Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Luiz Koodi Hotta"'
Autor:
Oswaldo Marçal Júnior, Luiz Koodi Hotta, Rosa Maria de Jesus Patucci, Carmen Moreno Glasser, Luiz Candido de Souza Dias
Publikováno v:
Revista do Instituto de Medicina Tropical de São Paulo, Vol 35, Iss 4, Pp 331-335 (1993)
Risk factors for Schistosoma mansoni infection were identified using a 1:1 matched case-control design. The work was conducted in the municipality of Pedro de Toledo, São Paulo State, Brazil, an area where the snail host is Biomphalaria tenagophila.
Externí odkaz:
https://doaj.org/article/0284fd8046c546fcbf0d7641e823bc81
Autor:
Luiz Candido de Souza Dias, Oswaldo Marçal Júnior, Carmen Moreno Glasser, Hermínia Yoko Kanamura, Luiz Koodi Hotta
Publikováno v:
Memorias do Instituto Oswaldo Cruz, Vol 87, Pp 233-239 (1992)
The schistosomiasis is transmitted by Biomphalaria tenagophila in our study area (Pedro de Toledo, Sao Paulo, Brazil). From 1980 to 1990 epidemiological surveys in a population of 4.000 inhabitants, has shown that: prevalence Kato-Katz (KKT), immunof
Externí odkaz:
https://doaj.org/article/86e6763a752546d7b93f0a4dabaf397a
Autor:
Oswaldo Marçal Júnior, Rosa Maria de Jesus Patucci, Luiz Candido de Souza Dias, Luiz Koodi Hotta, Arnaldo Etzel
Publikováno v:
Revista do Instituto de Medicina Tropical de São Paulo, Vol 33, Iss 2, Pp 83-90 (1991)
This work was undertaken in the municipality of Pedro de Toledo (São Paulo State, Brazil) in 1987, to clarify aspects related to the transmission levels of Schistosoma mansoni in a human population where the snail host is Biomphalaria tenagophila. S
Externí odkaz:
https://doaj.org/article/71afef0613654532bb2c770803dbe761
Publikováno v:
Revista de Saúde Pública, Vol 14, Iss 1, Pp 65-87 (1980)
Foram feitas observações sobre a provável competição entre Biomphalaria tenagophila e Biomphalaria glabrata, em três criadouros do tipo vala, situados no Município de Ourinhos (SP), durante o período de 27-11-73 a 20-02-79. As coletas foram r
Externí odkaz:
https://doaj.org/article/7f6244118e6545bbaf3e956e409bd70f
Autor:
Helder Parra Palaro, Luiz Koodi Hotta
Publikováno v:
Journal of Data Science. 4:93-115
Value at Risk (VaR) plays a central role in risk management. There are several approaches for the estimation of VaR, such as histori- cal simulation, the variance-covariance (also known as analytical), and the Monte Carlo approaches. Whereas the firs
Publikováno v:
Journal of Empirical Finance. 52:201-219
In this paper, we analyse the recent principal volatility components analysis procedure. The procedure overcomes several difficulties in modelling and forecasting the conditional covariance matrix in large dimensions arising from the curse of dimensi
Autor:
Marc Hallin, Luiz Koodi Hotta, Carlos Trucíos, João Henrique Gonçalves Mazzeu, Pedro L. Valls Pereira, Mauricio Zevallos
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
Based on a General Dynamic Factor Model with infinite-dimensional factor space and MGARCH volatility models, we develop new estimation and forecasting procedures for conditional covariance matrices in high-dimensional time series. The finite-sample p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::20c8fb0cc57e8279f8d5972b2fdf2841
Publikováno v:
Journal of Statistical Computation and Simulation. 89:292-314
This work presents a new method to deal with missing values in financial time series. Previous works are generally based in state-space models and Kalman filter and few consider ARCH family models....
Publikováno v:
Journal of Statistical Computation and Simulation. 88:1976-2000
Many financial decisions such as portfolio allocation, risk management, option pricing and hedge strategies are based on the forecast of the conditional variances, covariances and correlations of f...
Publikováno v:
International Journal of Forecasting. 34:45-63
Multivariate GARCH (MGARCH) models need to be restricted so that their estimation is feasible in large systems and so that the covariance stationarity and positive definiteness of conditional covariance matrices are guaranteed. This paper analyzes th