Search - Université Paris-Saclay Access content directly

Filter your results

3 Results
authFullName_s : Edson Zambon Monte

M-quantile estimation for GARCH models

Patrick Ferreira Patrocinio , Valderio A. Reisen , Pascal Bondon , Edson Zambon Monte , Ian Meneghel Danilevicz
Computational Economics, In press
Journal articles hal-04100547v1
Image document

Robust factor modelling for high-dimensional time series: An application to air pollution data

Valdério Anselmo Reisen , Adriano Marcio Sgrancio , Céline Lévy-Leduc , Edson Zambon Monte , Higor Henrique Aranda Cotta , et al.
Applied Mathematics and Computation, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Journal articles hal-02902032v1
Image document

Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations

Valderio A. Reisen , Edson Zambon Monte , Glaura C. Franco , Adriano M. Sgrancio , Fabio A. Fajardo Molinares , et al.
Mathematics and Computers in Simulation, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩
Journal articles hal-01617641v1