Estimation of parameters in ARFIMA processes: A simulation study V Reisen, B Abraham, S Lopes Communications in Statistics-Simulation and Computation 30 (4), 787-803, 2001 | 97 | 2001 |
Some simulations and applications of forecasting long-memory time-series models VA Reisen, S Lopes Journal of Statistical Planning and Inference 80 (1-2), 269-287, 1999 | 83 | 1999 |
A comparison of estimation methods in non-stationary ARFIMA processes SRC Lopes, BP Olbermann, VA Reisen Journal of Statistical Computation and Simulation 74 (5), 339-347, 2004 | 49 | 2004 |
Properties of seasonal long memory processes C Bisognin, SRC Lopes Mathematical and Computer Modelling 49 (9-10), 1837-1851, 2009 | 43 | 2009 |
Invariance of the first difference in ARFIMA models BP Olbermann, SRC Lopes, VA Reisen Computational statistics 21, 445-461, 2006 | 28 | 2006 |
Amazon forest fires between 2001 and 2006 and birth weight in Porto Velho TS Prass, SRC Lopes, JG Dórea, RC Marques, KG Brandão Bulletin of environmental contamination and toxicology 89, 1-7, 2012 | 27 | 2012 |
Statistical properties of detrended fluctuation analysis N Crato, RR Linhares, SRC Lopes Journal of Statistical Computation and Simulation 80 (6), 625-641, 2010 | 27 | 2010 |
Bandwidth selection in classical and robust estimation of long memory SRC Lopes, BVM Mendes International Journal of Statistics and Systems 1 (2), 167-190, 2006 | 25 | 2006 |
Comparison of forecasts of mean monthly water level in the Paraguay River, Brazil, from two fractionally differenced models TS Prass, JM Bravo, RT Clarke, W Collischonn, SRC Lopes Water Resources Research 48 (5), 2012 | 24 | 2012 |
Estimating and forecasting the long‐memory parameter in the presence of periodicity C Bisognin, SRC Lopes Journal of Forecasting 26 (6), 405-427, 2007 | 24 | 2007 |
Long memory analysis in DNA sequences SRC Lopes, MA Nunes Physica A: Statistical Mechanics and its Applications 361 (2), 569-588, 2006 | 24 | 2006 |
Clustering and classification problems in genetics through U-statistics GB Cybis, M Valk, SRC Lopes Journal of Statistical Computation and Simulation 88 (10), 1882-1902, 2018 | 23 | 2018 |
Adverse events following immunization in Brazil: age of child and vaccine-associated risk analysis using logistic regression SRC Lopes, JLR Perin, TS Prass, SMD Carvalho, SC Lessa, JG Dórea International Journal of Environmental Research and Public Health 15 (6), 1149, 2018 | 22 | 2018 |
Long-range dependence in mean and volatility: Models, estimation and forecasting SRC Lopes In and Out of Equilibrium 2, 497-525, 2008 | 22 | 2008 |
Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach AV Medino, SRC Lopes, R Morgado, CCY Dorea Physica A: Statistical Mechanics and its Applications 391 (3), 572-581, 2012 | 21 | 2012 |
Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes SRC Lopes, TS Prass Physica A: Statistical Mechanics and its Applications 401, 278-307, 2014 | 18 | 2014 |
Non-stationary Gaussian ARFIMA processes: Estimation and application SRC Lopes, BP Olbermann, VA Reisen Brazilian Review of Econometrics 22 (1), 103-126, 2002 | 15 | 2002 |
A Bayesian approach for stable distributions: some computational aspects JA Achcar, SRC Lopes, J Mazucheli, RR Linhares Scientific Research Publishing, 2013 | 13 | 2013 |
A closed formula for the durbin-levinson's algorithm in seasonal fractionally integrated processes EHM Brietzke, SRC Lopes, C Bisognin Mathematical and Computer Modelling 42 (11-12), 1191-1206, 2005 | 13 | 2005 |
Parametric estimation and spectral analysis of piecewise linear maps of the interval A Lopes, S Lopes Advances in Applied Probability 30 (3), 757-776, 1998 | 13 | 1998 |