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Morettin, Pedro Alberto

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Author ID: morettin.pedro-alberto Recent zbMATH articles by "Morettin, Pedro Alberto"
Published as: Morettin, Pedro A.; Morettin, P. A.; Morettin, Pedro Alberto; Morettin, Pedro
Documents Indexed: 65 Publications since 1973, including 4 Books
Reviewing Activity: 260 Reviews
Biographic References: 1 Publication
all top 5

Serials

4 Journal of Time Series Analysis
4 Computational Statistics and Data Analysis
4 Brazilian Journal of Probability and Statistics
3 Boletim da Sociedade Brasileira de Matemática
3 Statistics & Probability Letters
3 Current Development in Theory and Applications of Wavelets
2 Annals of the Institute of Statistical Mathematics
2 International Statistical Review
2 REBRAPE
2 Estadística
2 Communications in Statistics. Simulation and Computation
2 Communications in Statistics. Theory and Methods
2 Journal of Statistical Computation and Simulation
2 Journal of Nonparametric Statistics
2 Applied Stochastic Models in Business and Industry
2 Advances and Applications in Statistics
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Journal of Time Series Econometrics
1 Biological Cybernetics
1 IEEE Transactions on Information Theory
1 Anais da Academia Brasileira de Ciências
1 Journal of Applied Probability
1 Sankhyā. Series B. Methodological
1 Statistics
1 SIAM Review
1 Stochastic Processes and their Applications
1 Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo
1 Differential Equations and Dynamical Systems
1 Journal of Applied Statistics
1 Statistical Inference for Stochastic Processes
1 Bulletin of the International Statistical Institute
1 Monografías del Instituto de Matemática y Ciencias Afines
1 Journal of Probability and Statistics
1 Sankhyā. Series B
1 Chilean Journal of Statistics
1 SpringerBriefs in Mathematics

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 139 times in 101 Documents Cited by Year
Walsh spectral analysis. Zbl 0471.62094
Morettin, Pedro A.
15
1981
Walsh-function analysis of a certain class of time series. Zbl 0284.60030
Morettin, P. A.
12
1974
A wavelet analysis for time series. Zbl 0922.62094
Chiann, Chang; Morettin, Pedro A.
10
1998
Improvement of the likelihood ratio test statistic in ARMA models. Zbl 1051.62079
Lagos, Bernardo M.; Morettin, Pedro A.
10
2004
Estimation of time varying linear systems. Zbl 0967.62073
Chiann, Chang; Morettin, Pedro A.
9
1999
Wavelet based time-varying vector autoregressive modelling. Zbl 1330.62346
Sato, João R.; Morettin, Pedro A.; Arantes, Paula R.; Amaro, Edson jun.
8
2007
Bayesian analysis of threshold autoregressive moving average models. Zbl 0978.62085
Sáfadi, Thelma; Morettin, Pedro A.
5
2000
Limit theorems for stationary and dyadic-stationary processes. Zbl 0349.60030
Morettin, Pedro A.
5
1974
Time-domain estimation of time-varying linear systems. Zbl 1061.62125
Chiann, Chang; Morettin, Pedro A.
5
2005
A note on a central limit theorem for dependent random variables. Zbl 0349.60020
Morettin, P. A.
4
1973
Some corrections of the score test statistic for Gaussian ARMA models. Zbl 1298.62154
Lagos, Bernardo M.; Morettin, Pedro A.; Barroso, Lúcia P.
4
2010
Modelling and forecasting linear combinations of time series. Zbl 0636.62089
Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P.
3
1987
The Levinson algorithm and its applications in time series analysis. Zbl 0562.62076
Morettin, Pedro A.
3
1984
Wavelet estimation of copulas for time series. Zbl 1266.91078
Morettin, Pedro A.; Toloi, Clelia M. C.; Chiann, Chang; de Miranda, José C. S.
3
2011
Spectral analysis for amplitude-modulated time series. Zbl 0787.62097
Toloi, Clélia M. C.; Morettin, Pedro A.
3
1993
A Bayesian analysis of autoregressive models with random normal coefficients. Zbl 1054.62023
Sáfadi, Thelma; Morettin, Pedro A.
3
2003
Wavelet regression with correlated errors on a piecewise Hölder class. Zbl 1256.62019
Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q.
3
2008
Comparing time-varying autoregressive structures of locally stationary processes. Zbl 1135.62074
Salcedo, Gladys E.; Sato, João R.; Morettin, Pedro A.; Toloi, Clélia M.
3
2008
Automatic methods for generating seismic intensity maps. Zbl 1008.62112
Brillinger, David R.; Chiann, Chang; Irizarry, Rafael A.; Morettin, Pedro A.
2
2001
Wavelets in statistics. Zbl 1092.62527
Morettin, Pedro A.
2
1997
A note on a central limit theorem for stationary processes. Zbl 0531.60027
Morettin, Pedro A.
2
1983
Estimation of the Walsh spectrum. Zbl 0326.42005
Morettin, P. A.
2
1976
Homogeneous random processes on locally compact Abelian groups. Zbl 0431.60009
Morettin, P. A.
2
1980
The consistency of the \(L_ 1\)-norm estimates in ARMA models. Zbl 0788.62081
Pino, Francisco A.; Morettin, Pedro A.
2
1993
Spline estimation of functional coefficient regression models for time series with correlated errors. Zbl 1396.62066
Montoril, Michel H.; Morettin, Pedro A.; Chiann, Chang
2
2014
On residual variance estimation in autoregressive models. Zbl 1126.62361
Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C.
1
1998
A Bayesian analysis of asymmetric time series. Zbl 0917.62025
Sáfadi, Thelma; Morettin, Pedro A.
1
1998
From Fourier to wavelet analysis of time series. Zbl 0900.62471
Morettin, Pedro A.
1
1996
Residual variance estimation in moving average models. Zbl 0955.62624
Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C.
1
1997
Spectral estimation for time series with amplitude modulated observations: A review. Zbl 0715.62178
Toloi, Clélia M. C.; Morettin, Pedro A.
1
1989
Estimation of the spectrum and of the covariance function of a dyadic- stationary series. Zbl 0415.62072
Morettin, P. A.
1
1978
Estimation of the intensity of non-homogeneous point processes via wavelets. Zbl 1230.62114
de Miranda, José Carlos Simon; Morettin, Pedro A.
1
2011
Regression with autocorrelated errors using design-adapted Haar wavelets. Zbl 1266.62069
Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q.
1
2012
Wavelets in functional data analysis. Zbl 1383.62004
Morettin, Pedro A.; Pinheiro, Aluísio; Vidakovic, Brani
1
2017
Transformed symmetric generalized autoregressive moving average models. Zbl 1408.62147
Gomes, Amanda S.; Morettin, Pedro A.; Cordeiro, Gauss M.; Taddeo, Marcelo M.
1
2018
Curve of correlation for time series. Zbl 1347.62195
Latif, Sumaia A.; Morettin, Pedro A.
1
2016
Estimation of functional-coefficient autoregressive models by wavelet methods. Zbl 1148.62077
Morettin, Pedro A.; Chiann, Chang
1
2007
DWT-CEM: an algorithm for scale-temporal clustering in fMRI. Zbl 1125.92040
Sato, João Ricardo; Fujita, André; Amaro, Edson; Miranda, Janaina Mourão; Morettin, Pedro Alberto; Brammer, Michal John
1
2007
Wavelet shrinkage for regression models with random design and correlated errors. Zbl 1360.62191
Porto, Rogério; Morettin, Pedro; Percival, Donald; Aubin, Elisete
1
2016
Nonparametric estimation of Sibuya’s measure of local dependence for time series. Zbl 1274.62246
Latif, Sumaia A.; Morettin, Pedro A.
1
2011
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. Zbl 1457.62277
Sampaio, J. M.; Morettin, P. A.
1
2015
Comparing non-stationary and irregularly spaced time series. Zbl 1255.62281
Salcedo, Gladys E.; Porto, Rogério F.; Morettin, Pedro A.
1
2012
Transformed symmetric generalized autoregressive moving average models. Zbl 1408.62147
Gomes, Amanda S.; Morettin, Pedro A.; Cordeiro, Gauss M.; Taddeo, Marcelo M.
1
2018
Wavelets in functional data analysis. Zbl 1383.62004
Morettin, Pedro A.; Pinheiro, Aluísio; Vidakovic, Brani
1
2017
Curve of correlation for time series. Zbl 1347.62195
Latif, Sumaia A.; Morettin, Pedro A.
1
2016
Wavelet shrinkage for regression models with random design and correlated errors. Zbl 1360.62191
Porto, Rogério; Morettin, Pedro; Percival, Donald; Aubin, Elisete
1
2016
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. Zbl 1457.62277
Sampaio, J. M.; Morettin, P. A.
1
2015
Spline estimation of functional coefficient regression models for time series with correlated errors. Zbl 1396.62066
Montoril, Michel H.; Morettin, Pedro A.; Chiann, Chang
2
2014
Regression with autocorrelated errors using design-adapted Haar wavelets. Zbl 1266.62069
Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q.
1
2012
Comparing non-stationary and irregularly spaced time series. Zbl 1255.62281
Salcedo, Gladys E.; Porto, Rogério F.; Morettin, Pedro A.
1
2012
Wavelet estimation of copulas for time series. Zbl 1266.91078
Morettin, Pedro A.; Toloi, Clelia M. C.; Chiann, Chang; de Miranda, José C. S.
3
2011
Estimation of the intensity of non-homogeneous point processes via wavelets. Zbl 1230.62114
de Miranda, José Carlos Simon; Morettin, Pedro A.
1
2011
Nonparametric estimation of Sibuya’s measure of local dependence for time series. Zbl 1274.62246
Latif, Sumaia A.; Morettin, Pedro A.
1
2011
Some corrections of the score test statistic for Gaussian ARMA models. Zbl 1298.62154
Lagos, Bernardo M.; Morettin, Pedro A.; Barroso, Lúcia P.
4
2010
Wavelet regression with correlated errors on a piecewise Hölder class. Zbl 1256.62019
Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q.
3
2008
Comparing time-varying autoregressive structures of locally stationary processes. Zbl 1135.62074
Salcedo, Gladys E.; Sato, João R.; Morettin, Pedro A.; Toloi, Clélia M.
3
2008
Wavelet based time-varying vector autoregressive modelling. Zbl 1330.62346
Sato, João R.; Morettin, Pedro A.; Arantes, Paula R.; Amaro, Edson jun.
8
2007
Estimation of functional-coefficient autoregressive models by wavelet methods. Zbl 1148.62077
Morettin, Pedro A.; Chiann, Chang
1
2007
DWT-CEM: an algorithm for scale-temporal clustering in fMRI. Zbl 1125.92040
Sato, João Ricardo; Fujita, André; Amaro, Edson; Miranda, Janaina Mourão; Morettin, Pedro Alberto; Brammer, Michal John
1
2007
Time-domain estimation of time-varying linear systems. Zbl 1061.62125
Chiann, Chang; Morettin, Pedro A.
5
2005
Improvement of the likelihood ratio test statistic in ARMA models. Zbl 1051.62079
Lagos, Bernardo M.; Morettin, Pedro A.
10
2004
A Bayesian analysis of autoregressive models with random normal coefficients. Zbl 1054.62023
Sáfadi, Thelma; Morettin, Pedro A.
3
2003
Automatic methods for generating seismic intensity maps. Zbl 1008.62112
Brillinger, David R.; Chiann, Chang; Irizarry, Rafael A.; Morettin, Pedro A.
2
2001
Bayesian analysis of threshold autoregressive moving average models. Zbl 0978.62085
Sáfadi, Thelma; Morettin, Pedro A.
5
2000
Estimation of time varying linear systems. Zbl 0967.62073
Chiann, Chang; Morettin, Pedro A.
9
1999
A wavelet analysis for time series. Zbl 0922.62094
Chiann, Chang; Morettin, Pedro A.
10
1998
On residual variance estimation in autoregressive models. Zbl 1126.62361
Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C.
1
1998
A Bayesian analysis of asymmetric time series. Zbl 0917.62025
Sáfadi, Thelma; Morettin, Pedro A.
1
1998
Wavelets in statistics. Zbl 1092.62527
Morettin, Pedro A.
2
1997
Residual variance estimation in moving average models. Zbl 0955.62624
Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C.
1
1997
From Fourier to wavelet analysis of time series. Zbl 0900.62471
Morettin, Pedro A.
1
1996
Spectral analysis for amplitude-modulated time series. Zbl 0787.62097
Toloi, Clélia M. C.; Morettin, Pedro A.
3
1993
The consistency of the \(L_ 1\)-norm estimates in ARMA models. Zbl 0788.62081
Pino, Francisco A.; Morettin, Pedro A.
2
1993
Spectral estimation for time series with amplitude modulated observations: A review. Zbl 0715.62178
Toloi, Clélia M. C.; Morettin, Pedro A.
1
1989
Modelling and forecasting linear combinations of time series. Zbl 0636.62089
Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P.
3
1987
The Levinson algorithm and its applications in time series analysis. Zbl 0562.62076
Morettin, Pedro A.
3
1984
A note on a central limit theorem for stationary processes. Zbl 0531.60027
Morettin, Pedro A.
2
1983
Walsh spectral analysis. Zbl 0471.62094
Morettin, Pedro A.
15
1981
Homogeneous random processes on locally compact Abelian groups. Zbl 0431.60009
Morettin, P. A.
2
1980
Estimation of the spectrum and of the covariance function of a dyadic- stationary series. Zbl 0415.62072
Morettin, P. A.
1
1978
Estimation of the Walsh spectrum. Zbl 0326.42005
Morettin, P. A.
2
1976
Walsh-function analysis of a certain class of time series. Zbl 0284.60030
Morettin, P. A.
12
1974
Limit theorems for stationary and dyadic-stationary processes. Zbl 0349.60030
Morettin, Pedro A.
5
1974
A note on a central limit theorem for dependent random variables. Zbl 0349.60020
Morettin, P. A.
4
1973
all top 5

Cited by 156 Authors

17 Morettin, Pedro Alberto
5 Lemonte, Artur José
4 Chiann, Chang
4 Stoffer, David S.
4 Toloi, Clélia M. C.
3 Endow, Yasushi
3 Ferrari, Silvia Lopes de Paula
3 Kadi, Amina
3 Liu, Jinshan
3 Pan, Jiazhu
3 Porto, Rogério F.
3 Preuß, Philip
3 Salcedo, Gladys E.
3 Vetter, Mathias
3 Xia, Qiang
2 Brillinger, David R.
2 Cordeiro, Gauss Moutinho
2 Dette, Holger
2 Krishnaiah, Paruchuri Rama
2 Lagos, Bernardo M.
2 Li, YuShu
2 Mitra, Sharmishtha
2 Mondal, Debashis
2 Montoril, Michel Helcias
2 Percival, Donald B.
2 Shukur, Ghazi
2 Vargas, Tiago M.
1 Albeverio, Sergio A.
1 Alves, Mariane B.
1 Amaro, Edson jun.
1 Antoniou, Ioannis E.
1 Arantes, Paula R.
1 Aubin, Elisete C. Q.
1 Bai, Zhi-Dong
1 Bajalinov, Erik B.
1 Barroso, Lúcia Pereira
1 Bhattacharya, Sourabh
1 Blanke, Delphine
1 Borisov, Andrei V.
1 Bosov, Alexey V.
1 Bosq, Denis
1 Brairi, Houssem
1 Brockwell, Peter J.
1 Butzer, Paul Leo
1 Canepa, Alessandra
1 Chang, Woojin
1 Chaudhuri, Probal
1 Cohen, Edward A. K.
1 Dahlhaus, Rainer
1 Dai, Shuangshuang
1 De A. Moura, Maria Sílvia
1 De Gooijer, Jan G.
1 de Melo, Eduardo Fraga L.
1 Dhawan, Atam P.
1 Diao, Liqun
1 Dielman, Terry E.
1 Duleba, Sz.
1 Dunn, David C.
1 Engels, Wolfgang
1 Feng, Zhenghui
1 Ferreira, Marco A. R.
1 Flor, Michael A.
1 Fonseca, Rodney Vasconcelos
1 Foutz, Robert V.
1 Fujita, André
1 Gai, Yujie
1 Gallegati, Marco
1 Gamerman, Dani
1 Girardin, Valerie
1 Glendinning, Richard H.
1 Godfrey, Leslie G.
1 Godtliebsen, Fred
1 Goryainov, A. V.
1 Goryainova, E. R.
1 Guàrdia-Olmos, Joan
1 Guerrero, Victor M.
1 Gustafson, Karl Edwin
1 Hotta, Luiz Koodi
1 Inder, Brett A.
1 Ivanović, Blagoje
1 Karlsson, Stefan
1 Katz, Richard W.
1 Kawasaki, Shuji
1 Klarl, Torben
1 Latif, Sumaia A.
1 Lee, Hoonja
1 Li, Jialiang
1 Liang, Rubing
1 Liu, Shen
1 Magalhães, Hugo
1 Maharaj, Elizabeth Ann
1 Maitra, Ranjan
1 Mancho-Fora, Núria
1 Mansouri, Behzad
1 Martínez, José Luis
1 Medeiros, Francisco M. C.
1 Medina, Francyelle L.
1 Medkour, Tarek
1 Mendes, Beatriz Vaz de Melo
1 Mendonça, Teresa F.
...and 56 more Authors
all top 5

Cited in 52 Serials

10 Computational Statistics and Data Analysis
7 Journal of Time Series Analysis
6 Annals of the Institute of Statistical Mathematics
5 Communications in Statistics. Theory and Methods
4 Journal of Statistical Computation and Simulation
4 Stochastic Processes and their Applications
4 Journal of Nonparametric Statistics
3 Electronic Journal of Statistics
2 Scandinavian Journal of Statistics
2 Boletim da Sociedade Brasileira de Matemática
2 Journal of Multivariate Analysis
2 Journal of Statistical Planning and Inference
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 Computational Statistics
2 Applied Mathematical Modelling
2 Automation and Remote Control
2 Journal of Applied Statistics
2 Brazilian Journal of Probability and Statistics
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Statistical Methodology
2 Sankhyā. Series B
1 Computers and Fluids
1 Computers & Mathematics with Applications
1 Applied Mathematics and Computation
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Osaka Journal of Mathematics
1 Tohoku Mathematical Journal. Second Series
1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1 Cybernetics and Systems
1 Statistics & Probability Letters
1 Circuits, Systems, and Signal Processing
1 Stochastic Analysis and Applications
1 Communications in Statistics. Simulation and Computation
1 Pattern Recognition
1 Computers and Mathematics with Applications. Part B
1 Test
1 Applicationes Mathematicae
1 Bernoulli
1 Differential Equations and Dynamical Systems
1 CEJOR. Central European Journal of Operations Research
1 Econometric Theory
1 Advances and Applications in Statistics
1 Statistical Modelling
1 Journal of Statistical Theory and Practice
1 The Annals of Applied Statistics
1 Advances in Decision Sciences
1 Journal of Probability and Statistics
1 Sankhyā. Series A

Citations by Year