Loading... 2 0 20 0 false
 
Name
Mendes-Lopes, Nazaré
 
Loading... 3 0 20 0 false

Publications
(All)

Results 1-14 of 14 (Search time: 0.064 seconds).

Issue DateTitleAuthor(s)TypeAccess
11999Asymptotic separation in bilinear modelsGonçalves, E. ; Martins, C. M. ; Mendes-Lopes, N. preprintopenAccess
22002Discrimination methodology between error processes and bilinear processesGonçalves, E. ; Jacob, P. ; Mendes-Lopes, N. preprintopenAccess
32015Infinitely Divisible Distributions in Integer-Valued Garch ModelsGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
42009A mathematical approach to detect the Taylor property in TARCH processesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleopenAccess
52015A New Approach to Integer-Valued Time Series Modeling: The Neyman Type-A INGARCH Model*Gonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
62014North 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. articleopenAccess
72016On the Distribution Estimation of Power Threshold Garch ProcessesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleembargoedAccess
82013On the Finite Dimensional Laws of Threshold GARCH ProcessesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré bookPartembargoedAccess
92013Probabilidades - Princípios TeóricosGonçalves, Esmeralda ; Mendes-Lopes, Nazaré bookopenAccess
1027-Jul-2012Sobre a estimação de processos auto-regressivos de ordem um.Quintas, Ana Isabel de SousamasterThesisopenAccess
112017Testing the compounding structure of the CP-INARCH modelWeiß, Christian H. ; Gonçalves, Esmeralda ; Mendes-Lopes, Nazaré articleembargoedAccess
122013The ARL of modified Shewhart control charts for conditionally heteroskedastic modelsGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleembargoedAccess
132015Zero-inflated compound Poisson distributions in integer-valued GARCH modelsGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
142017Zero-truncated compound Poisson integer-valued GARCH models for time seriesGonçalves, Esmeralda ; Mendes-Lopes, Nazaré articleembargoedAccess