Edit Profile (opens in new tab) Reisen, Valdério Anselmo Co-Author Distance Author ID: reisen.valderio-anselmo Published as: Reisen, V. A.; Reisen, Valdério Anselmo; Reisen, Valdério A.; Reisen, Valderio A.; Reisen, Valderio Anselmo; Reisen, Valderio; Reisen, Valdério more...less Documents Indexed: 36 Publications since 1994, including 1 Additional arXiv Preprint Co-Authors: 41 Co-Authors with 35 Joint Publications 579 Co-Co-Authors all top 5 Co-Authors 1 single-authored 9 Lévy-Leduc, Céline 7 Bondon, Pascal 7 Franco, Glaura C. 5 Lopes, Sílvia R. C. 5 Moulines, Eric 5 Taqqu, Murad S. 4 Abraham, Bovas 4 Boistard, Hélène 3 Ispány, Márton 3 Palma, Wilfredo 3 Toscano, Ela Mercedes 2 Aranda Cotta, Higor Henrique 2 Bourguignon, Marcelo 2 Cribari-Neto, Francisco 2 Molinares, Fabio Fajardo 2 Monte, Edson Zambon 2 Olbermann, Barbara P. 2 Rodrigues, Alexandre L. 2 Sarnaglia, Alessandro José Queiroz 2 Sgrancio, Adriano Marcio 2 Soulier, Philippe 2 Zamprogno, Bartolomeu 2 Ziegelmann, Flavio Augusto 1 Arteche, Josu 1 Barros, Paula A. 1 Cotta, Higor H. A. 1 Cruz, Frederico R. B. 1 da Conceição Franco, Glaura 1 Fajardo Molinares, Fábio Alexander 1 Fajardo, F. A. 1 Filho, Paulo R. P. 1 Jensen, Mark J. 1 Machado Melo, Milena 1 Prezotti Filho, Paulo Roberto 1 Reis, Neyval C. jun. 1 Sarquis Serpa, Faradiba 1 Sena, Manoel R. jun. 1 Serpa, Faradiba S. 1 Solci, Carlo Corrêa 1 Tojeiro, Cynthia Arantes Vieira 1 Vasconcellos, Klaus Leite Pinto all top 5 Serials 5 Journal of Statistical Computation and Simulation 4 Journal of Statistical Planning and Inference 3 Mathematics and Computers in Simulation 3 Journal of Time Series Analysis 2 Statistics 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Computational Statistics and Data Analysis 2 Statistical Methods 1 Metrika 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Journal of Multivariate Analysis 1 Applied Mathematical Modelling 1 Communications in Statistics. Theory and Methods 1 Studies in Nonlinear Dynamics and Econometrics 1 Brazilian Journal of Probability and Statistics 1 Annales Mathematicae et Informaticae all top 5 Fields 34 Statistics (62-XX) 7 Numerical analysis (65-XX) 6 Probability theory and stochastic processes (60-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 28 Publications have been cited 223 times in 132 Documents Cited by ▼ Year ▼ Estimation of the fractional difference parameter in the \(\text{ARIMA}(p,d,q)\) model using the smoothed periodogram. Zbl 0803.62084 Reisen, Valderio A. 29 1994 Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 21 2011 Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Zbl 1290.62082 Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. 17 2011 A Poisson INAR(1) process with a seasonal structure. Zbl 1510.62353 Bourguignon, Marcelo; Vasconcellos, Klaus L. P.; Reisen, Valdério A.; Ispány, Márton 16 2016 Estimation of seasonal fractionally integrated processes. Zbl 1432.62313 Reisen, Valderio Anselmo; Rodrigues, Alexandre L.; Palma, Wilfredo 15 2006 Some simulations and applications of forecasting long-memory time-series models. Zbl 0937.62094 Reisen, Valdério Anselmo; Lopes, Silvia 13 1999 Robust estimation in long-memory processes under additive outliers. Zbl 1162.62085 Molinares, Fabio Fajardo; Reisen, Valdério Anselmo; Cribari-Neto, Francisco 13 2009 Estimation of parameters in ARFIMA processes: A simulation study. Zbl 1008.62665 Reisen, Valderio; Abraham, Bovas; Lopes, Silvia 12 2001 Robust estimation of periodic autoregressive processes in the presence of additive outliers. Zbl 1323.62087 Sarnaglia, A. J. Q.; Reisen, V. A.; Lévy-Leduc, C. 11 2010 Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 9 2011 Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. Zbl 1062.62171 Franco, Glaura C.; Reisen, Valdério A. 7 2004 Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models. Zbl 1157.62497 Silva, E. M.; Franco, G. C.; Reisen, V. A.; Cruz, F. R. B. 7 2006 Estimating seasonal long-memory processes: a Monte Carlo study. Zbl 1157.62495 Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo 6 2006 An \(M\)-estimator for the long-memory parameter. Zbl 1391.62173 Reisen, V. A.; Lévy-Leduc, C.; Taqqu, M. S. 6 2017 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 A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases. Zbl 1481.62061 Prezotti Filho, Paulo Roberto; Reisen, Valderio Anselmo; Bondon, Pascal; Ispány, Márton; Machado Melo, Milena; Sarquis Serpa, Faradiba 5 2021 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078 Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 Robust estimation in time series with long and short memory properties. Zbl 1264.62073 Reisen, Valdério Anselmo; Molinares, Fabio Fajardo 4 2012 \(M\)-periodogram for the analysis of long-range-dependent time series. Zbl 1408.62146 Fajardo, F. A.; Reisen, V. A.; Lévy-Leduc, Celine; Taqqu, M. S. 2 2018 Parametric and semiparametric estimations of stationary univariate ARFIMA models. Zbl 0983.62062 Reisen, Valdério Anselmo; Abraham, Bovas; Toscano, Ela Mercedes 2 2000 Long memory inflationary dynamics: the case of Brazil. Zbl 1080.91555 Reisen, Valderio A.; Cribari-Neto, Francisco; Jensen, Mark J. 2 2003 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 Robust factor modelling for high-dimensional time series: an application to air pollution data. Zbl 1428.86027 Reisen, Valdério Anselmo; Sgrancio, Adriano Marcio; Lévy-Leduc, Céline; Bondon, Pascal; Monte, Edson Zambon; Aranda Cotta, Higor Henrique; Ziegelmann, Flávio Augusto 2 2019 Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations. Zbl 1481.86027 Reisen, Valdério Anselmo; Monte, Edson Zambon; da Conceição Franco, Glaura; Sgrancio, Adriano Marcio; Fajardo Molinares, Fábio Alexander; Bondon, Pascal; Ziegelmann, Flávio Augusto; Abraham, Bovas 2 2018 A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. Zbl 07312570 Reisen, Valdério A.; Zamprogno, Bartolomeu; Palma, Wilfredo; Arteche, Josu 2 2014 Robust Dickey-Fuller tests based on ranks for time series with additive outliers. Zbl 1356.62154 Reisen, Valdério Anselmo; Lévy-Leduc, C.; Bourguignon, M.; Boistard, H. 1 2017 Principal component analysis with autocorrelated data. Zbl 07480165 Zamprogno, Bartolomeu; Reisen, Valdério A.; Bondon, Pascal; Aranda Cotta, Higor H.; Reis, Neyval C. Jun. 1 2020 A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases. Zbl 1481.62061 Prezotti Filho, Paulo Roberto; Reisen, Valderio Anselmo; Bondon, Pascal; Ispány, Márton; Machado Melo, Milena; Sarquis Serpa, Faradiba 5 2021 Principal component analysis with autocorrelated data. Zbl 07480165 Zamprogno, Bartolomeu; Reisen, Valdério A.; Bondon, Pascal; Aranda Cotta, Higor H.; Reis, Neyval C. Jun. 1 2020 Robust factor modelling for high-dimensional time series: an application to air pollution data. Zbl 1428.86027 Reisen, Valdério Anselmo; Sgrancio, Adriano Marcio; Lévy-Leduc, Céline; Bondon, Pascal; Monte, Edson Zambon; Aranda Cotta, Higor Henrique; Ziegelmann, Flávio Augusto 2 2019 \(M\)-periodogram for the analysis of long-range-dependent time series. Zbl 1408.62146 Fajardo, F. A.; Reisen, V. A.; Lévy-Leduc, Celine; Taqqu, M. S. 2 2018 Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations. Zbl 1481.86027 Reisen, Valdério Anselmo; Monte, Edson Zambon; da Conceição Franco, Glaura; Sgrancio, Adriano Marcio; Fajardo Molinares, Fábio Alexander; Bondon, Pascal; Ziegelmann, Flávio Augusto; Abraham, Bovas 2 2018 An \(M\)-estimator for the long-memory parameter. Zbl 1391.62173 Reisen, V. A.; Lévy-Leduc, C.; Taqqu, M. S. 6 2017 Robust Dickey-Fuller tests based on ranks for time series with additive outliers. Zbl 1356.62154 Reisen, Valdério Anselmo; Lévy-Leduc, C.; Bourguignon, M.; Boistard, H. 1 2017 A Poisson INAR(1) process with a seasonal structure. Zbl 1510.62353 Bourguignon, Marcelo; Vasconcellos, Klaus L. P.; Reisen, Valdério A.; Ispány, Márton 16 2016 A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. Zbl 07312570 Reisen, Valdério A.; Zamprogno, Bartolomeu; Palma, Wilfredo; Arteche, Josu 2 2014 Robust estimation in time series with long and short memory properties. Zbl 1264.62073 Reisen, Valdério Anselmo; Molinares, Fabio Fajardo 4 2012 Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 21 2011 Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Zbl 1290.62082 Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. 17 2011 Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 9 2011 Robust estimation of periodic autoregressive processes in the presence of additive outliers. Zbl 1323.62087 Sarnaglia, A. J. Q.; Reisen, V. A.; Lévy-Leduc, C. 11 2010 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078 Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 Robust estimation in long-memory processes under additive outliers. Zbl 1162.62085 Molinares, Fabio Fajardo; Reisen, Valdério Anselmo; Cribari-Neto, Francisco 13 2009 Estimation of seasonal fractionally integrated processes. Zbl 1432.62313 Reisen, Valderio Anselmo; Rodrigues, Alexandre L.; Palma, Wilfredo 15 2006 Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models. Zbl 1157.62497 Silva, E. M.; Franco, G. C.; Reisen, V. A.; Cruz, F. R. B. 7 2006 Estimating seasonal long-memory processes: a Monte Carlo study. Zbl 1157.62495 Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo 6 2006 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 Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. Zbl 1062.62171 Franco, Glaura C.; Reisen, Valdério A. 7 2004 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 Long memory inflationary dynamics: the case of Brazil. Zbl 1080.91555 Reisen, Valderio A.; Cribari-Neto, Francisco; Jensen, Mark J. 2 2003 Estimation of parameters in ARFIMA processes: A simulation study. Zbl 1008.62665 Reisen, Valderio; Abraham, Bovas; Lopes, Silvia 12 2001 Parametric and semiparametric estimations of stationary univariate ARFIMA models. Zbl 0983.62062 Reisen, Valdério Anselmo; Abraham, Bovas; Toscano, Ela Mercedes 2 2000 Some simulations and applications of forecasting long-memory time-series models. Zbl 0937.62094 Reisen, Valdério Anselmo; Lopes, Silvia 13 1999 Estimation of the fractional difference parameter in the \(\text{ARIMA}(p,d,q)\) model using the smoothed periodogram. Zbl 0803.62084 Reisen, Valderio A. 29 1994 all cited Publications top 5 cited Publications all top 5 Cited by 227 Authors 25 Reisen, Valdério Anselmo 11 Lévy-Leduc, Céline 10 Lopes, Sílvia R. C. 9 Taqqu, Murad S. 7 Bentarzi, Mohamed 6 Bondon, Pascal 4 Arteche, Josu 4 Boistard, Hélène 4 Franco, Glaura C. 4 Moulines, Eric 4 Sadoun, Mohamed 3 Bai, Shuyang 3 Bisognin, Cleber 3 Bourguignon, Marcelo 3 Diongue, Abdou Kâ 3 Li, Ming 3 McMillan, David G. 3 Olbermann, Barbara P. 3 Orbe, Jesus 3 Palma, Wilfredo 2 Almohaimeed, Bader S. 2 Aranda Cotta, Higor Henrique 2 Aries, Nawel 2 Bayer, Fábio Mariano 2 Beran, Jan 2 Bordignon, Silvano 2 Boutahar, Mohamed 2 Cribari-Neto, Francisco 2 Dehling, Herold G. 2 Lee, Jaechoul 2 Leonenko, Nikolai N. 2 Lopes, Artur Oscar 2 Mangat, Manveer Kaur 2 Marimoutou, Velayoudom 2 Monte, Edson Zambon 2 Ndongo, Mor 2 Nouira, Leïla 2 Park, Chanseok 2 Peiris, M. Shelton 2 Prass, Taiane Schaedler 2 Pumi, Guilherme 2 Reschenhofer, Erhard 2 Rodrigues, Alexandre L. 2 Rooch, Aeneas 2 Sarnaglia, Alessandro José Queiroz 2 Sgrancio, Adriano Marcio 2 Speight, Alan E. H. 2 Wang, Dehui 2 Wang, Min 2 Wendler, Martin 2 Zamprogno, Bartolomeu 2 Ziegelmann, Flavio Augusto 1 Abraham, Bovas 1 Ahmad, Ismail 1 Al-Gounmeein, Remal Shaher 1 Aladağ, Çağdaş Hakan 1 Alencar, Airlane Pereira 1 Anh, Vo V. 1 Areepong, Yupaporn 1 Ayres, João Vítor C. 1 Bai, Xiaodong 1 Bai, Yansong 1 Baillie, Richard T. 1 Barros, Paula A. 1 Battaglia, Francesco Paolo 1 Bekiros, Stelios D. 1 Bertail, Patrice 1 Beutner, Eric 1 Bhootna, Niharika 1 Bisaglia, Luisa 1 Bispo, Regina 1 Bock, Olivier 1 Bos, Charles S. 1 Brietzke, Eduardo H. M. 1 Bujang, Imbarine 1 Buteikis, Andrius 1 Caporin, Massimiliano 1 Cattani, Carlo 1 Cecchinato, Nedda 1 Chan, Jennifer So Kuen 1 Chareka, Patrick 1 Chi, Chihung 1 Chu, Shiou-Yen 1 Cintra, Renato J. 1 Clémençon, Stéphan 1 Collilieux, Xavier 1 Costa Mota Paraíba, Carolina 1 Cruz, Frederico R. B. 1 Cucina, Domenico 1 Cui, Shuai 1 da Conceição Franco, Glaura 1 da Silva Melo, Moizés 1 Daw, Lara 1 Dhull, Monika Singh 1 Ding, Liang 1 Diop, Aliou 1 Dissanayake, Gnanadarsha Sanjaya 1 Durham, Garland B. 1 Eğrioğlu, Erol 1 Espejo, Rosa M. ...and 127 more Authors all top 5 Cited in 57 Serials 13 Communications in Statistics. Simulation and Computation 12 Journal of Statistical Computation and Simulation 11 Journal of Statistical Planning and Inference 8 Computational Statistics and Data Analysis 5 Computational Statistics 5 Communications in Statistics. Theory and Methods 4 Statistics & Probability Letters 4 Journal of Time Series Analysis 3 Physica A 3 Journal of Multivariate Analysis 3 Mathematics and Computers in Simulation 3 Statistics 3 Statistical Papers 3 Studies in Nonlinear Dynamics and Econometrics 3 Journal of Applied Statistics 2 Metrika 2 Statistical Science 2 Mathematical and Computer Modelling 2 Stochastic Processes and their Applications 2 Test 2 Bernoulli 2 Communications in Nonlinear Science and Numerical Simulation 1 The American Statistician 1 The Canadian Journal of Statistics 1 Inverse Problems 1 Chaos, Solitons and Fractals 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Statistica Neerlandica 1 Acta Mathematica Hungarica 1 Journal of Economic Dynamics & Control 1 The Annals of Applied Probability 1 Applied Mathematical Modelling 1 Cybernetics and Systems Analysis 1 Mathematical Methods of Statistics 1 Fractals 1 Mathematical Problems in Engineering 1 Quantitative Finance 1 Stochastics and Dynamics 1 Asia-Pacific Financial Markets 1 Journal of Statistical Theory and Practice 1 AStA. Advances in Statistical Analysis 1 Discrete and Continuous Dynamical Systems. Series S 1 Bulletin of Economic Research 1 Afrika Statistika 1 Journal of Probability and Statistics 1 Sankhyā. Series B 1 Statistics and Computing 1 Journal of Time Series Econometrics 1 Journal of Mathematical Modeling 1 Modern Stochastics. Theory and Applications 1 Cogent Mathematics 1 Statistical Theory and Related Fields 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 16 Fields 124 Statistics (62-XX) 32 Probability theory and stochastic processes (60-XX) 17 Numerical analysis (65-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 2 Computer science (68-XX) 2 Information and communication theory, circuits (94-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Functional analysis (46-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Systems theory; control (93-XX) Citations by Year