Sílvia R. C. Lopes

According to our database, Sílvia R. C. Lopes authored at least 7 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2023

Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations.

Maicon J. Karling, Sílvia R. C. Lopes, Roberto M. de Souza

J. Multivar. Anal., May, 2023

2016

MCMC Bayesian Estimation in FIEGARCH Models.

Taiane Schaedler Prass, Sílvia Regina Costa Lopes, Jorge Alberto Achcar

Commun. Stat. Simul. Comput., 2016

2013

Mallows Distance in VARFIMA(0, <i>d</i>, 0) Processes.

Sílvia Regina Costa Lopes, Guilherme Pumi, Karine Zaniol

Commun. Stat. Simul. Comput., 2013

Seasonal FIEGARCH processes.

Sílvia Regina Costa Lopes, Taiane Schaedler Prass

Comput. Stat. Data Anal., 2013

2009

Properties of seasonal long memory processes.

Cleber Bisognin, Sílvia Regina Costa Lopes

Math. Comput. Model., 2009

2006

Invariance of the first difference in ARFIMA models.

Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen

Comput. Stat., 2006

2005

A closed formula for the durbin-levinson's algorithm in seasonal fractionally integrated processes.

Eduardo H. M. Brietzke, Sílvia Regina Costa Lopes, Cleber Bisognin

Math. Comput. Model., 2005