Mateus Gonzalez de Freitas Pinto

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 3

Top Topics

Maximum Likelihood Estimation

Top Venues

Int. J. Wavelets Multiresolution Inf. Process.

Signal Process.

Digit. Signal Process.

Publications

Mateus Gonzalez de Freitas Pinto, Chang Chiann
A maximum-likelihood-based approach to estimate the long memory parameter using fractional spline wavelets. Signal Process. 222 (2024)
Mateus Gonzalez de Freitas Pinto, Guilherme de Oliveira Lima C. Marques, Chang Chiann
Jump detection in high-frequency financial data using wavelets. Int. J. Wavelets Multiresolution Inf. Process. 21 (2) (2023)
Mateus Gonzalez de Freitas Pinto, Chang Chiann
Long-memory parameter estimation based on fractional spline wavelets. Digit. Signal Process. 133 (2023)