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Nazaré Mendes-Lopes
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GONÇALVES, Esmeralda, MARTINS, Cristina, MENDES-LOPES, Nazaré (2014). The Taylor property in non-negative bilinear models. arXiv:1401.6349 Preprint.
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GONÇALVES, Esmeralda, MARTINS, Cristina, MENDES-LOPES, Nazaré (2014). Propriedade de Taylor em processos autorregressivos.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, DOROTOVIC, I., FERNANDES, João M., GARCIA, Adraina (2014). North and South Hemispheric Solar Activity for Cycles 21-23: asymmetry and conditional volatility of areas of plage regions. Solar Physics. Vol. 289. 6, pp. 2283-2296.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, SILVA, Filipa (2014). Modelos GARCH de valores inteiros associados a leis infinitamente divisíveis.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré, SILVA, Filipa (2013). Infinitely divisible distributions in integer valued GARCH models. DMUC 13-38 Preprint.
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GONÇALVES, Esmeralda, LEITE, Joana, MENDES-LOPES, Nazaré (2013). On the finite dimensional laws of threshold GARCH processes.
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GONÇALVES, Esmeralda, LEITE, Joana, MENDES-LOPES, Nazaré (2013). The ARL of modified Shewhart control charts for conditionally heteroskedastic models. Statistical Papers. Vol. 54, pp. 1-19.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré (2013). Distributional properties of generalized threshold ARCH processes.
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GONÇALVES, Esmeralda, MENDES-LOPES, Nazaré (2013). Probabilidades - Princípios Teóricos. Lisboa: Escolar Editora.
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GONÇALVES, Esmeralda, LEITE, Joana, MENDES-LOPES, Nazaré (2012). On the probabilistic structure of power threshold generalized arch stochastic processes. Statistics & Probability Letters. Vol. 82. 8, pp. 1597-1609.
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