Loading... 2 0 5 0 false
Full Name
Gonçalves, Esmeralda
Loading... 3 0 5 0 false

Publications
(All)

Results 1-12 of 12 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)TypeAccess
12015Infinitely Divisible Distributions in Integer-Valued Garch ModelsGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
22009A mathematical approach to detect the Taylor property in TARCH processesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleopenAccess
32015A New Approach to Integer-Valued Time Series Modeling: The Neyman Type-A INGARCH Model*Gonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
42014North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region AreasGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Dorotovič, I. ; Fernandes, J. M. ; Garcia, A. articleembargoedAccess
52016On the Distribution Estimation of Power Threshold Garch ProcessesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleembargoedAccess
62013On the Finite Dimensional Laws of Threshold GARCH ProcessesGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré bookPartembargoedAccess
72013Probabilidades - Princípios TeóricosGonçalves, Esmeralda ; Mendes-Lopes, Nazaré bookopenAccess
81998Some statistical results on autoregressive conditionally heteroscedastic modelsGonçalves, Esmeralda ; Lopes, Nazaré Mendes articleopenAccess
92017Testing the compounding structure of the CP-INARCH modelWeiß, Christian H. ; Gonçalves, Esmeralda ; Mendes-Lopes, Nazaré articleembargoedAccess
102013The ARL of modified Shewhart control charts for conditionally heteroskedastic modelsGonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré articleembargoedAccess
112015Zero-inflated compound Poisson distributions in integer-valued GARCH modelsGonçalves, Esmeralda ; Mendes-Lopes, Nazaré ; Silva, Filipa articleembargoedAccess
122017Zero-truncated compound Poisson integer-valued GARCH models for time seriesGonçalves, Esmeralda ; Mendes-Lopes, Nazaré articleembargoedAccess