Pumi, G, Valk M, Bisognin C, Bayer FM, Prass TS.
2019.
Beta autoregressive fractionally integrated moving average models. Journal of Statistical Planning and Inference. 200:196-212.
AbstractIn this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interval (0,1). The proposed model accommodates a set of regressors and a long-range dependent time series structure. We derive the partial likelihood estimator for the parameters of the proposed model, obtain the associated score vector and Fisher information matrix. We also prove the consistency and asymptotic normality of the estimator under mild conditions. Hypotheses testing, diagnostic tools and forecasting are also proposed. A Monte Carlo simulation is considered to evaluate the finite sample performance of the partial likelihood estimators and to study some of the proposed tests. An empirical application is also presented and discussed.
Pumi, G, Valk M, Bisognin C, Bayer FM, Prass TS.
2019.
Beta autoregressive fractionally integrated moving average models. Journal of Statistical Planning and Inference. 200:196-212.
AbstractIn this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interval (0,1). The proposed model accommodates a set of regressors and a long-range dependent time series structure. We derive the partial likelihood estimator for the parameters of the proposed model, obtain the associated score vector and Fisher information matrix. We also prove the consistency and asymptotic normality of the estimator under mild conditions. Hypotheses testing, diagnostic tools and forecasting are also proposed. A Monte Carlo simulation is considered to evaluate the finite sample performance of the partial likelihood estimators and to study some of the proposed tests. An empirical application is also presented and discussed.
Pereira, E, Napp AP, Allebrandt S, Barbosa R, Reuwsaat J, Lopes W, Kmetzsch L, Staats CC, Schrank A, Dallegrave A, do Peralba MCR, Passaglia LMP, Bento FM, Vainstein MH.
2019.
Biodegradation of aliphatic and polycyclic aromatic hydrocarbons in seawater by autochthonous microorganisms. International Biodeterioration and Biodegradation. 145
Abstractn/a
Gomeñuka, NA, Oliveira HB, Silva ES, Costa RR, Kanitz AC, Liedtke GV, Schuch FB, Peyré-Tartaruga LA.
2019.
Effects of Nordic walking training on quality of life, balance and functional mobility in elderly: A randomized clinical trial. PloS one. 14:e0211472., Number 1: Public Library of Science San Francisco, CA USA
Abstractn/a
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