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Nazaré Mendes-Lopes
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré (2016). A dinâmica TGARCH de potência na evolução temporal da série das manchas solares de Wolfer. Boletim da Sociedade Portuguesa de Estatística. Vol. Primavera 2016, pp. 86-93.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, SILVA, Filipa (2016). Zero-inflated compound Poisson distributions in integer-valued GARCH models. Statistics. Vol. 50. 3, pp. 558-578.
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MENDES-LOPES, Nazaré (2016). Os modelos GTARCH de potência na dialética empírico-teórica da descrição temporal. Boletim da Sociedade Portuguesa de Estatística. Vol. Outono 2016, pp. 26-34.
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GONÇALVES, Esmeralda, LEITE, Joana, MENDES-LOPES, Nazaré (2015). On the distribution estimation of power threshold GARCH processes. DMUC 15-10 Preprint.
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GONÇALVES, Esmeralda, MARTINS, Cristina, MENDES-LOPES, Nazaré (2015). The Taylor property in non-negative bilinear models. REVSTAT Statistical Journal. Vol. 13. 3, pp. 207-226.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, SILVA, Filipa (2015). A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model. Lithuanian Mathematical Journal. Vol. 55. 2, pp. 231-242.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, SILVA, Filipa (2015). Infinitely divisible distributions in integer-valued GARCH models. Journal of Time Series Analysis. Vol. 36. 4, pp. 503-527.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, SILVA, Filipa (2014). Zero-inflated compound Poisson distributions in integer-valued GARCH models. DMUC 14-28 Preprint.
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GONÇALVES, Esmeralda, LEITE, Joana, MENDES-LOPES, Nazaré (2014). On the probabilistic structure of power TGARCH models and applications to real data.
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GONÇALVES, Esmeralda, LEITE, Joana, MENDES-LOPES, Nazaré (2014). Propriedade de Taylor no modelo TGARCH(1,1).
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