Programa de Pós-Graduação em Estatística

Produção Científica do Período de 2008 a 2025

Resumos expandidos publicados em congressos

Número total de items: 46

2023

  1. Pinheiro, Hildete; BARRETO, F. H. S. Evaluating academic performance using nonparametric regression. 2023.
  2. Fernandes, V. M. N.; Nobre, J.S. Métodos robustos para modelos de regressão heteroscedásticos. 2023.

2022

  1. SOUSA, A. R. S. Kurtosis control in wavelet shrinkage with generalized secant hyperbolic prior. 2022.
  2. Freitas, J. V. B.; AZEVEDO, C. L. N.; Nobre, J.S. Semi-parametric models based on the Scale Mixtures of CentredSkew Normal distribution for independent and longitudinal data. 2022.

2019

  1. Maia, R. P.; PINHEIRO, H. P.; Lima Neto, Eufrasio A. Bivariate discrete survival mixed model: an application in academic students performance. 2019.
  2. TRUCÍOS, CARLOS; VALLS PEREIRA, PEDRO L.; MAZZEU, JOÃO H. G.; Zevallos, Mauricio; HALLIN, MARC Forecasting conditional covariance matrices in high-dimensional data: A general dynamic factor approach. 2019.
  3. MAIA, R. P.; Demétrio, CGB; Labouriau, R A discrete competing risks mixed model with masked causes: a cow longevity study. 2019.
  4. SILVA, NICOLE; Kiihl, Samara Comportamento dos estimadores de metilação e hidroximetilação de DNA na presença de correlação. 2019.

2017

  1. PINHEIRO, H. P.; Maia, R. P.; Barboza, Daniel Multinomial and discrete survival models to evaluate performance of students. 2017.
  2. Pinheiro, Hildete Prisco; MAIA, R. P.; LIMA NETO, E. A.; MOTTA, M. R. Modelling the performance of engineering major students.. 2017.
  3. Garcia, N. L.; Rodrigues-Motta, M. A Mixture of Bivariate Truncated Beta Distribution Applied to the Classification of Matrix Assisted Laser Desorption Ionization. 2017.

2015

  1. Almeida, Daniel de; Hotta, Luiz K.; RUIZ, E. MGARCH models: Tradeoff between feasibility and dynamic dependencies in volatilities and covariances. 2015.
  2. TRUCIOS-MAZA, C. C.; Hotta, Luiz K.; RUIZ, E. Robust bootstrap forecast densities for GARCH models: returns, volatilities and Value-at-Risk. 2015.
  3. CASCONE, M. H.; Hotta, Luiz K. Quasi-likelihood estimation of GARCH models with missing values. 2015.
  4. PINHEIRO, H. P.; PINHEIRO, A. S.; Franco, G; Rodrigues-Motta, M. Analysis of academic performance of students via quasi U-statistics and generalized linear mixed models. 2015.

2014

  1. Rodrigues-Motta, M.; SOTO, D. M. G.; Lachos, V. H.; Labra, F; BALTAR, V. T.; Verly Junior, E.; Fisberg, Regina M.; Marchioni, Dirce M. Lobo A mixed-effect model for positive responses augmented by zeros. 2014.
  2. García, J. E.; González-López, V. A. Detecting regime changes in Markov models. 2014.
  3. FERNANDEZ, M.; García, J. E.; González-López, V. A. Multivariate Markov chain predictions adjusted with copula models. 2014.
  4. García, J. E.; González-López, V. A. Interaction partition. Structure of interacting coordinates for a multivariate stochastic process. 2014.
  5. FERNANDEZ, M.; García, J. E.; González-López, V. A. Multivariate Markov chain predictions adjusted with copula models. 2014.

2013

  1. GARCI'A, JESU'S E.; FERNA'NDEZ, M. Copula based model correction for bivariate Bernoulli financial series. 2013.
  2. Tsai, R.; Hotta, Luiz K. Generalization of the Mixture Model Using a Copula Function. 2013.
  3. FERNANDEZ, M.; González-López, V. A.; Rifo, L. L. R. A Note on Conjugate Distibutions for Likelihoods Given by Copulas. 2013.
  4. GARCIA, J.; González-López, V. A. Joint Modeling of Multiple Independent Discrete Markovian Processes. 2013.
  5. GARCIA, J.; González-López, V. A. Estimating the structure of interacting coordinates for a multivariate stochastic process. 2013.
  6. FERNANDEZ, M.; González-López, V. A. Asymmetric Weak Dependence Modelled by Biparametric Copula with Cubic Sections. 2013.

2011

  1. García, J. E.; González-López, V. A. Markov Partition Models. 2011.
  2. Tsai, R.; Hotta, Luiz K. Polyhazard Models with Dependent Causes. 2011.
  3. García, J. E.; González-López, V. A. Minimal Markov Models. 2011.

2010

  1. González-López, V. A.; García, J. E. An independence test based on random permutations. A remarkable performance in samples from mixture models. 2010.
  2. Viola, M. L. L.; García, J. E.; González-López, V. A. Conditional Independence Between Markov Chains. 2010.
  3. ALONSO, Jonas Bodini; HOTTA, L. K.; ACHCAR, J. A. Análise de dados de contagem correlacionados através da distribuição Poisson bivariada. 2010.
  4. SAKAMOTO, C. F.; HOTTA, L. K. Ajuste de Modelos Pair-Cópula a Índices de Mercado. 2010.
  5. DINIZ, M. A.; HOTTA, L. K.; ACHCAR, J. A. Estimação de Modelos SEIR Estocásticos com Dados Incompletos. 2010.
  6. DINIZ, M. A.; HOTTA, L. K. Modelos Compartimentais Determinísticos e Estocásticos: Modelagem de Epidemias. 2010.
  7. Tsai, R.; HOTTA, L. K. Competing Risks Models with Unobservable Dependent Failure Causes. 2010.
  8. SAKAMOTO, C. F.; HOTTA, L. K. Selection of Pair-Copula Models for Financial Series. 2010.
  9. ALONSO, Jonas Bodini; HOTTA, L. K.; ACHCAR, J. A. Climate Changes and Their Effects in the Public Health: Use of Bivariate Poisson Regression Models. 2010.
  10. MAIA, A. H. E. N.; ZEVALLOS, Mauricio; POTGIETER, A.; MEINKE, H Statistical evidence of unusual Southern Oscillation Index patterns suggests possible climate change impacts on ENSO behavior. 2010.
  11. González-López, V. A.; Rifo, L. L. R. Full Bayesian analysis for asymmetric logistic copulas. 2010.

2009

  1. González-López, V. A.; García, J. E. A family of exact nonparametric independence tests for small samples. 2009.
  2. García, J. E.; Garcia, N.; González-López, V. A. Minimal models for variable lenght Markov chains. 2009.
  3. LAURINI, M. P.; HOTTA, L. K. Indirect Inference Estimation of Fractional Term Structure Models. 2009.
  4. BUSATO, Erick Andrade; HOTTA, L. K. Função de Acoplamento t-Student Assimétrica: Modelagem de Dependência Assimétrica. 2009.
  5. ZEVALLOS, Mauricio; PALMA, Wilfredo Minimum Distance Estimation of Long-range Dependent Processes. 2009.
  6. Fernandes-Svartman, F. R.; Abaurre, M. B; González-López, V. A.; Bianchi, M. C. Secondary stress, intensity and F0 in Brazilian Portuguese. 2009.