70 citations · 139 across the 22 of their papers we have counts for
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math.ST2019★ 14 cited
On the behavior of the DFA and DCCA in trend-stationary processes
Taiane Schaedler Prass, Guilherme Pumi
In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes…
math.ST2019★ 9 cited
A Dynamic Model for Double Bounded Time Series With Chaotic Driven Conditional Averages
Guilherme Pumi, Taiane Schaedler Prass, Rafael Rigão Souza
In this work we introduce a class of dynamic models for time series taking values on the unit interval. The proposed model follows a generalized linear model approach where the ran…