Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Beatriz V. M. Mendes"'
Publikováno v:
International Journal of Theoretical and Applied Finance. 13(02):241-258
It has been empirically verified that the strength of dependence in stock markets usually rises with volatility. In this paper we exploit this stylized fact combined with local maximum likelihood estimation of copula models to analyze the dynamic joi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::6b82f8f8b223131e146b92dedd75fd53
http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219024910005759
http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219024910005759
Autor:
Paula M, Luz, Beatriz V M, Mendes, Claudia T, Codeço, Claudio J, Struchiner, Alison P, Galvani
Publikováno v:
The American journal of tropical medicine and hygiene. 79(6)
We use the Box-Jenkins approach to fit an autoregressive integrated moving average (ARIMA) model to dengue incidence in Rio de Janeiro, Brazil, from 1997 to 2004. We find that the number of dengue cases in a month can be estimated by the number of de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::b5565f0440464dc3dc04df6297c06801
https://pubmed.ncbi.nlm.nih.gov/19052308
https://pubmed.ncbi.nlm.nih.gov/19052308
Publikováno v:
Ann. Statist. 35, no. 1 (2007), 13-40
Biblos-e Archivo. Repositorio Institucional de la UAM
instname
Biblos-e Archivo. Repositorio Institucional de la UAM
instname
We derive the maximum bias functions of the MM-estimates and the constrained M-estimates or CM-estimates of regression and compare them to the maximum bias functions of the S-estimates and the $\tau$-estimates of regression. In these comparisons, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e528f4b53b2715a7fa218c34e752b23
https://projecteuclid.org/euclid.aos/1181100179
https://projecteuclid.org/euclid.aos/1181100179
Autor:
Beatriz V. M. Mendes, David E. Tyler
Publikováno v:
Robust Statistics, Data Analysis, and Computer Intensive Methods ISBN: 9780387946603
When using redescending M-estimates of regression, one must choose not only an estimate of scale, but since the redescending M-estimating equations may admit multiple solutions, of which all of them may not be a desired solution, one must also have a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b411c61e7bf6f242a6619afac10d989
https://doi.org/10.1007/978-1-4612-2380-1_20
https://doi.org/10.1007/978-1-4612-2380-1_20
Autor:
Paula M. Luz, Cláudia Torres Codeço, Claudio J. Struchiner, Beatriz V. M. Mendes, Alison P. Galvani
Publikováno v:
ResearcherID
We use the Box-Jenkins approach to fit an autoregressive integrated moving average (ARIMA) model to dengue incidence in Rio de Janeiro, Brazil, from 1997 to 2004. We find that the number of dengue cases in a month can be estimated by the number of de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bb2056ef32081a52927e5c5098874c6d
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000261644400025&KeyUID=WOS:000261644400025
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000261644400025&KeyUID=WOS:000261644400025