Valderio Anselmo Reisen

According to our database, Valderio Anselmo Reisen authored at least 13 papers between 2004 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Expectile and M-quantile regression for panel data.

Ian Meneghel Danilevicz, Valderio Anselmo Reisen, Pascal Bondon

Stat. Comput., June, 2024

2019

Robust factor modelling for high-dimensional time series: An application to air pollution data.

Valderio Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, Higor Henrique Aranda Cotta, Flávio Augusto Ziegelmann

Appl. Math. Comput., 2019

2018

Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO₂ concentrations.

Valderio Anselmo Reisen, Edson Zambon Monte, Glaura da Conceição Franco, Adriano Marcio Sgrancio, Fábio Alexander Fajardo Molinares, Pascal Bondon, Flávio Augusto Ziegelmann, Bovas Abraham

Math. Comput. Simul., 2018

2016

A robust estimation approach for fitting a PARMA model to real data.

Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, P. Bondou, Céline Lévy-Leduc

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

2015

Periodic ARMA models: Application to particulate matter concentrations.

Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Pascal Bondon

Proceedings of the 23rd European Signal Processing Conference, 2015

2014

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model.

Valderio Anselmo Reisen, Bartolomeu Zamprogno, Wilfredo Palma, Josu Arteche

Math. Comput. Simul., 2014

Modeling and forecasting daily average PM₁₀ concentrations by a seasonal long-memory model with volatility.

Valderio Anselmo Reisen, Alessandro José Queiroz Sarnaglia, Neyval Costa Reis Jr., Céline Lévy-Leduc, Jane Méri Santos

Environ. Model. Softw., 2014

2013

Bootstrap tests for fractional integration and cointegration: A comparison study.

Glaura C. Franco, Valderio Anselmo Reisen, F. A. Alves

Math. Comput. Simul., 2013

2010

Robust estimation of periodic autoregressive processes in the presence of additive outliers.

Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Céline Lévy-Leduc

J. Multivar. Anal., 2010

2006

Invariance of the first difference in ARFIMA models.

Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen

Comput. Stat., 2006

Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models.

E. M. Silva, Glaura C. Franco, Valderio Anselmo Reisen, Frederico R. B. Cruz

Comput. Stat. Data Anal., 2006

Estimation of seasonal fractionally integrated processes.

Valderio Anselmo Reisen, Alexandre L. Rodrigues, Wilfredo Palma

Comput. Stat. Data Anal., 2006

2004

Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.

Glaura C. Franco, Valderio Anselmo Reisen

Comput. Stat., 2004