Full Name
Mendes-Lopes, Nazaré
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Publications

Results 1-9 of 9 (Search time: 0.01 seconds).

Issue DateTitleAuthor(s)TypeAccess
12015Infinitely Divisible Distributions in Integer-Valued Garch ModelsGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
22009A mathematical approach to detect the Taylor property in TARCH processesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleopenAccess
32015A New Approach to Integer-Valued Time Series Modeling: The Neyman Type-A INGARCH Model*Gonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
42014North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region AreasGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Dorotovič, I. ; Fernandes, J. M. ; Garcia, A. articleembargoedAccess
52016On the Distribution Estimation of Power Threshold Garch ProcessesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleembargoedAccess
62017Testing the compounding structure of the CP-INARCH modelWeiß, Christian H. ; Gonçalves, Esmeralda ; Mendes-Lopes, Nazaré articleembargoedAccess
72013The ARL of modified Shewhart control charts for conditionally heteroskedastic modelsGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleembargoedAccess
82015Zero-inflated compound Poisson distributions in integer-valued GARCH modelsGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
92017Zero-truncated compound Poisson integer-valued GARCH models for time seriesGonçalves, Esmeralda ; Mendes-Lopes, Nazaré articleembargoedAccess