554 citations · 959 across the 14 of their papers we have counts for
14 papers
Stability Analysis and Local Influence Diagnostics for an Extreme-Value Regression Model of Anomalous Wind Gusts
José I. C. Lima, Raydonal Ospina, Michelli Barros +1
Extreme events in complex physical systems, such as anomalous wind gusts, often cause significant material and human damage. Their modeling is crucial for risk assessment and under…
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
Luan M. T. de Moraes, Antônio M. S. Macêdo, Giovani L. Vasconcelos +1
We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the d…
Matrix H-theory approach to stock market fluctuations
Luan M. T. de Moraes, Antônio M. S. Macedo, Raydonal Ospina +1
We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint…
Privatization of Probability Distributions by the Wavelet Integral approach
Helio M. de Oliveira, Raydonal Ospina, Victor Leiva +2
A naive theory of additive perturbations on a continuous probability distribution is presented. We propose a new privatization mechanism based on a naive theory of a perturbation o…
A Note on the Shannon Entropy of Short Sequences
H. M. de Oliveira, Raydonal Ospina
For source sequences of length L symbols we proposed to use a more realistic value to the usual benchmark of number of code letters by source letters. Our idea is based on a quanti…
Brazilian Network of PhDs Working with Probability and Statistics
Luciano Digiampietri, Leandro Rêgo, Filipe Costa de Souza +2
Statistical and probabilistic reasoning enlightens our judgments about uncertainty and the chance or beliefs on the occurrence of random events in everyday life. Therefore, there a…