Fiscal and monetary policy interactions: a game theory approach. - Helton Saulo; Leandro Chaves Rêgo; Jose Angelo Divino (Ann. Oper. Res., 2013)

Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. - Carolina Marchant; Karine Bertin; Víctor Leiva; Helton Saulo (Comput. Stat. Data Anal., 2013)

A family of autoregressive conditional duration models applied to financial data. - Víctor Leiva; Helton Saulo; Jeremias Leão; Carolina Marchant (Comput. Stat. Data Anal., 2014)

A Method for Location Recommendation via Skyline Query Tolerant to Noisy Geo-referenced Data. - Welder B. Oliveira; Helton Saulo; Sávio Salvarino Teles de Oliveira; Vagner J. do Sacramento Rodrigues; Kleber Vieira Cardoso (GEOINFO, 2015)

Constrained test in linear models with multivariate power exponential distribution. - Jeremias Leão; Francisco José de A. Cysneiros; Helton Saulo; N. Balakrishnan 002 (Comput. Stat., 2016)

On moment-type estimators for a class of log-symmetric distributions. - N. Balakrishnan 002; Helton Saulo; Marcelo Bourguignon; Xiaojun Zhu 005 (Comput. Stat., 2017)

A methodology based on the Birnbaum-Saunders distribution for reliability analysis applied to nano-materials. - Víctor Leiva; Fabrizio Ruggeri 001; Helton Saulo; Juan F. Vivanco (Reliab. Eng. Syst. Saf., 2017)

Some simple estimators for the two-parameter gamma distribution. - Helton Saulo; Marcelo Bourguignon; Xiaojun Zhu 005; N. Balakrishnan 002 (Commun. Stat. Simul. Comput., 2019)

Spatial operations on uncertain positional data. - Welder B. Oliveira; Sávio S. T. de Oliveira; Vagner J. do Sacramento Rodrigues; Helton Saulo; Kleber Vieira Cardoso (J. Inf. Data Manag., 2019)

Modeling Mortality Based on Pollution and Temperature Using a New Birnbaum-Saunders Autoregressive Moving Average Structure with Regressors and Related-Sensors Data. - Helton Saulo; Rubens Souza; Roberto Vila; Víctor Leiva; Robert G. Aykroyd (Sensors, 2021)

Bivariate symmetric Heckman models and their characterization. - Helton Saulo; Roberto Vila; Shayane S. Cordeiro; Víctor Leiva (J. Multivar. Anal., 2023)

On a quantile autoregressive conditional duration model. - Helton Saulo; Narayanaswamy Balakrishnan 001; Roberto Vila (Math. Comput. Simul., 2023)

Bootstrap control charts for quantiles based on log-symmetric distributions with applications to the monitoring of reliability data. - Víctor Leiva; Rafael A. dos Santos; Helton Saulo; Carolina Marchant; Yuhlong Lio (Qual. Reliab. Eng. Int., 2023)

On the Stress-Strength Reliability of Transmuted GEV Random Variables with Applications to Financial Assets Selection. - Melquisadec Oliveira; Felipe Sousa Quintino; Dióscoros Aguiar; Pushpa N. Rathie; Helton Saulo; Tiago A. da Fonseca; Luan Carlos de Sena Monteiro Ozelim (Entropy, 2024)

Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data. - Alan Dasilva; Helton Saulo; Roberto Vila; Suvra Pal (Comput. Appl. Math., 2025)

A new unit-bimodal distribution based on correlated Birnbaum-Saunders random variables. - Roberto Vila; Helton Saulo; Felipe Sousa Quintino; Peter Zörnig (Comput. Appl. Math., 2025)

Bivariate extended skew-elliptical Heckman models: mathematical characterization and an application in economic sciences. - Roberto Vila; Helton Saulo; Carolina Marchant; Víctor Leiva; Cecilia Castro (Comput. Appl. Math., 2025)