Valdério Anselmo Reisen

ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(<i>p, d, q</i>) MODEL USING THE SMOOTHED PERIODOGRAM

Valdério Anselmo Reisen · Journal of Time Series Analysis · 1994 · 135 citations

The Smoothed Periodogram, Engineering, Fractional-order System +9

ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY

Valdério Anselmo Reisen, Bovas Abraham, Sílvia R. C. Lopes · Communications in Statistics - Simulation and Computation · 2001 · 61 citations

Parameter Estimation, Engineering, Measurement +20

Generalized Additive Models with Principal Component Analysis: An Application to Time Series of Respiratory Disease and Air Pollution Data

Juliana Bottoni de Souza, Valdério Anselmo Reisen, Glaura C. Franco et al. · Journal of the Royal Statistical Society Series C (Applied Statistics) · 2017 · 61 citations · Full text

Environmental Monitoring, Engineering, Air Pollution Measurement +18

Some simulations and applications of forecasting long-memory time-series models

Valdério Anselmo Reisen, Sílvia R. C. Lopes · Journal of Statistical Planning and Inference · 1999 · 49 citations

Long-memory Time-series Models, Forecasting Methodology, Engineering +5

Estimation of seasonal fractionally integrated processes

Valdério Anselmo Reisen, Alexandre Rodrigues, Wilfredo Palma · Computational Statistics & Data Analysis · 2004 · 49 citations · Full text

Meteorology, Data Assimilation, Engineering +7