v. 8 n. 2 (2014)

Artigos

• Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansens cointegration models with structural break

  Emerson F. Marcal, Pedro L. Valls Pereira

  211-239

  • PDF (Inglês)

• Mammogram Diagnostics via 2-D Complex Wavelet-based Self-similarity Measures

  Seonghye Jeon, Orietta Nicolis, Brani Vidakovic

  265-284

  • PDF (Inglês)

• Synthetic plots: some history and examples

  David R. Brillinger

  157-168

  • PDF (Inglês)
  • PDF

• Quasi U-statistics of innite order and applications to the subgroup decomposition of some diversity measures

  Alusio Pinheiro, Pranab Kumar Sen

  285-309

  • PDF

• Some Classes of Point Processes.

  Jose Carlos S. de Miranda

  193-210

  • PDF

• Detection of Patches of Outliers in Stochastic Volatility Processes.

  Anderson C.O. Motta, Luiz K. Hotta

  169-191

  • PDF

• Copulas, Chaotic Processes and Time Series: a Survey

  Guilherme Pumi, Silvia R.C. Lopes

  241-264

  • PDF (Inglês)