Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. - Glaura C. Franco; Valderio Anselmo Reisen (Comput. Stat., 2004)

Estimation of seasonal fractionally integrated processes. - Valderio Anselmo Reisen; Alexandre L. Rodrigues 001; Wilfredo Palma (Comput. Stat. Data Anal., 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)

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

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)

Bootstrap tests for fractional integration and cointegration: A comparison study. - Glaura C. Franco; Valderio Anselmo Reisen; F. A. Alves (Math. Comput. Simul., 2013)

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)

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)

Periodic ARMA models: Application to particulate matter concentrations. - Alessandro José Queiroz Sarnaglia; Valderio Anselmo Reisen; Pascal Bondon (EUSIPCO, 2015)

A robust estimation approach for fitting a PARMA model to real data. - Alessandro José Queiroz Sarnaglia; Valderio Anselmo Reisen; P. Bondou; Céline Lévy-Leduc (SSP, 2016)

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)

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)

Expectile and M-quantile regression for panel data. - Ian Meneghel Danilevicz; Valderio Anselmo Reisen; Pascal Bondon (Stat. Comput., 2024)

Scale mixtures of multivariate centered skew-normal distributions. - João Victor B. de Freitas; Pascal Bondon; Caio L. N. Azevedo; Valderio Anselmo Reisen; Juvêncio S. Nobre (Stat. Comput., 2024)