Márcio Poletti Laurini

Publication Activity (10 Years)

Years Active: 2013-2017
Publications (10 Years): 4

Top Topics

Stochastic Differential Equations

Principal Component Analysis

Short And Long Term

Top Venues

Math. Comput. Simul.

J. Geogr. Syst.

Commun. Stat. Simul. Comput.

Publications

Márcio Poletti Laurini
A spatial error model with continuous random effects and an application to growth convergence. J. Geogr. Syst. 19 (4) (2017)
Márcio Poletti Laurini, Luiz Koodi Hotta
GMC/GEL estimation of stochastic volatility models. Commun. Stat. Simul. Comput. 46 (9) (2017)
Márcio Poletti Laurini, Luiz Koodi Hotta
Generalized moment estimation of stochastic differential equations. Comput. Stat. 31 (3) (2016)
Márcio Poletti Laurini, Alberto Ohashi
A noisy principal component analysis for forward rate curves. Eur. J. Oper. Res. 246 (1) (2015)
Márcio Poletti Laurini, Luiz Koodi Hotta
Indirect Inference in fractional short-term interest rate diffusions. Math. Comput. Simul. 94 (2013)