Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR),
Tófoli, P., Ziegelmann F. A., Silva Filho O. C., and Pereira P. L. V.
, Journal of Time Series Econometrics, Volume 11, Issue 2, p.20170016, (2019)
Robust factor modelling for high-dimensional time series: An application to air pollution data,
Reisen, V. A., Sgrancio A. M., Levy-Leduc C., Bondon P., Monte E. Z., Cotta H., and Ziegelmann F. A.
, Applied Mathematics and Computation, Volume 346, p.842-852, (2019)
Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO 2 concentrations,
Reisen, V. A., Monte E. Z., Franco G. C., Sgrancio A. M., Molinares F. A. F., Bondon P., and Ziegelmann F. A.
, Mathematics and Computers in Simulation, Volume 146, p.27-43, (2018)