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Sílvia R. C. Lopes

Sílvia Regina Costa Lopes

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Journal Articles

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2023
[j7]
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  dblp key:
  - journals/ma/KarlingLS23
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  - https://dblp.org/rec/journals/ma/KarlingLS23
Maicon J. Karling, Sílvia R. C. Lopes, Roberto M. de Souza:
Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations. J. Multivar. Anal. 195: 105153 (2023)
2016
[j6]
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  - journals/cssc/PrassLA16
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Taiane Schaedler Prass, Sílvia Regina Costa Lopes, Jorge Alberto Achcar:
MCMC Bayesian Estimation in FIEGARCH Models. Commun. Stat. Simul. Comput. 45(9): 3238-3258 (2016)
2013
[j5]
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  - journals/csda/LopesP13
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Sílvia Regina Costa Lopes, Taiane Schaedler Prass:
Seasonal FIEGARCH processes. Comput. Stat. Data Anal. 68: 262-295 (2013)
[j4]
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Sílvia Regina Costa Lopes, Guilherme Pumi, Karine Zaniol:
Mallows Distance in VARFIMA(0, d, 0) Processes. Commun. Stat. Simul. Comput. 42(1): 24-51 (2013)
2009
[j3]
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  - journals/mcm/BisogninL09
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Cleber Bisognin, Sílvia Regina Costa Lopes:
Properties of seasonal long memory processes. Math. Comput. Model. 49(9-10): 1837-1851 (2009)
2006
[j2]
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  - journals/cstat/OlbermannLR06
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Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen:
Invariance of the first difference in ARFIMA models. Comput. Stat. 21(3-4): 445-461 (2006)
2005
[j1]
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  - journals/mcm/BrietzkeLB05
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Eduardo H. M. Brietzke, Sílvia Regina Costa Lopes, Cleber Bisognin:
A closed formula for the durbin-levinson's algorithm in seasonal fractionally integrated processes. Math. Comput. Model. 42(11-12): 1191-1206 (2005)

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