• Modelos de volatilidade estatística 

      Ishizawa, Danilo Kenji (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística, , 22/08/2008)
      In the financial market usually notices are taken of the shares sequentially over the time in order to characterize them a time series. However, the major interest is to forecast the behavior of these shares. Motivated by ...
    • Modelos de séries temporais com coeficientes variando no tempo 

      Souza, Leandro Teixeira Lopes de; http://lattes.cnpq.br/9758799382568880 (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística, , 26/02/2009)
      In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have been used as models for non stationary real ...