·
Fonseca, R., Morettin, P. A. and Pinheiro, A.S.(2024)
Wavelet feature screening. To appear, Journal of Computational and Graphica Statistics.
·
Prandini, J., Morettin, P. and Chiann, C.(2024)
The Area Under the Normal ROC Curve. To appear, São Paulo Journal of Mathematical Sciences.
·
M. M. Taddeo and P. A. Morettin (2023)
Bayesian P-Splines Applied to Semiparametric Models with Errors Following a Scale Mixture of Normals. Sankhya A, Vol. 85, 1331-1355.
·
Duran, W., Tsay, R. and Morettin, P. (2023)
A Cramer-von Mises-type Test Statistic for Identifying Jump Variations
in High-frequency Time Series. Submitted IAF.
·
Y. Chen, P.A. Morettin, R. Dias and C. Chiann (2023)
Wavelet Estimation of Nonstationary Spatial Covariance Function. arXiv:2305.02489.
·
L.A. Alvarez, C. Chiann, C. and P.A. Morettin (2023)
Inference in Parametric Models With Many L-Moments. arXiv:2210.04146.
·
Y. Chen, P.A. Morettin and C. Chiann (2023)
Time-varying Spatio-temporal ARMA Models by Wavelets. arXiv:2304.06110.
·
S.W. Chou-Chen, P.A. Morettin (2023)
A Two-step Estimation Procedure for Locally Stationary ARMA Processes with Tempered Stable Innovations. Brazilian Journal of Probability and Statistics, Vol. 37, 155-176.
·
P. A. Morettin and R.F. Porto (2022)
Estimation of Nonparametric Regression Models by Wavelets. Sao Paulo Journal of Mathematical Sciences, Vol. 16, 539-565.
·
Hokama, J., Morettin,
P.A., Bolfarine, H., Galea, M.(2021).Maximum Likelihood Estimation in Functional Linear Relationships with Replications.
Brazilian Journal of Probability and Statistics, Vol. 35, 569-589.
·
A.M. Atto, A. Pinheiro, G. Ginolhac, P. A. Morettin.(2021). Fractional Field Image
Time Series Modeling and Applicatio to Cyclone Tracking. In Change Detection and Image Time-Series Analysis, Volume 1: Unsupervised Methods. Encyclopedie
SCIENCES. ISTE-Wiley.
·
L.M. Gomez, R.F. Porto, and P.A. Morettin. (2021)
Nonparametric Regression with Warped Wavelets and Strong Mixing Processes . Annals of the Institute of Statistical Mathematics, Vol. 73, 1203-1228. ·
M.M. Taddeo,
P. A. Morettin, (2021). Estimation of Semiparametric Models with Errors Following a Scale Mixture
of Gaussian Distributions. Brazilian Journal of Probability and Statistics, Vol.35, 315-334. ·
S.W. Chou-Chen,
P.A. Morettin (2020). Indirect Inference for Locally Stationary ARMA Processes. Journal of Statistical Computation and Simulation, Vol. 90, 3106-3134. ·
J.M. Sampaio,
P.A. Morettin (2020). Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models. Econometrics and Statistics, Vol. 15, 67-83. ·
J. C. Ruilova,
P. A. Morettin, (2020). Parsimonious Heteroscedastic ARCH Models for High Frequency Modeling. Journal of Risk and Financial Management, Vol. 13, Issue 2, 1-29. ·
F.L. Silva,
P.A. Morettin, C.M.C. Toloi (2020). Estimation of Copulas via Wavelets Brazilian Journal of Probability and Statistics,Vol. 34, 439-463. ·
K. Samejina,
P.A. Morettin, Joao Ricardo Sato (2019). Directed Wavelet Covariance. Computational Statistics and Data Analysis, Vol. 130, 61-79. ·
E. Fonseca,
A.P. Alencar, P.A. Morettin (2019). Time Varying Cointegration Models via Wavelets. Statistics and Probability Letters, Vol. 145, 260-267. ·
A.S. Gomes,
P.A. Morettin, G.M. Cordeiro, M.M. Taddeo.(2018).Transformed Symmetric Generalized Autoregressive Moving Average Models. Statistics, Vol. 52, 643-664.
·
Montoril, M.H., Morettin,
P.A. and Chiann,C.(2017). Wavelet Estimation of Functional Coefficient Regression Models.
International Journal of Wavelets, Multiresolution and Information Processes. Vol.16, 1850004-1850034.
·
Taddeo, M.M. and Morettin,
P.A. (2017). The Analysis of Single-Index Models with Scale Mixture of Normal
Errors by Using Bayesian P-Splines.Chilean J. of Statistics, Vol 8, 3-23.
·
R.D.
Porto, P.A. Morettin , D.B. Percival and E.Q. Aubin (2016). Wavelet Shrinkage for Regression Models with
Random Design and Correlated Errors. [pdf] Brazilian Journal of Probability and Statistics, Vol. 30, 614-652.
·
Latif, S.A. and Morettin,
P.A. (2016). A Correlation Curve for Time Series. Communications in Statistics-Simulation and Computation, Vol. 45, 2792-2809..
·
Sampaio, J.M., Morettin,
P.A.(2015).Indirect Estimation of Randomized GARCH Models.
Journal of Statistical Computation and Simulation, Vol 8, 2702-2714.
·
Montoril, M.H., Morettin,
P.A. and Chiann,C.(2014).Spline Estimation of Functional Coefficient Regression Models with Correlated Errors.
Statistics and Probability Letters, Vol. 92, 226-231..
·
Latif, S.A. and Morettin,
P.A. (2014). Estimation of a Spearman-type Multivariate Measure of Local Dependence. International Journal of Statistics and Probability, Vol. 3, 1-17.
·
Latif, S.A. and Morettin,
P.A. (2013). Estimation of a Correlation Measure for Independent Samples and
Time Series Data. Sankhya, Series B, Vol 2013,
1-23.
·
Alencar, A.P., Morettin,
P.A. and Toloi, C.M.C. (2013). State Space Switching
Models via Wavelets. Studies in
Nonlinear Dynamics and Econometrics, Vol 13, 1-18.
·
Salcedo,G., Porto, R. and Morettin,
P.A. (2012). Comparing Nonstationary and Irregularly
Spaced Time Series. Computational
Statistics and Data Analysis, Vol 56, 3921-3934.
·
Latif, S.A. and Morettin,
P.A. (2012). Estimation of a Spearman-type Measure of Local Dependence.
International Journal of Statistics and Economics, Vol. 8, 43-69.
·
Porto,
R.F., Morettin, P.A. and Aubin,
E.C.Q. (2012). Regression with Autocorrelated
Errors Using Design-adapted Haar Wavelets.
Journal of Time Series Econometrics, Vol. 4, Issue 1, Article 4.
·
Moura, M.S.A., Morettin,
P.A., Toloi,
C.M.C. and Chiann, C. (2012). Time-varying Transfer
Function Models. [pdf] Journal of Probability and Statistics,
Volume 2012(2012), Article ID451076, 31 pages.
·
Sáfadi, T. and Morettin,
P.A. (2012). A wavelet analysis to compare environmental time series. Advances and Applications of Statistics,
Vol. 26, 79-96.
·
Safadi,T., Alencar, A.P and Morettin, P.A (2011). The dynamic factor model: an
application to stock market indexes
International Journal of Statistics & Economics, Vol
7, 127-141.
·
Latif, S.A. and Morettin,
P.A. (2011). Nonparametric Estimation of Sibuya’s
Measure of Local Dependence for Time Series. Advances and Applications of Statistics,
Vol 23, 1-27.
·
J.C.S.
de Miranda and P.A. Morettin (2011). Estimation of
the Intensity of Non-homogeneous Point Processes via Wavelets.
[pdf] Annals of the
Institute of Statistical Mathematics, Vol. 63, 1221-1246.
·
Salcedo, G., Morettin, P.A.
and Toloi, C.M.C. (2011). Stochastic Discrete
Autoregressive Dynamical Systems with Heteroskedasticity. Differential Equations and Dynamical
Systems, Vol. 19, 211-236.
·
P.A.
Morettin, C.M.C. Toloi, C. Chiann and J.C.S. de Miranda (2011). Wavelet Estimation of
Copulas for Time series. [pdf] < Journal of Time Series Econometrics,
Vol. 3, Issue 3, Article 4, pp 1-29.
·
Bortoluzzo, A.B., Morettin,
P.A. and Toloi, C.M.C. (2010). Time-varying
Autoregressive Conditional Duration Models. [pdf] Journal
of Applied Statistics, Vol. 37, 847-864.
·
Lagos,
B., Morettin, P.A. and Barroso,
L.P. (2010). Some Corrections of the Score Test Statistic for Gaussian ARMA
Models. Brazilian Journal of
Probability and Statistics, Vol 24, 434-456.
·
P.A.
Morettin, C.M.C. Toloi, C. Chiann and J.C.S. de Miranda (2010). Wavelet Smoothed
Empirical Copula Estimators. [pdf] Brazilian Review of
Finance, Vol. 8, 263-281.
·
Sato,
JR, Takahashi, DY, Arcuri, SM, Sameshima,
K, Morettin, PA, Baccala,
LA. (2009). Frequency Domain Connectivity Identification: An Application of
Partial Directed Coherence in fMRI. Human Brain
Mapping, Vol. 30, 452-461.
·
Alencar, A.P., Morettin,
P.A., Toloi, C.M.C. and Zandonade,
E. (2009). Wavelet Estimation of State Space Models. Current Development in Theory and
Applications of Wavelets, Vol. 3, 1-30.
·
Latif, S.A. and Morettin,
P.A. (2009). Sibuya’s Measure of Local
Dependence. [pdf] Estadistica, Vol. 61, 121-147..
·
De
Melo Ferraz, J.E. and Morettin, P.A. (2008). Estimation of Stochastic Conditional Duration
Models Using the Empirical Characteristic Function. Preprint..
·
J.R.
Sato, S. Costafreda, P.A. Morettin
and M.J. Brammer(2008). Measuring Time Series
Predictability Using Support Vector Regression. Communications in Statistics-Simulation
and Computation, Vol. 37,
1183-1197.
·
J.R.
Sato, J. Mourão-Miranda, M.G. Martin, E.Amaro Jr, P.A. Morettin and M.J. Brammer (2008).
The Impact of Functional Connectivity Changes on Support Vector Machines
Mapping of fMRI Data. Journal of Neuroscience
Methods, Vol. 172, 94-104.
·
J.R.
Sato, C. Chiann, E. Taniguchi, E. G. dos Santos, P.R.
Arantes, M.L. Mourao, E. Amaro Jr and P.A. Morettin (2008). Identifying multi-subject cortical
activation in fMRI: a frequency domain approach. [ps] Journal of Data Science, Vol. 6, 89-103.
·
Salcedo, G., Sato, R., Morettin,
P., Toloi, C. (2008). Comparing Time-varying
Autoregressive Structures of Locally Stationary Processes.
[pdf] International
Journal of Wavelets, Multiresolution and Information
Processing, Vol. 6, 1-23.
·
R.D.
Porto, P.A. Morettin and E.Q. Aubin
(2008). Wavelet Regression with Correlated Errors on a Piecewise Holder
Class. Statistics and Probability
Letters, Vol. 78, 2739-2743.
·
Fujita,
A, Sato, JR, Garay-Malpartida, HM, Morettin, PA, Sogayar, MC and
Ferreira, CE. (2007). Time-varying Modelling of Gene
Expression Regulatory Networks Using the Wavelet Dynamic Vector Autoregressive
Method. Bioinformatics, Vol. 23, 1623-1630.
·
Sato,
JR, Fujita, A, Amaro Jr, E,
Mourao-Miranda, J, Morettin,
PA and Brammer, MJ. (2007). DWT-CEM: An Algorithm for
Scale-Temporal Clustering in fMRI. Biological Cybernetics,
Vol. 97, 33-45.
·
Porto,
R.F., Sato, J.R., Aubin, E.C. and Morettin,
P.A. (2007). Wavelet Smoothing for Data with Autocorrelated
Errors. [pdf] Current Development in Theory and
Applications of Wavelets, Vol. 1, 143-164.
·
Sato,
J.R., Morettin, P.A., Arantes,
P.R. and Amaro Jr, E.
(2007). Wavelet Based Time-varying Vector Autoregressive Models. [pdf]Computational Statistics and Data Analysis, Vol. 51, 5847-5866.
·
Morettin, P.A. and Chiann, C.
(2007). Estimation of Functional-Coefficient Autoregressive Models by Wavelet
Methods. Current Developments in
Theory and Applications of Wavelets, Vol. 1, 309-340. .
·
J.R.
Sato, D. Takahashi, E. F. Cardoso, E.Amaro Jr. and
P.A. Morettin (2006). Intervention Models in
Functional Connectivity Identification Applied to FMRI. [pdf]International Journal of Biomedical Imaging, Vol. 2006, 1-7.
·
J.R.
Sato, M.M. Felix, E.Amaro Jr., D.Takahashi,
M.J. Brammer and P.A. Morettin
(2006). A Method to Produce Evolving Functional Connectivity Maps During the
Course of an fMRI Experiment Using Wavelet-based
Time-Varying Granger Causality. [pdf]NeuroImage, Vol. 31, 187-196.
·
Chiann, C. and Morettin,
P.A. (2005). Time Domain Nonlinear Estimation of Time Varying Linear Systems.
Journal of Nonparametric Statistics, Vol. 17, 365-383.
·
Arino, M., Morettin, P.A.
and Vidakovic, B. (2004).Wavelet Scalograms
and Their Applications in Economic Time Series. [pdf]Brazilian
Journal of Probability and Statistics, Vol. 18, 37-51.
·
Lagos,
B. and Morettin, P.A. (2004) " Improvement of
The Likelihood Ratio Test Statistic in ARMA Models". [pdf]Journal of Time
Series Analysis, Volume 25, 83-101.
·
Zandonade, E. and Morettin,
P.A. (2003). Wavelets in State Space Models. Applied Stochastic Models in
Business and Industry, Vol. 19, 199-219. [pdf]
·
Safadi, T. and Morettin,
P.A. (2003). A Bayesian Analysis of Autoregressive Models with Random Normal
Coefficients. [ps] Journal of Statistical Computation
and Simulation, Vol. 73, 563-574.
·
Safadi, T. and Morettin,
P.A. (2001) Bayesian analysis of the open loop threshold autoregressive model. [ps] Brazilian Journal
of Statistics, Vol. 62, 91-105.
·
Brillinger, D.R., Chiann, C.,
Irizarry, R.A. and Morettin, P.A. (2001). Automatic
Methods for Generating Seismic Intensity Maps. [ps] Journal of
Applied Probability, Volume 38A, 189-202, Special Issue on Probability,
Statistics and Seismology: A festschrift for David Vere-Jones.
·
Mentz, R.P., Morettin,
P.A. and Toloi, C.M.C. (2001). Bias Correction for
Estimators of the Residual Variance in the ARMA(1,1) Model.[ps]
Estadistica, Vol. 53, 1-40.
·
Brillinger, D.R., Chiann, C.,
Irizarry, R. and Morettin, P.A. (2000). Some
Wavelet-Based Analyses of Markov Data[ps] . Signal
Processing, Vol. 80, 1607-1627.
·
Safadi, T. and Morettin,
P.A. (2000). A Bayesian Analysis of the Threshold ARMA Model. [ps]
Sankhya, Series B, Volume 62, Pt. 3, 353-371.
·
Chiann, C. and Morettin,
P.A. (1999). Estimation of time-varying linear systems. [ps] . Statistical
Inference for Stochastic Processes, Vol. 2, 253-285.
·
Mentz, R.P., Morettin,
P.A. and Toloi, C.M.C. (1999). On Least squares
Estimation of the Residual Variance in the First Order Moving Average Model.
Computational Statistics and Data Analysis, 29, 485-499.
·
Mentz, R.P., Morettin,
P.A. and Toloi, C.M.C. (1998). <On Residual
Variance Estimation in Autoregressive Models. [ps] Journal of Time
Series Analysis, 19(2), 187-208.
·
Safadi, T. and Morettin,
P.A. (1998). A Bayesian Analysis of Asymmetric Time Series. [ps] Brazilian Journal
of Probability and Statistics, Vol. 12, 1-15.
·
Chiann, C. and Morettin, P.A.
(1998). A Wavelet Analysis for Time Series. J. Nonparametric Statistics, Vol.
10, 1-46.
·
Mentz, R.P., Morettin,
P.A. and Toloi, C.M.C. (1997). Residual Variance
Estimation in Moving Average Models. Communications in Statistics-Theory and
Methods, 26(8), 1905-1923.
·
Morettin, P.A. (1997). Wavelets in Statistics". [ps] São Paulo Journal of
Mathematical Sciences, Vol. 3, 211-272, 1997.
·
Morettin, P.A. (1996). From Fourier to Wavelet Analysis
of Time Series. Proceedings in Computational Statistics (A.Prat,
editor), Physica-Verlag, 111-122.