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Time series, wavelets and functional data analysis

Grant number: 13/00506-1
Support Opportunities:Research Projects - Thematic Grants
Duration: July 01, 2013 - June 30, 2018
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal Investigator:Pedro Alberto Morettin
Grantee:Pedro Alberto Morettin
Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Pesquisadores principais:
Aluísio de Souza Pinheiro ; Hedibert Freitas Lopes ; Luiz Koodi Hotta ; Ronaldo Dias
Associated researchers:Afranio Rubens de Mesquita ; Airlane Pereira Alencar ; Benilton de Sá Carvalho ; Chang Chiann ; Clélia Maria de Castro Toloi ; João Ricardo Sato ; José Carlos Simon de Miranda ; Márcio Poletti Laurini ; Mauricio Enrique Zevallos Herencia ; Ronaldo Dias ; Samara Flamini Kiihl ; Sumaia Abdel Latif ; Tatiana Andrea Benaglia Carvalho
Associated grant(s):18/06007-0 - XXIX International Biometric Conference, AR.EXT
14/03374-1 - XXVII International Biometric Conference, AR.EXT
13/16952-0 - Prof. P.K. Sens visit to Unicamp and USP in October 2013: Quasi U-statistics: theory and applications, AV.EXT
13/08872-7 - The 59th World Statistics Congress, AR.EXT
Associated scholarship(s):18/06603-2 - Stochastic differential equation: derivatives pricing, BP.IC
17/07431-8 - Wavelet functional data analysis - applications to images, BP.IC
17/10262-3 - GARCH model evaluation: strength and initial values, BP.IC
+ associated scholarships 16/24469-6 - Wavelet Funcional Data Analysis: Foundations and Applications, BP.DR
15/07198-6 - Estimation of integrated volatility with high frequency data, BP.IC
13/09035-1 - Regression models in functional data analysis, BP.PD - associated scholarships

Abstract

In this project we will investigate methodologies of time series, wavewlets and functional data analysis, with potential applications in several fields, as medicine, biology, physical sciences, chemistry, actuarial sciences, finance, etc. These methodologies aim to solve some important theoretical and applied problems related to the following strongly connected research topics: 1. Evaluation of risks associated with events as increase in temperature and sea level, melting of glaciers, deforestation, earthquakes and also with measures of risks in economics and finance. 2. Occurrences of extreme values in time series and characterization of extreme dependences. 3. Estimation of volatilities of financial assets, including high frequency data. 4. Extension of the concept of copula to the case of time series, dynamical copulas and application to the study of the dependence. 5. Study of processes with long dependence, with applications in physical sciences, economics and finance. 6. Functional data analysis, with emphasis in regression models, FANOVA models, spectral analysis, etc. 7. Applications to the study of sequences of DNA, microarrays, functional magnetic resonance imaging. (AU)

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Scientific publications (61)
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
SUBIRA, MARTA; SATO, JOAO R.; ALONSO, PINO; DO ROSARIO, MARIA C.; SEGALAS, CINTO; BATISTUZZO, MARCELO C.; REAL, EVA; LOPES, ANTONIO C.; CERRILLO, ESTER; DINIZ, JULIANA B.; et al. Brain structural correlates of sensory phenomena in patients with obsessive-compulsive disorder. JOURNAL OF PSYCHIATRY & NEUROSCIENCE, v. 40, n. 4, p. 232-240, . (11/21357-9, 13/00506-1, 11/00968-0, 13/22536-0, 13/10498-6)
TRUCIOS, CARLOS; HOTTA, LUIZ K.; RUIZ, ESTHER. Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 88, n. 10, SI, p. 1976-2000, . (13/00506-1, 12/09596-0)
SATO, JOAO RICARDO; BIAZOLI, JR., CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Association between abnormal brain functional connectivity in children and psychopathology: A study based on graph theory and machine learning. WORLD JOURNAL OF BIOLOGICAL PSYCHIATRY, v. 19, n. 2, p. 119-129, . (13/08531-5, 08/57896-8, 13/10498-6, 13/00506-1)
TRUCIOS, CARLOS; HOTTA, LUIZ K.; RUIZ, ESTHER. Robust bootstrap forecast densities for GARCH returns and volatilities. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 87, n. 16, p. 3152-3174, . (13/00506-1, 13/23524-5, 12/09596-0)
FONSECA, MONIQUE T.; RODRIGUES, ABNER C.; CEZAR, LUANA C.; FUJITA, ANDRE; SORIANO, FRANCISCO G.; STEINER, ALEXANDRE A.. Spontaneous hypothermia in human sepsis is a transient, self-limiting, and nonterminal response. Journal of Applied Physiology, v. 120, n. 12, p. 1394-1401, . (09/15530-0, 13/00506-1, 12/03831-8, 11/50761-2, 14/09576-5)
DE OLIVEIRA, AILTON ANDRADE; CARTHERY-GOULART, MARIA TERESA; DE MAGALHAES OLIVEIRA JUNIOR, PEDRO PAULO; CARRETTIERO, DANIEL CARNEIRO; SATO, JOAO RICARDO; INITI, ALZHEIMER'S DIS NEUROIMAGING. Defining Multivariate Normative Rules for Healthy Aging using Neuroimaging and Machine Learning: An Application to Alzheimer's Disease. JOURNAL OF ALZHEIMER'S DISEASE, v. 43, n. 1, p. 201-212, . (13/00506-1, 13/10498-6)
MONTORIL, MICHEL H.; PINHEIRO, ALUISIO; VIDAKOVIC, BRANI. Wavelet-based estimators for mixture regression. SCANDINAVIAN JOURNAL OF STATISTICS, v. 46, n. 1, p. 215-234, . (13/09035-1, 13/21273-5, 13/00506-1)
KIIHL, SAMARA F.; JOSE MARTINEZ-GARRIDO, MARIA; DOMINGO-RELLOSO, ARCE; BERMUDEZ, JOSE; TELLEZ-PLAZA, MARIA. MLML2R: an R package for maximum likelihood estimation of DNA methylation and hydroxymethylation proportions. STATISTICAL APPLICATIONS IN GENETICS AND MOLECULAR BIOLOGY, v. 18, n. 1, . (14/03374-1, 13/00506-1)
ABBARA, OMAR; ZEVALLOS, MAURICIO. Modeling and forecasting intraday VaR of an exchange rate portfolio. JOURNAL OF FORECASTING, v. 37, n. 7, p. 729-738, . (13/00506-1)
SAMEJIMA, KIM; MORETTIN, PEDRO A.; SATO, JOAO RICARDO. Directed wavelet covariance. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 130, p. 61-79, . (13/00506-1)
FUJITA, ANDRE; TAKAHASHI, DANIEL YASUMASA; BALARDIN, JOANA BISOL; VIDAL, MACIEL CALEBE; SATO, JOAO RICARDO. Correlation between graphs with an application to brain network analysis. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 109, p. 76-92, . (13/10498-6, 16/13422-9, 13/00506-1, 15/01587-0)
LAURINI, MARCIO POLETTI; HOTTA, LUIZ KOODI. GMC/GEL estimation of stochastic volatility models. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v. 46, n. 9, p. 6828-6844, . (13/00506-1)
LAURINI, MARCIO POLETTI. The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil. RENEWABLE & SUSTAINABLE ENERGY REVIEWS, v. 70, p. 1-12, . (13/00506-1)
RUILOVA, JUAN CARLOS; MORETTIN, PEDRO ALBERTO. Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 2, . (13/00506-1)
ZUGMAN, ANDRE; ASSUNCAO, IDAIANE; VIEIRA, GILSON; GADELHA, ARY; WHITE, THOMAS P.; OLIVEIRA, PEDRO PAULO M.; NOTO, CRISTIANO; CROSSLEY, NICOLAS; MCGUIRE, PHILIP; CORDEIRO, QUIRINO; et al. Structural covariance in schizophrenia and first-episode psychosis: An approach based on graph analysis. JOURNAL OF PSYCHIATRIC RESEARCH, v. 71, p. 89-96, . (13/00506-1, 13/10498-6, 11/50740-5)
TRUCIOS, CARLOS; HOTTA, LUIZ K.. Bootstrap prediction in univariate volatility models with leverage effect. MATHEMATICS AND COMPUTERS IN SIMULATION, v. 120, p. 91-103, . (13/00506-1, 12/09596-0)
MONTORIL, MICHEL H.; MORETTIN, PEDRO A.; CHIANN, CHANG. Wavelet estimation of functional coefficient regression models. INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, v. 16, n. 1, . (13/21273-5, 13/09035-1, 08/51097-6, 13/00506-1, 09/09588-5)
HOEXTER, MARCELO Q.; BIAZOLI, JR., CLAUDINEI E.; ALVARENGA, PEDRO G.; BATISTUZZO, MARCELO C.; SALUM, GIOVANNI A.; GADELHA, ARY; PAN, PEDRO M.; ANES, MAURICIO; MANCINI-MARTINS, LETICIA; MOURA, LUCIANA M.; et al. Low frequency fluctuation of brain spontaneous activity and obsessive compulsive symptoms in a large school-age sample. JOURNAL OF PSYCHIATRIC RESEARCH, v. 96, p. 224-230, . (13/08531-5, 08/57896-8, 13/00506-1, 16/05865-8, 16/02246-5, 12/50722-0, 13/10498-6)
SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; MANFRO, GISELE GUS; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Default mode network maturation and psychopathology in children and adolescents. JOURNAL OF CHILD PSYCHOLOGY AND PSYCHIATRY, v. 57, n. 1, p. 55-64, . (13/00506-1, 13/08531-5, 13/10498-6)
HOEXTER, MARCELO Q.; DINIZ, JULIANA B.; LOPES, ANTONIO C.; BATISTUZZO, MARCELO C.; SHAVITT, ROSELI G.; DOUGHERTY, DARIN D.; DURAN, FABIO L. S.; BRESSAN, RODRIGO A.; BUSATTO, GERALDO F.; MIGUEL, EURIPIDES C.; et al. ORBITOFRONTAL THICKNESS AS A MEASURE FOR TREATMENT RESPONSE PREDICTION IN OBSESSIVE-COMPULSIVE DISORDER. DEPRESSION AND ANXIETY, v. 32, n. 12, p. 900-908, . (13/00506-1, 13/10498-6, 11/21357-9)
SATO, JOAO RICARDO; BIAZOLI, JR., CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; SATTERTHWAITE, THEODORE D.; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; et al. Temporal Stability of Network Centrality in Control and Default Mode Networks: Specific Associations with Externalizing Psychopathology in Children and Adolescents. Human Brain Mapping, v. 36, n. 12, p. 4926-4937, . (13/00506-1, 13/10498-6, 08/57896-8)
MOURA, L. M.; CROSSLEY, N. A.; ZUGMAN, A.; PAN, P. M.; GADELHA, A.; DEL AQUILLA, M. A. G.; PICON, F. A.; ANES, M.; AMARO, JR., E.; DE JESUS MARI, J.; et al. Coordinated brain development: exploring the synchrony between changes in grey and white matter during childhood maturation. BRAIN IMAGING AND BEHAVIOR, v. 11, n. 3, p. 808-817, . (13/00506-1, 13/08531-5, 13/10498-6, 08/57896-8)
SATO, JOAO RICARDO; VIDAL, MACIEL CALEBE; SANTOS, SUZANA DE SIQUEIRA; MASSIRER, KATLIN BRAUER; FUJITA, ANDRE. Complex Network Measures in Autism Spectrum Disorders. IEEE-ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS, v. 15, n. 2, p. 581-587, . (12/00195-3, 13/00506-1, 13/03447-6, 14/09576-5, 13/10498-6)
SAMPAIO, J. M.; MORETTIN, P. A.. Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 85, n. 13, SI, p. 2702-2717, . (13/00506-1)
MOURA, LUCIANA MONTEIRO; KEMPTON, MATTHEW; BARKER, GARETH; SALUM, GIOVANNI; GADELHA, ARY; PAN, PEDRO MARIO; HOEXTER, MARCELO; GOMES DEL AQUILLA, MARCO ANTONIO; PICON, FELIPE ALMEIDA; ANES, MAURICIO; et al. Age-effects in white matter using associated diffusion tensor imaging and magnetization transfer ratio during late childhood and early adolescence. MAGNETIC RESONANCE IMAGING, v. 34, n. 4, p. 529-534, . (13/00506-1, 13/08531-5, 13/10498-6)
COLLAZOS, JULIAN A. A.; DIAS, RONALDO; ZAMBOM, ADRIANO Z.. Consistent variable selection for functional regression models. JOURNAL OF MULTIVARIATE ANALYSIS, v. 146, n. SI, p. 63-71, . (13/07375-0, 13/00506-1)
SAMPAIO, J. M.; MORETTIN, P. A.. Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 85, n. 13, p. 16-pg., . (13/00506-1)
RUILOVA, JUAN CARLOS; MORETTIN, PEDRO ALBERTO. Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 2, p. 19-pg., . (13/00506-1)
COLLAZOS, JULIAN A. A.; DIAS, RONALDO; ZAMBOM, ADRIANO Z.. Consistent variable selection for functional regression models. JOURNAL OF MULTIVARIATE ANALYSIS, v. 146, p. 9-pg., . (13/07375-0, 13/00506-1)
TRUCIOS, CARLOS; HOTTA, LUIZ K.; RUIZ, ESTHER. Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 88, n. 10, p. 25-pg., . (12/09596-0, 13/00506-1)
SIQUEIRA, ANDERSON DOS SANTOS; BIAZOLI JUNIOR, CLAUDINEI EDUARDO; COMFORT, WILLIAM EDGAR; ROHDE, LUIS AUGUSTO; SATO, JOAO RICARDO. Abnormal Functional Resting-State Networks in ADHD: Graph Theory and Pattern Recognition Analysis of fMRI Data. BIOMED RESEARCH INTERNATIONAL, v. 2014, p. 10-pg., . (12/13390-9, 13/00506-1, 13/10498-6)
ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE; ALBARRACIN, ORLANDO YESID ESPARZA. CUSUM control charts to monitor series of Negative Binomial count data. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 4, p. 11-pg., . (13/00506-1)
SATO, JOAO RICARDO; BIAZOLI JR, CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Associations between children's family environment, spontaneous brain oscillations, and emotional and behavioral problems. EUROPEAN CHILD & ADOLESCENT PSYCHIATRY, v. 28, n. 6, p. 835-845, . (13/10498-6, 13/08531-5, 13/00506-1)
ALENCAR, AIRLANE P.. Seasonality of hospitalizations due to respiratory diseases: modelling serial correlation all we need is Poisson. Journal of Applied Statistics, v. 45, n. 10, p. 1813-1822, . (13/00506-1)
SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; VIEIRA, GILSON; ZUGMAN, ANDRE; HOEXTER, MARCELO QUEIROI; ANES, MAURICIO; MOURA, LUCIANA MONTEIRO; et al. Age effects on the default mode and control networks in typically developing children. JOURNAL OF PSYCHIATRIC RESEARCH, v. 58, p. 89-95, . (13/00506-1, 13/10498-6)
ZEVALLOS, MAURICIO; HOTTA, LUIZ KOODI. A note on curvature influence diagnostics in elliptical regression models. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 31, n. 3, p. 561-568, . (13/22930-0, 13/00506-1)
ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE; ALBARRACIN, ORLANDO YESID ESPARZA. CUSUM control charts to monitor series of Negative Binomial count data. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 4, SI, p. 1925-1935, . (13/00506-1)
NOGUEIRA JORGE, NATASHA ANDRESSA; WAJNBERG, GABRIEL; FERREIRA, CARLOS GIL; CARVALHO, BENILTON DE SA; PASSETTI, FABIO. snoRNA and piRNA expression levels modified by tobacco use in women with lung adenocarcinoma. PLoS One, v. 12, n. 8, . (13/00506-1)
RIBEIRO, ANDRE L. P.; HOTTA, LUIZ K.. Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables. PLoS One, v. 11, n. 12, . (13/22930-0, 13/00506-1)
SIQUEIRA, ANDERSON DOS SANTOS; BIAZOLI JUNIOR, CLAUDINEI EDUARDO; COMFORT, WILLIAM EDGAR; ROHDE, LUIS AUGUSTO; SATO, JOAO RICARDO. Abnormal Functional Resting-State Networks in ADHD: Graph Theory and Pattern Recognition Analysis of fMRI Data. BIOMED RESEARCH INTERNATIONAL, . (13/00506-1, 12/13390-9, 13/10498-6)
SATO, JOAO RICARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; ANES, MAURICIO; MOURA, LUCIANA MONTEIRO; et al. Decreased centrality of subcortical regions during the transition to adolescence: A functional connectivity study. NeuroImage, v. 104, p. 44-51, . (13/00506-1, 13/10498-6, 08/57896-8)
SAMPAIO, JHAMES M.; MORETTIN, PEDRO A.. Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models. ECONOMETRICS AND STATISTICS, v. 15, p. 67-83, . (13/00506-1)
MEDINA, FRANCYELLE L.; MORETTIN, PEDRO A.; TOLOI, CLELIA M. C.. Copula estimation through wavelets. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 34, n. 3, p. 439-463, . (13/00506-1)
BIAZOLI JR, CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; REBELLO, KEILA; MOURA, LUCIANA MONTEIRO; PAN, PEDRO MARIO; BRIETZKE, ELISA; MIGUEL, EURIPEDES CONSTANTINO; ROHDE, LUIS AUGUSTO; BRESSAN, RODRIGO AFFONSECA; et al. Socioeconomic status in children is associated with spontaneous activity in right superior temporal gyrus. BRAIN IMAGING AND BEHAVIOR, v. 14, n. 4, p. 961-970, . (13/00506-1, 13/08531-5, 13/10498-6, 08/57896-8)
FONSECA, RODNEY V.; PINHEIRO, ALUISIO. Wavelet estimation of the dimensionality of curve time series. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 72, n. 5, p. 1175-1204, . (16/24469-6, 13/00506-1, 18/04654-9)
TRUCIOS, CARLOS; ZEVALLOS, MAURICIO; HOTTA, LUIZ K.; SANTOS, ANDRE A. P.. Covariance Prediction in Large Portfolio Allocation. ECONOMETRICS, v. 7, n. 2, . (16/18599-4, 18/03012-3, 13/00506-1, 18/04654-9)
MAIA, RAFAEL PIMENTEL; PINHEIRO, HILDETE PRISCO; PINHEIRO, ALUISIO. Academic performance of students from entrance to graduation via quasi U-statistics: a study at a Brazilian research university. Journal of Applied Statistics, v. 43, n. 1, p. 15-pg., . (11/15047-7, 13/00506-1)
ROCHA, THIAGO BOTTER-MAIO; HUTZ, MARA H.; SALATINO-OLIVEIRA, ANGELICA; GENRO, JULIA P.; POLANCZYK, GUILHERME V.; SATO, JOAO RICARDO; WEHRMEISTER, FERNANDO C.; BARROS, FERNANDO C.; MENEZES, ANA M. B.; ROHDE, LUIS AUGUSTO; et al. Gene-Environment Interaction in Youth Depression: Replication of the 5-HTTLPR Moderation in a Diverse Setting. American Journal of Psychiatry, v. 172, n. 10, p. 978-985, . (13/00506-1, 13/10498-6)
KIIHL, SAMARA F.; JOSE MARTINEZ-GARRIDO, MARIA; DOMINGO-RELLOSO, ARCE; BERMUDEZ, JOSE; TELLEZ-PLAZA, MARIA. MLML2R: an R package for maximum likelihood estimation of DNA methylation and hydroxymethylation proportions. STATISTICAL APPLICATIONS IN GENETICS AND MOLECULAR BIOLOGY, v. 18, n. 1, p. 6-pg., . (13/00506-1, 14/03374-1)
ESPARZA ALBARRACIN, ORLANDO YESID; ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE. Effect of neglecting autocorrelation in regression EWMA charts for monitoring count time series. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, v. 34, n. 8, p. 1752-1762, . (13/00506-1)
ANDRÉ ZUGMAN; JOÃO R. SATO; ANDREA P. JACKOWSKI. Crisis in neuroimaging: is neuroimaging failing 15 years after the decade of the brain?. Revista Brasileira de Psiquiatria, v. 38, n. 4, p. 267-269, . (13/08531-5, 13/00506-1, 13/10498-6)
TRAMBAIOLLI, L. R.; SPOLAOR, N.; LORENA, A. C.; ANGHINAH, R.; SATO, J. R.. Feature selection before EEG classification supports the diagnosis of Alzheimer's disease. CLINICAL NEUROPHYSIOLOGY, v. 128, n. 10, p. 2058-2067, . (12/22608-8, 13/00506-1, 13/10952-9, 13/10498-6)
ZEVALLOS, MAURICIO; GASCO, LORETTA; EHLERS, RICARDO. Riemann manifold Langevin methods on stochastic volatility estimation. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v. 46, n. 10, p. 7942-7956, . (15/00627-9, 13/00506-1)
DE ALMEIDA, DANIEL; HOTTA, LUIZ K.; RUIZ, ESTHER. MGARCH models: Trade-off between feasibility and flexibility. INTERNATIONAL JOURNAL OF FORECASTING, v. 34, n. 1, p. 45-63, . (13/00506-1)
URBIETA, PABLO; HO, LINDA LEE; ALENCAR, AIRLANE. CUSUM and EWMA Control Charts for Negative Binomial Distribution. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, v. 33, n. 4, p. 793-801, . (13/00506-1)
SATO, JOAO RICARDO; BIAZOLI, JR., CLAUDINEI EDUARDO; SALUM, GIOVANNI ABRAHAO; GADELHA, ARY; CROSSLEY, NICOLAS; VIEIRA, GILSON; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; HOEXTER, MARCELO QUEIROZ; et al. Connectome hubs at resting state in children and adolescents: Reproducibility and psychopathological correlation. DEVELOPMENTAL COGNITIVE NEUROSCIENCE, v. 20, p. 2-11, . (13/00506-1, 13/08531-5, 13/10498-6, 08/57896-8)
MAIA, RAFAEL PIMENTEL; PINHEIRO, HILDETE PRISCO; PINHEIRO, ALUISIO. Academic performance of students from entrance to graduation via quasi U-statistics: a study at a Brazilian research university. Journal of Applied Statistics, v. 43, n. 1, SI, p. 72-86, . (13/00506-1, 11/15047-7)
GOMES, AMANDA S.; MORETTIN, PEDRO A.; CORDEIRO, GAUSS M.; TADDEO, MARCELO M.. Transformed symmetric generalized autoregressive moving average models. STATISTICS, v. 52, n. 3, p. 643-664, . (13/00506-1)
ESPARZA ALBARRACIN, ORLANDO YESID; ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE. CUSUM chart to monitor autocorrelated counts using Negative Binomial GARMA model. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 27, n. 9, p. 2859-2871, . (13/00506-1)
ZEVALLOS, MAURICIO; VILLARREAL, FERNANDA; DEL CARPIO, CARLOS; ABBARA, OMAR. Metal Prices and International Market Risk in the Peruvian Stock Market. REVISTA ECONOMIA, v. 40, n. 79, p. 87-104, . (13/00506-1)

Please report errors in scientific publications list by writing to: gei-bv@fapesp.br.