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Reisen, Valdério Anselmo

Author ID: reisen.valderio-anselmo Recent zbMATH articles by "Reisen, Valdério Anselmo"
Published as: Reisen, V. A.; Reisen, Valdério Anselmo; Reisen, Valdério A.; Reisen, Valderio A.; Reisen, Valderio Anselmo; Reisen, Valderio; Reisen, Valdério
Documents Indexed: 36 Publications since 1994, including 1 Additional arXiv Preprint
Co-Authors: 41 Co-Authors with 35 Joint Publications
579 Co-Co-Authors

Publications by Year

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 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

Citations by Year