A closed formula for the durbin-levinson's algorithm in seasonal fractionally integrated processes. - Eduardo H. M. Brietzke; Sílvia Regina Costa Lopes; Cleber Bisognin (Math. Comput. Model., 2005)

Invariance of the first difference in ARFIMA models. - Barbara P. Olbermann; Sílvia R. C. Lopes; Valderio Anselmo Reisen (Comput. Stat., 2006)

Properties of seasonal long memory processes. - Cleber Bisognin; Sílvia Regina Costa Lopes (Math. Comput. Model., 2009)

Seasonal FIEGARCH processes. - Sílvia Regina Costa Lopes; Taiane Schaedler Prass (Comput. Stat. Data Anal., 2013)

Mallows Distance in VARFIMA(0, d, 0) Processes. - Sílvia Regina Costa Lopes; Guilherme Pumi; Karine Zaniol (Commun. Stat. Simul. Comput., 2013)

MCMC Bayesian Estimation in FIEGARCH Models. - Taiane Schaedler Prass; Sílvia Regina Costa Lopes; Jorge Alberto Achcar (Commun. Stat. Simul. Comput., 2016)

Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations. - Maicon J. Karling; Sílvia R. C. Lopes; Roberto M. de Souza (J. Multivar. Anal., 2023)