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Author: personID (integer) : 845039

Periodic ARMA models: Application to particulate matter concentrations

Alessandro Jose Queiroz Sarnaglia , Valderio Reisen , Pascal Bondon
European Signal Processing Conference, Aug 2015, Nice, France. pp.2181 - 2185, ⟨10.1109/EUSIPCO.2015.7362771⟩
Conference papers hal-01262098v1

The PINAR (1, 1_S) model

Paulo Prezotti , Valderio A. Reisen , Pascal Bondon , Marton Ispany
International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Conference papers hal-02359803v1

A robust estimation and testing of the cointegration order based on the frequency domain

Igor V. M. Souza , Valderio A. Reisen , Pascal Bondon , G.C. Franco
13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom
Conference papers hal-02358658v1

A longitudinal study of the influence of air pollutants on children. A robust multivariate approach

Ian Meneghel Danilevicz , Pascal Bondon , Valderio A. Reisen , Faradiba Sarquis
Journal of Applied Statistics, In press
Journal articles hal-04216462v1

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

pqrfe: Penalized Quantile Regression with Fixed Effects

Ian Meneghel Danilevicz , Valderio A. Reisen , Pascal Bondon
Software hal-03892683v1
Image document

alqrfe: Adaptive Lasso Quantile Regression with Fixed Effects

Ian Meneghel Danilevicz , Pascal Bondon , Valderio A. Reisen
Software hal-03892684v1

A model for count time series with periodic two orders autoregressive structure

Pascal Bondon , Paulo Prezotti , Valderio Reisen , Marton Ispany , Faradiba Sarquis Serpa
12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy
Conference papers hal-02003709v1