activity
20162023
most citedBeta Autoregressive Fractionally Integrated Moving Average Models

32 citations · 33 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ME2023

A two-step approach to production frontier estimation and the Matsuoka's distribution

Danilo Hiroshi Matsuoka, Guilherme Pumi, Hudson da Silva Torrent +1

In this work, we introduce a deterministic frontier model in which efficiency is governed by the Matsuoka distribution, a parsimonious one-parameter specification on design…

stat.ME2021

Fault detection and diagnosis of batch process using dynamic ARMA-based control charts

Batista Nunes de Oliveira, Marcio Valk, Danilo Marcondes Filho

A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measure…

stat.ME2021

Clustering inference in multiple groups

Debora Zava Bello, Marcio Valk, Gabriela Bettella Cybis

Inference in clustering is paramount to uncovering inherent group structure in data. Clustering methods which assess statistical significance have recently drawn attention owing to…

stat.ME2018★ 32 cited

Beta Autoregressive Fractionally Integrated Moving Average Models

Guilherme Pumi, Marcio Valk, Cleber Bisognin +2

In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interv…

stat.ME2018★ 1 cited

U-statistical inference for hierarchical clustering

Marcio Valk, Gabriela Bettella Cybis

Clustering methods are a valuable tool for the identification of patterns in high dimensional data with applications in many scientific problems. However, quantifying uncertainty i…

stat.ME2016

Clustering and Classification of Genetic Data Through U-Statistics

Gabriela Bettella Cybis, Marcio Valk, Silvia Regina Costa Lopes

Genetic data are frequently categorical and have complex dependence structures that are not always well understood. For this reason, clustering and classification based on genetic…