Morettin, Pedro Alberto
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Non-parametric regression with correlated errors using wavelets
Testes para componentes periódicas em series temporais
Indirect inference of R-GARCH models
Vectorial autoregressive modelling with time-varying coefficients: applications to...
Processes with common long memory
Cointegration and parameter instability: an application in the Brazilian stock m...
Copula estimation through wavelets
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