 Jakubowski, Adam 2 Kedem, Benjamin 2 Linhares, Raquel Romes 2 Medino, Ary V. 2 Pakter, Renato 2 Rizzato, Felipe B. 2 Surgailis, Donatas 1 Abalde, J. R. 1 Abraham, Bovas 1 Benkadda, Sadruddin 1 Bonatto, A. 1 Bonatto, Cristian 1 Brietzke, Eduardo H. M. 1 Caldas, Iberê L. 1 Carmona, Sara C. 1 Chian, Abraham C.-L. 1 Denker, Manfred 1 Feltes, G. L. 1 Ferreira, Hermes H. 1 Frichembruder, M. 1 Galuzio, Paulo P. 1 Gerhardt, Günther J. L. 1 Landim, Claudio 1 Nunes, R. P. 1 Pinheiro, Hildete P. 1 Sena, Manoel R. jun. 1 Valk, Marcio 1 Varandas, Paulo 1 Woellner, C. F. 1 Zaniol, Karine all top 5 Serials 6 Journal of Statistical Computation and Simulation 4 Communications in Statistics. Simulation and Computation 3 Physica D 2 Journal of Statistical Physics 2 Physica A 2 Chaos, Solitons and Fractals 2 Mathematical and Computer Modelling 2 REBRAPE 2 Communications in Statistics. Theory and Methods 2 Journal of Applied Statistics 2 Probability, Uncertainty and Quantitative Risk 1 Advances in Applied Probability 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Revista Colombiana de Estadística 1 Communications in Statistics. Stochastic Models 1 Computational Statistics 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Random & Computational Dynamics 1 Discrete and Continuous Dynamical Systems 1 Communications in Nonlinear Science and Numerical Simulation 1 Brazilian Journal of Probability and Statistics 1 Stochastics and Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Current Development in Theory and Applications of Wavelets 1 São Paulo Journal of Mathematical Sciences 1 Journal of Dynamics and Games all top 5 Fields 39 Statistics (62-XX) 23 Probability theory and stochastic processes (60-XX) 13 Dynamical systems and ergodic theory (37-XX) 7 Numerical analysis (65-XX) 3 Fluid mechanics (76-XX) 2 Partial differential equations (35-XX) 2 Optics, electromagnetic theory (78-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 General topology (54-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 37 Serials 8 Journal of Statistical Computation and Simulation 4 Communications in Statistics. Simulation and Computation 4 Computational Statistics and Data Analysis 4 Journal of Applied Statistics 3 Physica A 3 Journal of Statistical Planning and Inference 2 Mathematics and Computers in Simulation 2 Statistics & Probability Letters 2 International Journal of Approximate Reasoning 2 Mathematical and Computer Modelling 2 Computational Statistics 2 Communications in Statistics. Theory and Methods 2 Electronic Journal of Probability 2 Stochastics and Dynamics 2 Probability, Uncertainty and Quantitative Risk 1 The American Statistician 1 The Canadian Journal of Statistics 1 Lithuanian Mathematical Journal 1 Biometrics 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Statistical Science 1 Stochastic Processes and their Applications 1 Statistical Papers 1 Fractals 1 Bernoulli 1 Discrete and Continuous Dynamical Systems 1 Mathematical Problems in Engineering 1 Studies in Nonlinear Dynamics and Econometrics 1 Brazilian Journal of Probability and Statistics 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 Journal of Probability and Statistics 1 Statistics and Computing 1 Journal of Dynamics and Games 1 Cogent Mathematics all top 5 Cited in 13 Fields 56 Statistics (62-XX) 16 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 8 Dynamical systems and ergodic theory (37-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) Citations by Year