6 citations · 9 across the 5 of their papers we have counts for
5 papers
Discriminant Analysis in stationary time series based on robust cepstral coefficients
Jonathan de Souza Matias, Valderio Anselmo Reisen
Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understandi…
Robust estimation in time series with long and short memory properties
Valderio A. Reisen, Fabio A. Fajardo
This paper reviews recent developments of robust estimation in linear time series models, with short and long memory correlation structures, in the presence of additive outliers. B…
Seasonal fractional long-memory processes. A semiparametric estimation approach
Valderio A. Reisen, Wilfredo Palma, Josu Arteche +1
This paper explores seasonal and long-memory time series properties by using the seasonal fractional ARIMA model when the seasonal data has one and two seasonal periods and short-m…
Asymptotic properties of U-processes under long-range dependence
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
Let be a stationary mean-zero Gaussian process with covariances $ρ(k)=\PE(X_{1}X_{k+1})$ satisfying: and where is in and $…
Log-average periodogram estimator of the memory parameter
Valderio Reisen, Eric Moulines, Philippe Soulier +1
This paper introduces a semiparametric regression estimator of the memory parameter for long-memory time series process. It is based on the regression in a neighborhood of the zero…