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

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

On the behavior of the DFA and DCCA in trend-stationary processes. - Taiane Schaedler Prass; Guilherme Pumi (J. Multivar. Anal., 2021)

Positive time series regression models: theoretical and computational aspects. - Taiane Schaedler Prass; Guilherme Pumi; Cleiton Guollo Taufemback; Jonas Hendler Carlos (Comput. Stat., 2025)