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Periodic ARMA models: Application to particulate matter concentrations
Alessandro Jose Queiroz Sarnaglia
,
Valderio Reisen
,
Pascal Bondon
Conference papers
hal-01262098v1
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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
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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
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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
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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
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pqrfe: Penalized Quantile Regression with Fixed Effects
Ian Meneghel Danilevicz
,
Valderio A. Reisen
,
Pascal Bondon
Software
hal-03892683v1
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alqrfe: Adaptive Lasso Quantile Regression with Fixed Effects
Ian Meneghel Danilevicz
,
Pascal Bondon
,
Valderio A. Reisen
Software
hal-03892684v1
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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
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