Valderio Anselmo Reisen

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 4

Top Topics

Probabilistic Model

Quantile Regression

Top Venues

Math. Comput. Simul.

Appl. Math. Comput.

Publications

Ian Meneghel Danilevicz, Valderio Anselmo Reisen, Pascal Bondon
Expectile and M-quantile regression for panel data. Stat. Comput. 34 (3) (2024)
Valderio Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, Higor Henrique Aranda Cotta, Flávio Augusto Ziegelmann
Robust factor modelling for high-dimensional time series: An application to air pollution data. Appl. Math. Comput. 346 (2019)
Valderio Anselmo Reisen, Edson Zambon Monte, Glaura da Conceição Franco, Adriano Marcio Sgrancio, Fábio Alexander Fajardo Molinares, Pascal Bondon, Flávio Augusto Ziegelmann, Bovas Abraham
concentrations. Math. Comput. Simul. 146 (2018)
Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, P. Bondou, Céline Lévy-Leduc
A robust estimation approach for fitting a PARMA model to real data. SSP (2016)
Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Pascal Bondon
Periodic ARMA models: Application to particulate matter concentrations. EUSIPCO (2015)
Valderio Anselmo Reisen, Bartolomeu Zamprogno, Wilfredo Palma, Josu Arteche
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. Math. Comput. Simul. 98 (2014)
Valderio Anselmo Reisen, Alessandro José Queiroz Sarnaglia, Neyval Costa Reis Jr., Céline Lévy-Leduc, Jane Méri Santos
concentrations by a seasonal long-memory model with volatility. Environ. Model. Softw. 51 (2014)
Glaura C. Franco, Valderio Anselmo Reisen, F. A. Alves
Bootstrap tests for fractional integration and cointegration: A comparison study. Math. Comput. Simul. 87 (2013)
Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Céline Lévy-Leduc
Robust estimation of periodic autoregressive processes in the presence of additive outliers. J. Multivar. Anal. 101 (9) (2010)
Valderio Anselmo Reisen, Alexandre L. Rodrigues, Wilfredo Palma
Estimation of seasonal fractionally integrated processes. Comput. Stat. Data Anal. 50 (2) (2006)
E. M. Silva, Glaura C. Franco, Valderio Anselmo Reisen, Frederico R. B. Cruz
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models. Comput. Stat. Data Anal. 51 (2) (2006)
Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen
Invariance of the first difference in ARFIMA models. Comput. Stat. 21 (3-4) (2006)
Glaura C. Franco, Valderio Anselmo Reisen
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. Comput. Stat. 19 (2) (2004)