1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.AP2017
A continuous spatio-temporal approach to estimate climate change
Marcio Poletti Laurini
We introduce a method for decomposition of trend, cycle and seasonal components in spatio-temporal models and apply it to investigate the existence of climate changes in temperatur…
q-fin.ST2014★ 1 cited
A Noisy Principal Component Analysis for Forward Rate Curves
Marcio Laurini, Alberto Ohashi
Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the est…